December 17, 2018 / 4:43 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 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
               02.54%           02.54%            02.54%
                              (Dec 14)           
1000        02.00/04.75      01.50/03.50       00.50/01.25
               02.54%           02.54%            02.54%
----------------------------------------------------------------
 TIME       DEC           JAN           FEB             MAR
----------------------------------------------------------------
 1000   09.00/11.00    33.25/35.25    54.25/56.25   76.00/78.00
 1100   08.75/10.75    32.75/34.75    53.75/55.75   75.50/77.50
 1200   08.50/10.50    32.25/34.25    53.25/55.25   75.00/77.00
 1300   08.50/10.50    32.25/34.25    53.25/55.25   75.00/77.00
 1400   08.50/10.50    32.00/34.00    52.50/54.50   74.00/76.00
 1500   08.50/10.50    32.25/34.25    52.75/54.75   74.25/76.25
 1600   08.75/10.25    31.75/33.75    52.25/54.25   73.50/75.50
 1715   08.50/09.50    32.00/34.00    52.50/54.50   74.00/76.00
                       (Closing Dec 14)
 1715   10.00/12.00    34.00/36.00    55.25/57.25   77.50/79.50
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  106.50/108.50 128.50/130.50  149.00/151.00  174.00/176.00
 1100  105.75/107.75 127.75/129.75  148.25/150.25  173.00/175.00
 1200  105.75/107.75 127.75/129.75  148.25/150.25  173.25/175.25
 1300  105.75/107.75 127.75/129.75  148.25/150.25  173.25/175.25
 1400  104.50/106.50 126.50/128.50  147.00/149.00  171.50/173.50
 1500  104.75/106.75 126.75/128.75  147.00/149.00  171.50/173.50
 1600  104.00/106.00 126.00/128.00  146.50/148.50  171.50/173.50
 1715  104.00/106.00 126.00/128.00  146.50/148.50  171.00/173.00
                       (Closing Dec 14)
 1715  108.50/110.50 130.75/132.75  151.25/153.25  176.25/178.25
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 196.00/198.00  218.50/220.50  241.25/243.25  262.00/264.00
 1100 195.00/197.00  217.25/219.25  239.75/241.75  260.50/262.50
 1200 195.25/197.25  217.75/219.75  240.25/242.25  261.00/263.00
 1300 195.25/197.25  217.75/219.75  240.25/242.25  261.00/263.00
 1400 193.50/195.50  215.75/217.75  238.25/240.25  259.00/261.00
 1500 193.50/195.50  215.75/217.75  238.00/240.00  258.50/260.50
 1600 193.25/195.25  215.50/217.50  238.00/240.00  258.50/260.50
 1715 193.00/195.00  215.50/217.50  238.00/240.00  258.50/260.50
                        (Closing Dec 14)
 1715 198.50/200.50  221.25/223.25  244.00/246.00  265.00/267.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.07%    3.98%    3.93%      4.10%     4.07%   4.01%
 1100   4.01%    3.93%    3.90%      4.07%     4.05%   3.99%
 1200   3.95%    3.90%    3.88%      4.07%     4.05%   3.99%
 1300   3.95%    3.90%    3.88%      4.07%     4.05%   3.99%
 1400   3.92%    3.85%    3.82%      4.02%     4.01%   3.96%
 1500   3.95%    3.87%    3.84%      4.03%     4.02%   3.96%
 1600   3.90%    3.83%    3.80%      4.00%     4.00%   3.95%
 1715   3.91%    3.86%    3.83%      4.01%     4.00%   3.95%
                       (Closing Dec 14)
 1715   4.08%    3.98%    3.95%      4.11%     4.11%   4.04%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.98%    3.95%    3.93%      3.90%     3.88%   3.87%
 1100   3.96%    3.93%    3.90%      3.88%     3.86%   3.85%
 1200   3.97%    3.94%    3.92%      3.89%     3.87%   3.86%
 1300   3.97%    3.94%    3.92%      3.89%     3.87%   3.86%
 1400   3.93%    3.91%    3.88%      3.86%     3.84%   3.83%
 1500   3.93%    3.91%    3.88%      3.86%     3.84%   3.83%
 1600   3.93%    3.91%    3.88%      3.86%     3.84%   3.83%
 1715   3.92%    3.90%    3.88%      3.86%     3.84%   3.83%
                       (Closing Dec 14)
 1715   4.01%    3.98%    3.95%      3.93%     3.91%   3.89%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 71.5450/71.5550 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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