December 21, 2018 / 4:41 AM / in 2 months

RPT-India fwd/annualised dlr premia-(close)-Dec 21

             Cash Spot        Cash Tom          Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        02.50/06.00      01.50/03.50       01.00/02.50
               02.61%           02.61%            02.61%
                              (Dec 20)           
1000        02.00/04.75      00.50/01.25       01.50/03.50
               02.59%           02.59%            02.59%
----------------------------------------------------------------
 TIME       DEC           JAN           FEB             MAR
----------------------------------------------------------------
 1000   03.00/05.00    26.75/28.75    47.75/49.75   69.25/71.25
 1100   03.25/05.25    27.25/29.25    48.25/50.25   69.75/71.75
 1200   03.00/05.00    27.00/29.00    48.25/50.25   69.75/71.75
 1300   03.00/05.00    27.00/29.00    48.25/50.25   69.75/71.75
 1400   03.00/05.00    27.00/29.00    48.25/50.25   69.75/71.75
 1500   03.00/05.00    27.25/29.25    48.50/50.50   70.25/72.25
 1600   03.00/05.00    27.00/29.00    48.25/50.25   70.00/72.00
 1715   03.00/05.00    27.00/29.00    48.00/50.00   69.50/71.50
                       (Closing Dec 20)
 1715   04.50/06.50    28.25/30.25    49.25/51.25   70.75/72.75
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000   99.75/101.75 122.00/124.00  142.25/144.25  166.75/168.75
 1100  100.50/102.50 122.75/124.75  143.50/145.50  168.25/170.25
 1200  100.50/102.50 123.00/125.00  144.00/146.00  169.00/171.00
 1300  100.50/102.50 123.00/125.00  144.00/146.00  169.00/171.00
 1400  100.50/102.50 123.00/125.00  144.00/146.00  169.00/171.00
 1500  101.25/103.25 123.75/125.75  144.75/146.75  169.75/171.75
 1600  101.00/103.00 123.75/125.75  144.75/146.75  169.75/171.75
 1715  100.50/102.50 123.00/125.00  143.75/145.75  168.75/170.75
                       (Closing Dec 20)
 1715  101.25/103.25 123.50/125.50  144.00/146.00  168.75/170.75
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 188.50/190.50  211.00/213.00  233.50/235.50  254.00/256.00
 1100 190.25/192.25  212.75/214.75  235.50/237.50  256.50/258.50
 1200 191.00/193.00  213.50/215.50  236.25/238.25  257.00/259.00
 1300 191.00/193.00  213.50/215.50  236.25/238.25  257.00/259.00
 1400 191.00/193.00  213.50/215.50  236.25/238.25  257.00/259.00
 1500 191.75/193.75  214.50/216.50  237.50/239.50  258.50/260.50
 1600 191.75/193.75  214.50/216.50  237.25/239.25  258.00/260.00
 1715 190.75/192.75  213.50/215.50  236.25/238.25  257.00/259.00
                       (Closing Dec 20)
 1715 190.50/192.50  213.00/215.00  235.50/237.50  256.00/258.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.03%    3.98%    3.95%      4.19%     4.13%   4.07%
 1100   4.10%    4.02%    3.97%      4.21%     4.15%   4.10%
 1200   4.06%    4.01%    3.97%      4.21%     4.15%   4.11%
 1300   4.05%    4.01%    3.97%      4.21%     4.15%   4.11%
 1400   4.05%    4.01%    3.96%      4.20%     4.14%   4.10%
 1500   4.08%    4.02%    3.98%      4.22%     4.16%   4.12%
 1600   4.05%    4.01%    3.97%      4.22%     4.17%   4.12%
 1715   4.05%    3.99%    3.95%      4.20%     4.14%   4.10%
                       (Closing Dec 20)
 1715   4.03%    3.99%    3.96%      4.18%     4.14%   4.09%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.04%    4.01%    3.99%      3.97%     3.94%   3.94%
 1100   4.07%    4.04%    4.02%      4.00%     3.98%   3.97%
 1200   4.09%    4.06%    4.03%      4.00%     3.98%   3.97%
 1300   4.09%    4.05%    4.02%      4.00%     3.98%   3.97%
 1400   4.08%    4.05%    4.02%      4.00%     3.97%   3.97%
 1500   4.09%    4.06%    4.03%      4.01%     3.99%   3.98%
 1600   4.10%    4.06%    4.04%      4.01%     3.99%   3.98%
 1715   4.07%    4.04%    4.02%      4.00%     3.97%   3.97%
                       (Closing Dec 20)
 1715   4.06%    4.03%    4.01%      3.99%     3.96%   3.95%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.1450/70.1550 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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