December 5, 2018 / 4:41 AM / 12 days ago

RPT-India fwd/annualised dlr premia-(close)-Dec 5

             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
               02.58%           02.58%            02.58%
                              (Dec 4)           
1000        01.00/02.50      00.50/01.25       00.50/01.25
               02.59%           02.59%            02.59%
----------------------------------------------------------------
 TIME       DEC           JAN           FEB             MAR
----------------------------------------------------------------
 1000   18.25/20.25    41.00/43.00    62.75/64.75   85.00/87.00
 1100   18.50/20.00    41.25/43.25    62.75/64.75   85.00/87.00
 1200   18.25/20.25    41.00/43.00    62.75/64.75   85.00/87.00
 1300   18.25/19.75    41.00/43.00    62.50/64.50   84.75/86.75
 1400   18.25/19.75    41.00/43.00    62.50/64.50   84.75/86.75
 1500   17.50/19.00    39.75/41.75    61.00/63.00   83.00/85.00
 1600   18.00/19.50    40.75/42.75    62.00/64.00   84.00/86.00
 1715   17.75/19.75    40.50/42.50    61.75/63.75   83.75/85.75
                      (Closing Dec 4)
 1715   19.25/21.25    42.25/44.25    64.00/66.00   86.25/88.25
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  115.75/117.75 138.25/140.25  159.75/161.75  185.25/187.25
 1100  115.50/117.50 138.00/140.00  159.50/161.50  185.00/187.00
 1200  115.75/117.75 138.00/140.00  159.25/161.25  184.75/186.75
 1300  115.00/117.00 137.50/139.50  159.00/161.00  184.50/186.50
 1400  115.25/117.25 137.75/139.75  159.25/161.25  184.75/186.75
 1500  113.00/115.00 135.00/137.00  156.00/158.00  181.00/183.00
 1600  114.00/116.00 136.25/138.25  157.50/159.50  182.50/184.50
 1715  113.75/115.75 135.75/137.75  156.75/158.75  181.75/183.75
                      (Closing Dec 4)
 1715  117.25/119.25 139.75/141.75  161.25/163.25  186.75/188.75
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 207.50/209.50  230.50/232.50  253.50/255.50  275.50/277.50
 1100 207.00/209.00  229.75/231.75  252.75/254.75  274.50/276.50
 1200 207.00/209.00  230.00/232.00  252.75/254.75  274.50/276.50
 1300 206.50/208.50  229.25/231.25  252.25/254.25  274.00/276.00
 1400 207.00/209.00  229.75/231.75  252.75/254.75  274.50/276.50
 1500 203.00/205.00  225.50/227.50  248.00/250.00  269.00/271.00
 1600 204.50/206.50  227.00/229.00  249.50/251.50  271.00/273.00
 1715 203.75/205.75  226.25/228.25  248.75/250.75  270.00/272.00
                      (Closing Dec 4)
 1715 209.00/211.00  232.00/234.00  255.00/257.00  277.00/279.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.06%    3.95%    3.97%      4.05%     4.17%   4.10%
 1100   4.08%    3.97%    3.97%      4.05%     4.16%   4.10%
 1200   4.07%    3.96%    3.98%      4.06%     4.17%   4.10%
 1300   4.04%    3.96%    3.96%      4.04%     4.15%   4.09%
 1400   4.04%    3.95%    3.96%      4.04%     4.16%   4.10%
 1500   3.90%    3.85%    3.88%      3.97%     4.08%   4.02%
 1600   3.99%    3.92%    3.92%      4.00%     4.11%   4.05%
 1715   3.99%    3.91%    3.92%      4.00%     4.11%   4.04%
                      (Closing Dec 4)
 1715   4.12%    4.00%    4.00%      4.08%     4.20%   4.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.09%    4.07%    4.04%      4.02%     4.01%   3.99%
 1100   4.08%    4.07%    4.03%      4.01%     4.00%   3.98%
 1200   4.08%    4.07%    4.04%      4.02%     4.00%   3.99%
 1300   4.08%    4.06%    4.03%      4.01%     3.99%   3.98%
 1400   4.08%    4.07%    4.04%      4.02%     4.00%   3.99%
 1500   4.00%    3.99%    3.97%      3.95%     3.93%   3.92%
 1600   4.03%    4.01%    3.98%      3.96%     3.95%   3.93%
 1715   4.02%    4.00%    3.98%      3.96%     3.94%   3.93%
                      (Closing Dec 4)
 1715   4.11%    4.10%    4.07%      4.04%     4.03%   4.02%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.4600/70.4700 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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