December 31, 2018 / 4:40 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 31

             Cash Spot        Cash Tom          Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        01.00/02.50      01.00/02.50           N/A    
               02.61%           02.61%             N/A   
                              (Dec 28)           
1000        02.50/06.00      01.50/03.50       01.00/02.50
               02.60%           02.60%            02.60%
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   21.00/23.00    42.75/44.75    64.50/66.50   94.50/96.50
 1100   21.00/23.00    42.25/44.25    64.00/66.00   93.50/95.50
 1200   21.00/23.00    42.00/44.00    63.50/65.50   93.00/95.00
 1300   21.00/23.00    42.50/44.50    64.00/66.00   93.00/95.00 
 1400   21.00/23.00    42.00/44.00    63.50/65.50   93.00/95.00
 1500   21.00/23.00    42.00/44.00    63.50/65.50   93.00/95.00 
 1600   21.00/23.00    42.00/44.00    63.50/65.50   93.00/95.00
 1715   21.00/23.00    42.00/44.00    63.50/65.50   93.00/95.00
                       (Closing Dec 28)
 1715   21.50/23.50    42.75/44.75    64.75/66.75   95.25/97.25
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  117.25/119.25  138.50/140.50 163.75/165.75  186.00/188.00
 1100  116.00/118.00  137.00/139.00 162.00/164.00  184.00/186.00
 1200  115.50/117.50  136.50/138.50 161.50/163.50  183.50/185.50
 1300  115.50/117.50  136.50/138.50 161.50/163.50  183.50/185.50
 1400  115.50/117.50  136.50/138.50 161.50/163.50  183.50/185.50
 1500  115.50/117.50  136.50/138.50 161.50/163.50  183.50/185.50
 1600  115.50/117.50  136.50/138.50 161.50/163.50  183.50/185.50
 1715  115.50/117.50  136.50/138.50 161.50/163.50  183.50/185.50
                       (Closing Dec 28)
 1715  117.75/119.75  139.00/141.00 164.00/166.00  186.00/188.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 209.00/211.00  232.00/234.00  253.00/255.00  276.50/278.50
 1100 206.75/208.75  229.50/231.50  250.50/252.50  274.00/276.00
 1200 206.00/208.00  228.50/230.50  249.50/251.50  273.00/275.00
 1300 206.25/208.25  229.00/231.00  250.00/252.00  273.50/275.50
 1400 206.25/208.25  229.00/231.00  250.00/252.00  273.50/275.50
 1500 206.25/208.25  229.00/231.00  250.00/252.00  273.50/275.50
 1600 206.00/208.00  228.50/230.50  249.50/251.50  273.00/275.00
 1715 206.25/208.25  229.00/231.00  250.00/252.00  273.50/275.50
                       (Closing Dec 28)
 1715 209.00/211.00  232.00/234.00  253.00/255.00  276.50/278.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.97%    4.00%    4.02%      4.22%     4.14%   4.11%
 1100   3.96%    3.96%    3.99%      4.18%     4.10%   4.07%
 1200   3.96%    3.94%    3.96%      4.16%     4.08%   4.06%
 1300   3.97%    3.98%    3.99%      4.16%     4.08%   4.06%
 1400   3.96%    3.94%    3.96%      4.16%     4.09%   4.06%
 1500   3.96%    3.94%    3.96%      4.16%     4.09%   4.06%
 1600   3.96%    3.94%    3.96%      4.16%     4.08%   4.06%
 1715   3.96%    3.94%    3.96%      4.16%     4.09%   4.06%
                       (Closing Dec 28)
 1715   4.04%    4.00%    4.03%      4.25%     4.16%   4.12%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.10%    4.07%    4.05%      4.03%     4.01%   3.99%
 1100   4.05%    4.02%    4.00%      3.98%     3.97%   3.96%
 1200   4.04%    4.01%    3.99%      3.97%     3.95%   3.94%
 1300   4.04%    4.01%    4.00%      3.98%     3.96%   3.95%
 1400   4.05%    4.02%    4.00%      3.98%     3.96%   3.95%
 1500   4.05%    4.02%    4.00%      3.98%     3.97%   3.95%
 1600   4.04%    4.01%    3.99%      3.97%     3.95%   3.94%
 1715   4.05%    4.02%    4.00%      3.98%     3.97%   3.95%
                       (Closing Dec 28)
 1715   4.10%    4.06%    4.04%      4.02%     4.00%   3.99%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 69.7700/69.7800 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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