December 26, 2018 / 4:42 AM / 24 days ago

RPT-India fwd/annualised dlr premia-(close)-Dec 26

             Cash Spot        Cash Tom          Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        01.50/01.70      00.75/00.85       00.75/00.85
               03.91%           03.91%            03.91%
                              (Dec 24)           
1000        01.50/03.75      01.00/02.50       00.50/01.25
               02.60%           02.60%            02.60%
----------------------------------------------------------------
 TIME       DEC           JAN           FEB             MAR
----------------------------------------------------------------
 1000   01.75/03.25    25.75/27.75    46.75/48.75   68.00/70.00
 1100   01.75/03.25    25.75/27.75    46.75/48.75   68.00/70.00
 1200   01.75/03.25    25.75/27.75    46.75/48.75   68.00/70.00
 1300   01.75/03.25    25.75/27.75    46.75/48.75   68.00/70.00
 1400   01.75/03.25    25.75/27.75    46.75/48.75   68.00/70.00
 1500   01.75/03.25    25.75/27.75    46.75/48.75   68.50/70.50
 1600   01.75/03.25    25.75/27.75    46.75/48.75   68.50/70.50
 1715   01.75/03.25    25.75/27.75    46.75/48.75   68.50/70.50
                       (Closing Dec 24)
 1715   02.25/04.25    26.25/28.25    47.50/49.50   69.25/71.25
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000   99.00/101.00 121.50/123.50  142.50/144.50  167.25/169.25
 1100   99.00/101.00 121.50/123.50  142.50/144.50  167.25/169.25
 1200   99.00/101.00 121.50/123.50  142.50/144.50  167.25/169.25
 1300   99.00/101.00 121.50/123.50  142.50/144.50  167.25/169.25
 1400   99.00/101.00 121.50/123.50  142.50/144.50  167.25/169.25
 1500   99.50/101.50 122.00/124.00  143.00/145.00  168.00/170.00
 1600   99.50/101.50 122.00/124.00  143.00/145.00  168.00/170.00
 1715   99.50/101.50 122.00/124.00  143.00/145.00  168.00/170.00
                       (Closing Dec 24)
 1715  100.50/102.50 123.00/125.00  144.00/146.00  169.00/171.00
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 189.50/191.50  212.00/214.00  234.50/236.50  255.00/257.00
 1100 189.50/191.50  212.25/214.25  235.00/237.00  256.00/258.00
 1200 189.50/191.50  212.25/214.25  235.00/237.00  256.00/258.00
 1300 189.50/191.50  212.25/214.25  235.00/237.00  256.00/258.00
 1400 189.50/191.50  212.50/214.50  235.50/237.50  256.50/258.50
 1500 190.50/192.50  213.50/215.50  236.50/238.50  257.50/259.50
 1600 190.50/192.50  213.50/215.50  236.50/238.50  257.50/259.50
 1715 190.50/192.50  213.50/215.50  236.50/238.50  257.50/259.50
                       (Closing Dec 24)
 1715 191.00/193.00  214.00/216.00  237.00/239.00  258.00/260.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.11%    4.02%    3.96%      4.24%     4.16%   4.11%
 1100   4.10%    4.01%    3.95%      4.23%     4.15%   4.11%
 1200   4.10%    4.02%    3.95%      4.23%     4.15%   4.11%
 1300   4.11%    4.02%    3.96%      4.23%     4.16%   4.11%
 1400   4.11%    4.02%    3.96%      4.23%     4.16%   4.11%
 1500   4.10%    4.01%    3.98%      4.25%     4.17%   4.12%
 1600   4.10%    4.01%    3.98%      4.25%     4.17%   4.12%
 1715   4.10%    4.01%    3.98%      4.25%     4.17%   4.12%
                       (Closing Dec 24)
 1715   4.05%    4.01%    3.98%      4.25%     4.17%   4.12%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.08%    4.06%    4.03%      4.00%     3.98%   3.96%
 1100   4.08%    4.05%    4.03%      4.01%     3.99%   3.97%
 1200   4.08%    4.06%    4.03%      4.01%     3.99%   3.97%
 1300   4.08%    4.06%    4.03%      4.01%     3.99%   3.98%
 1400   4.08%    4.06%    4.03%      4.02%     4.00%   3.98%
 1500   4.10%    4.07%    4.05%      4.03%     4.01%   3.99%
 1600   4.09%    4.07%    4.05%      4.03%     4.01%   3.99%
 1715   4.10%    4.07%    4.05%      4.03%     4.01%   3.99%
                       (Closing Dec 24)
 1715   4.10%    4.06%    4.04%      4.02%     4.00%   3.99%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.0700/70.0800 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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