December 27, 2018 / 4:44 AM / 24 days ago

RPT-India fwd/annualised dlr premia-(close)-Dec 27

             Cash Spot        Cash Tom          Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/04.75      00.50/01.25       01.50/03.50
               02.60%           02.60%            02.60%
                              (Dec 26)           
1000        01.50/01.70      00.75/00.85       00.75/00.85
               03.91%           03.91%            03.91%
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   23.25/24.75    44.75/46.75    66.75/68.75   97.75/99.75
 1100   23.25/24.75    44.50/46.50    66.00/68.00   97.25/99.25
 1200   23.50/25.00    44.75/46.75    66.50/68.50   97.50/99.50
 1300   23.25/25.25    44.75/46.75    66.50/68.50   97.75/99.75
 1400   23.50/25.00    44.75/46.75    66.50/68.50   97.50/99.50
 1500   23.25/25.25    44.75/46.75    66.50/68.50   97.75/99.75
 1600   23.00/25.00    44.50/46.50    66.50/68.50   97.50/99.50
 1715   23.25/25.25    44.75/46.75    66.75/68.75   97.75/99.75
                       (Closing Dec 26)
 1715   25.75/27.75    46.75/48.75   68.50/70.50   99.50/101.50
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  120.50/122.50  141.50/143.50 166.75/168.75  189.25/191.25
 1100  119.75/121.75  140.75/142.75 166.00/168.00  188.50/190.50
 1200  120.00/122.00  141.00/143.00 166.25/168.25  188.75/190.75
 1300  120.25/122.25  141.25/143.25 166.50/168.50  189.00/191.00
 1400  120.00/122.00  141.25/143.25 166.50/168.50  189.00/191.00
 1500  120.25/122.25  141.25/143.25 166.50/168.50  189.00/191.00
 1600  120.00/122.00  141.00/143.00 166.00/168.00  188.50/190.50
 1715  120.50/122.50  141.75/143.75 167.00/169.00  189.50/191.50
                       (Closing Dec 26)
 1715  122.00/124.00  143.00/145.00 168.00/170.00  190.50/192.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 212.50/214.50  235.75/237.75  257.00/259.00  281.00/283.00
 1100 211.50/213.50  234.75/236.75  255.75/257.75  279.75/281.75
 1200 211.75/213.75  235.00/237.00  256.00/258.00  280.00/282.00
 1300 212.00/214.00  235.00/237.00  256.00/258.00  280.00/282.00
 1400 212.00/214.00  235.00/237.00  256.25/258.25  280.00/282.00
 1500 212.00/214.00  235.00/237.00  256.00/258.00  280.00/282.00
 1600 211.50/213.50  234.50/236.50  255.50/257.50  279.50/281.50
 1715 212.50/214.50  235.50/237.50  256.50/258.50  280.50/282.50
                       (Closing Dec 26)
 1715 213.50/215.50  236.50/238.50  257.50/259.50  01.75/03.25
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.03%    4.03%    4.00%      4.28%     4.18%   4.14%
 1100   4.02%    4.01%    3.96%      4.25%     4.16%   4.11%
 1200   4.06%    4.03%    3.98%      4.26%     4.16%   4.12%
 1300   4.06%    4.02%    3.98%      4.27%     4.17%   4.12%
 1400   4.06%    4.02%    3.98%      4.26%     4.16%   4.12%
 1500   4.06%    4.03%    3.99%      4.28%     4.17%   4.13%
 1600   4.02%    4.00%    3.98%      4.26%     4.16%   4.12%
 1715   4.06%    4.02%    3.99%      4.27%     4.17%   4.14%
                       (Closing Dec 26)
 1715   4.10%    4.01%    3.98%      4.25%     4.17%   4.12%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.11%    4.09%    4.07%      4.05%     4.03%   4.02%
 1100   4.09%    4.07%    4.04%      4.03%     4.01%   4.00%
 1200   4.10%    4.07%    4.05%      4.03%     4.01%   4.00%
 1300   4.10%    4.07%    4.05%      4.03%     4.00%   3.99%
 1400   4.10%    4.08%    4.05%      4.03%     4.01%   4.00%
 1500   4.10%    4.08%    4.05%      4.03%     4.01%   4.00%
 1600   4.09%    4.06%    4.04%      4.02%     4.00%   3.99%
 1715   4.11%    4.08%    4.06%      4.04%     4.01%   4.00%
                       (Closing Dec 26)
 1715   4.10%    4.07%    4.05%      4.03%     4.01%   3.99%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.3500/70.3600 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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