December 28, 2018 / 4:41 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 28

             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
               02.60%           02.60%            02.60%
                              (Dec 27)           
1000        02.00/04.75      00.50/01.25       01.50/03.50
               02.60%           02.60%            02.60%
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   21.75/23.75    43.25/45.25    65.25/67.25   96.25/98.25
 1100   22.00/23.50    43.00/45.00    64.75/66.75   95.25/97.25
 1200   21.50/23.00    42.75/44.75    64.50/66.50   94.50/96.50
 1300   21.50/23.00    42.75/44.75    64.50/66.50   95.00/97.00
 1400   21.25/23.25    42.50/44.50    64.25/66.25   94.50/96.50
 1500   21.50/23.00    42.75/44.75    64.50/66.50   94.50/96.50
 1600   21.25/23.25    42.50/44.50    64.25/66.25   94.50/96.50
 1715   21.50/23.50    42.75/44.75    64.75/66.75   95.25/97.25
                       (Closing Dec 27)
 1715   23.25/25.25    44.75/46.75    66.75/68.75   97.75/99.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  118.75/120.75  140.00/142.00 165.00/167.00  187.50/189.50
 1100  118.00/120.00  139.00/141.00 164.00/166.00  186.25/188.25
 1200  117.00/119.00  138.00/140.00 163.00/165.00  185.25/187.25
 1300  117.50/119.50  138.50/140.50 163.50/165.50  185.50/187.50
 1400  117.00/119.00  138.00/140.00 163.00/165.00  185.00/187.00
 1500  117.00/119.00  138.00/140.00 163.00/165.00  185.25/187.25
 1600  117.00/119.00  138.00/140.00 163.00/165.00  185.00/187.00
 1715  117.75/119.75  139.00/141.00 164.00/166.00  186.00/188.00
                       (Closing Dec 27)
 1715  120.50/122.50  141.75/143.75 167.00/169.00  189.50/191.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 210.50/212.50  233.50/235.50  254.75/256.75  278.50/280.50
 1100 209.00/211.00  232.00/234.00  253.25/255.25  277.00/279.00
 1200 208.00/210.00  231.00/233.00  252.00/254.00  275.50/277.50
 1300 208.25/210.25  231.00/233.00  252.00/254.00  275.50/277.50
 1400 207.75/209.75  230.50/232.50  251.50/253.50  275.00/277.00
 1500 208.00/210.00  231.00/233.00  252.00/254.00  275.50/277.50
 1600 208.00/210.00  231.00/233.00  252.00/254.00  275.50/277.50
 1715 209.00/211.00  232.00/234.00  253.00/255.00  276.50/278.50
                       (Closing Dec 27)
 1715 212.50/214.50  235.50/237.50  256.50/258.50  280.50/282.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.08%    4.04%    4.06%      4.28%     4.18%   4.15%
 1100   4.08%    4.02%    4.03%      4.25%     4.16%   4.12%
 1200   4.00%    4.00%    4.01%      4.21%     4.13%   4.09%
 1300   4.00%    4.00%    4.02%      4.23%     4.14%   4.11%
 1400   4.00%    3.97%    4.00%      4.21%     4.13%   4.09%
 1500   4.00%    3.99%    4.01%      4.21%     4.12%   4.09%
 1600   3.99%    3.97%    4.00%      4.21%     4.12%   4.09%
 1715   4.04%    4.00%    4.03%      4.25%     4.16%   4.12%
                       (Closing Dec 27)
 1715   4.06%    4.02%    3.99%      4.27%     4.17%   4.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.12%    4.09%    4.06%      4.04%     4.02%   4.01%
 1100   4.10%    4.07%    4.04%      4.02%     4.00%   3.99%
 1200   4.07%    4.04%    4.02%      4.00%     3.99%   3.97%
 1300   4.08%    4.05%    4.02%      4.00%     3.98%   3.97%
 1400   4.07%    4.04%    4.01%      3.99%     3.98%   3.96%
 1500   4.07%    4.04%    4.02%      4.00%     3.98%   3.97%
 1600   4.07%    4.03%    4.02%      4.00%     3.98%   3.97%
 1715   4.10%    4.06%    4.04%      4.02%     4.00%   3.99%
                       (Closing Dec 27)
 1715   4.11%    4.08%    4.06%      4.04%     4.01%   4.00%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 69.9400/69.9500 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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