December 14, 2018 / 4:39 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 14

             Cash Spot        Cash Tom          Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/04.75      01.50/03.50       00.50/01.25
               02.54%           02.54%            02.54%
                              (Dec 13)           
1000        02.00/04.75      00.50/01.25       01.50/03.50
               02.55%           02.55%            02.55%
----------------------------------------------------------------
 TIME       DEC           JAN           FEB             MAR
----------------------------------------------------------------
 1000   10.75/12.25    34.75/36.75    56.00/58.00   77.75/79.75
 1100   10.25/12.25    34.50/36.50    55.75/57.75   78.00/80.00
 1200   10.00/12.00    34.25/36.25    55.50/57.50   77.75/79.75
 1300   10.50/12.00    34.50/36.50    55.75/57.75   77.50/79.50
 1400   10.00/12.00    34.25/36.25    55.50/57.50   77.75/79.75
 1500   10.25/11.75    34.00/36.00    55.75/57.75   77.50/79.50
 1600   10.25/11.75    34.00/36.00    55.75/57.75   77.50/79.50
 1715   10.00/12.00    34.00/36.00    55.25/57.25   77.50/79.50
                       (Closing Dec 13)
 1715   11.00/13.00    35.00/37.00    56.25/58.25   78.25/80.25
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  108.50/110.50 131.00/133.00  151.75/153.75  177.00/179.00
 1100  109.00/111.00 131.50/133.50  152.50/154.50  177.50/179.50
 1200  108.50/110.50 131.00/133.00  151.75/153.75  176.50/178.50
 1300  108.00/110.00 130.50/132.50  151.25/153.25  176.50/178.50
 1400  108.50/110.50 131.00/133.00  151.75/153.75  176.50/178.50
 1500  109.00/111.00 130.50/132.50  151.50/153.50  177.00/179.00
 1600  109.00/111.00 130.50/132.50  151.00/153.00  176.00/178.00
 1715  108.50/110.50 130.75/132.75  151.25/153.25  176.25/178.25
                       (Closing Dec 13)
 1715  109.00/111.00 131.50/133.50  152.25/154.25  177.25/179.25
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 199.50/201.50  222.50/224.50  245.50/247.50  266.50/268.50
 1100 200.00/202.00  222.75/224.75  245.75/247.75  267.00/269.00
 1200 199.00/201.00  221.75/223.75  244.50/246.50  265.50/267.50
 1300 198.75/200.75  221.50/223.50  244.50/246.50  265.50/267.50
 1400 199.00/201.00  221.75/223.75  244.50/246.50  265.50/267.50
 1500 199.00/201.00  222.00/224.00  245.00/247.00  266.00/268.00
 1600 198.00/200.00  221.00/223.00  244.00/246.00  265.00/267.00
 1715 198.50/200.50  221.25/223.25  244.00/246.00  265.00/267.00
                       (Closing Dec 13)
 1715 199.75/201.75  222.50/224.50  245.50/247.50  266.50/268.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.20%    4.05%    3.99%      4.12%     4.12%   4.06%
 1100   4.16%    4.03%    3.99%      4.14%     4.14%   4.08%
 1200   4.12%    4.01%    3.97%      4.12%     4.12%   4.06%
 1300   4.15%    4.03%    3.97%      4.10%     4.10%   4.05%
 1400   4.11%    4.00%    3.97%      4.11%     4.12%   4.06%
 1500   4.08%    4.01%    3.96%      4.12%     4.11%   4.05%
 1600   4.09%    4.01%    3.97%      4.12%     4.12%   4.04%
 1715   4.08%    3.98%    3.95%      4.11%     4.11%   4.04%
                       (Closing Dec 13)
 1715   4.13%    4.01%    3.97%      4.11%     4.13%   4.06%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.03%    4.01%    3.99%      3.96%     3.94%   3.92%
 1100   4.05%    4.02%    3.99%      3.97%     3.95%   3.93%
 1200   4.03%    4.00%    3.97%      3.95%     3.93%   3.91%
 1300   4.02%    3.99%    3.97%      3.94%     3.92%   3.91%
 1400   4.02%    3.99%    3.97%      3.94%     3.92%   3.90%
 1500   4.02%    3.99%    3.97%      3.95%     3.93%   3.91%
 1600   4.01%    3.98%    3.95%      3.94%     3.92%   3.90%
 1715   4.01%    3.98%    3.95%      3.93%     3.91%   3.89%
                       (Closing Dec 13)
 1715   4.03%    4.00%    3.98%      3.95%     3.93%   3.92%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 71.8950/71.9050 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   rom 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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