September 17, 2018 / 4:44 AM / in 4 months

RPT-India fwd/annualised dlr premia-(close)-Sep 17

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        01.00/02.50     00.50/01.25        00.50/01.25
               02.52%          02.52%            02.52% 
                             (Sep 14)           
1000        02.50/04.50     02.00/03.25        00.50/01.25
               03.18%          03.39%            02.54% 
----------------------------------------------------------------
 TIME       SEP           OCT           NOV          DEC 
----------------------------------------------------------------
 1000   07.50/09.00   38.25/40.25    66.25/68.25   94.25/96.25
 1100   07.50/09.00   38.50/40.50    66.25/68.25   94.75/96.75
 1200   07.50/09.00   38.75/40.75    66.25/68.25   94.75/96.75
 1300   07.50/09.00   38.50/40.50    66.50/68.50   94.75/96.75
 1400   07.50/09.00   38.50/40.50    66.25/68.25   94.50/96.50
 1500   07.50/09.00   38.50/40.50    66.50/68.50   94.75/96.75
 1600   07.50/09.00   38.50/40.50    66.50/68.50   94.50/96.50
 1715   07.50/09.00   38.50/40.50    66.50/68.50   94.75/96.75
                        (Closing Sep 14)  
 1715   08.25/09.75   38.75/40.75    66.25/68.25   94.25/96.25
----------------------------------------------------------------
 TIME      JAN            FEB            MAR        APR
----------------------------------------------------------------
 1000 121.00/123.00  145.75/147.75  171.50/173.50  202.50/204.50
 1100 121.75/123.75  146.75/148.75  172.50/174.50  203.50/205.50
 1200 121.75/123.75  146.50/148.50  172.00/174.00  203.00/205.00
 1300 121.75/123.75  146.50/148.50  172.25/174.25  203.25/205.25
 1400 121.50/123.50  146.00/148.00  171.50/173.50  202.75/204.75
 1500 121.50/123.50  146.25/148.25  172.00/174.00  203.00/205.00
 1600 121.25/123.25  146.00/148.00  171.75/173.75  202.75/204.75
 1715 121.50/123.50  146.25/148.25  172.00/174.00  203.00/205.00
                        (Closing Sep 14)  
 1715 120.50/122.50  144.75/146.75  169.75/171.75  200.25/202.25
----------------------------------------------------------------
 TIME      MAY             JUN            JUL          AUG
----------------------------------------------------------------
 1000 229.00/231.00  253.00/255.00  281.00/283.00  306.50/308.50
 1100 230.00/232.00  254.25/256.25  282.50/284.50  308.50/310.50
 1200 229.25/231.25  253.50/255.50  281.50/283.50  307.50/309.50
 1300 229.50/231.50  253.50/255.50  281.75/283.75  307.50/309.50
 1400 229.25/231.25  253.25/255.25  281.50/283.50  307.00/309.00
 1500 229.25/231.25  253.00/255.00  281.00/283.00  306.50/308.50 
 1600 229.00/231.00  253.00/255.00  281.25/283.25  307.00/309.00 
 1715 229.25/231.25  253.00/255.00  281.25/283.25  307.00/309.00 
                        (Closing Sep 14)  
 1715 226.25/228.25  249.75/251.75  277.75/279.75  303.00/305.00
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.70%    4.70%    4.67%      4.60%     4.57%   4.55%
 1100   4.71%    4.70%    4.68%      4.62%     4.59%   4.57%
 1200   4.74%    4.71%    4.68%      4.62%     4.59%   4.56%
 1300   4.72%    4.73%    4.69%      4.63%     4.59%   4.57%
 1400   4.72%    4.71%    4.68%      4.62%     4.58%   4.55%
 1500   4.73%    4.73%    4.70%      4.63%     4.59%   4.57%
 1600   4.73%    4.73%    4.69%      4.61%     4.58%   4.56%
 1715   4.72%    4.72%    4.69%      4.62%     4.58%   4.56%
                        (Closing Sep 14)  
 1715   4.68%    4.68%    4.66%      4.60%     4.55%   4.53%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.58%    4.57%    4.54%      4.52%     4.49%   4.47%
 1100   4.60%    4.58%    4.55%      4.53%     4.51%   4.49%
 1200   4.59%    4.57%    4.55%      4.52%     4.50%   4.48%
 1300   4.60%    4.58%    4.55%      4.53%     4.51%   4.49%
 1400   4.59%    4.58%    4.55%      4.52%     4.50%   4.48%
 1500   4.60%    4.59%    4.55%      4.53%     4.50%   4.48%
 1600   4.59%    4.58%    4.55%      4.52%     4.50%   4.48%
 1715   4.59%    4.58%    4.54%      4.52%     4.50%   4.48%
                        (Closing Sep 14)  
 1715   4.55%    4.54%    4.51%      4.49%     4.47%   4.45%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 72.5100/72.5200 rupees)
       
  Note: Figures in brackets indicate negative values.
    
    Premiums have been iven in paise and annualised premiums
            are on a rolling monthly basis        . For the    
purpose of calculating the annualised premiums, the mid-figure    
between bid and ask is taken. Similarly we use Spot level    
indicative          bid and ask for calculations.   
    
    These indicative rates          are based on contributions   from Andhra Bank, Bank Of
Baroda,Canara Bank, Syndicate Bank, ICICI Bank, Credit Agricole CIB, Standard Chartered, HDFC
Bank, Indusind Bank, Bank of  India, Union Bank of India, Axis Bank,State Bank Of India, Central
Bank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com    
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