December 4, 2018 / 4:39 AM / in 9 days

RPT-India fwd/annualised dlr premia-(close)-Dec 4

             Cash Spot        Cash Tom          Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        01.00/02.50      00.50/01.25       00.50/01.25
               02.59%           02.59%            02.59%
                              (Dec 3)           
1000        01.00/02.50      00.50/01.25       00.50/01.25
               02.61%           02.61%            02.61%
----------------------------------------------------------------
 TIME       DEC           JAN           FEB             MAR
----------------------------------------------------------------
 1000   19.50/21.00    42.00/44.00    63.50/65.50   85.75/87.75
 1100   19.25/21.25    42.00/44.00    63.75/65.75   86.00/88.00
 1200   19.50/21.00    42.25/44.25    63.75/65.75   86.00/88.00
 1300   19.25/21.25    42.00/44.00    63.50/65.50   85.75/87.75
 1400   19.25/21.25    42.25/44.25    63.75/65.75   86.00/88.00
 1500   19.25/21.25    42.25/44.25    63.75/65.75   86.00/88.00
 1600   19.25/21.25    42.25/44.25    64.00/66.00   86.25/88.25
 1715   19.25/21.25    42.25/44.25    64.00/66.00   86.25/88.25
                      (Closing Dec 3)
 1715   20.50/22.50    43.75/45.75    65.50/67.50   88.00/90.00
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  116.50/118.50 139.00/141.00  160.25/162.25  185.75/187.75
 1100  116.75/118.75 139.25/141.25  160.50/162.50  185.75/187.75
 1200  116.50/118.50 138.75/140.75  160.00/162.00  185.25/187.25
 1300  116.50/118.50 138.75/140.75  160.00/162.00  185.25/187.25
 1400  116.75/118.75 139.25/141.25  160.50/162.50  185.75/187.75
 1500  116.75/118.75 139.25/141.25  160.75/162.75  186.25/188.25
 1600  117.00/119.00 139.50/141.50  161.00/163.00  186.50/188.50
 1715  117.25/119.25 139.75/141.75  161.25/163.25  186.75/188.75
                      (Closing Dec 3)
 1715  119.00/121.00 141.75/143.75  162.75/164.75  188.25/190.25
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 208.00/210.00  231.00/233.00  254.00/256.00  276.00/278.00
 1100 208.25/210.25  231.25/233.25  254.25/256.25  276.00/278.00
 1200 207.75/209.75  230.75/232.75  253.75/255.75  275.50/277.50
 1300 207.75/209.75  230.75/232.75  253.75/255.75  275.50/277.50
 1400 208.25/210.25  231.25/233.25  254.25/256.25  276.00/278.00
 1500 208.75/210.75  231.75/233.75  254.75/256.75  276.50/278.50
 1600 209.00/211.00  232.00/234.00  255.00/257.00  277.00/279.00
 1715 209.00/211.00  232.00/234.00  255.00/257.00  277.00/279.00
                      (Closing Dec 3)
 1715 211.00/213.00  234.00/236.00  257.00/259.00  279.00/281.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.12%    3.98%    3.98%      4.06%     4.19%   4.12%
 1100   4.11%    3.98%    3.99%      4.07%     4.19%   4.12%
 1200   4.13%    4.00%    4.00%      4.07%     4.19%   4.11%
 1300   4.11%    3.98%    3.98%      4.06%     4.18%   4.11%
 1400   4.12%    4.00%    3.99%      4.07%     4.19%   4.12%
 1500   4.12%    4.00%    3.99%      4.07%     4.19%   4.12%
 1600   4.11%    3.99%    4.00%      4.07%     4.19%   4.12%
 1715   4.12%    4.00%    4.00%      4.08%     4.20%   4.14%
                      (Closing Dec 3)
 1715   4.20%    4.06%    4.05%      4.10%     4.24%   4.17%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.10%    4.08%    4.06%      4.03%     4.02%   4.01%
 1100   4.10%    4.08%    4.06%      4.04%     4.02%   4.01%
 1200   4.09%    4.07%    4.05%      4.03%     4.02%   4.00%
 1300   4.09%    4.07%    4.05%      4.03%     4.01%   4.00%
 1400   4.10%    4.08%    4.06%      4.04%     4.02%   4.01%
 1500   4.10%    4.09%    4.06%      4.04%     4.02%   4.01%
 1600   4.10%    4.08%    4.06%      4.04%     4.02%   4.01%
 1715   4.11%    4.10%    4.07%      4.04%     4.03%   4.02%
                      (Closing Dec 3)
 1715   4.13%    4.12%    4.09%      4.07%     4.05%   4.04%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.4900/70.5000 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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