December 6, 2018 / 4:39 AM / in 2 months

RPT-India fwd/annualised dlr premia-(close)-Dec 6

             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
               02.57%           02.57%            02.57%
                              (Dec 5)           
1000        01.00/02.50      00.50/01.25       00.50/01.25
               02.58%           02.58%            02.58%
----------------------------------------------------------------
 TIME       DEC           JAN           FEB             MAR
----------------------------------------------------------------
 1000   15.50/17.50    38.25/40.25    59.50/61.50   81.50/83.50
 1100   15.50/17.00    38.25/40.25    59.50/61.50   81.25/83.25
 1200   15.50/17.00    38.50/40.50    59.75/61.75   81.75/83.75
 1300   15.50/17.00    38.50/40.50    59.75/61.75   81.75/83.75
 1400   15.50/17.00    38.50/40.50    59.75/61.75   81.75/83.75
 1500   15.50/17.50    38.50/40.50    60.00/62.00   82.00/84.00
 1600   15.50/17.00    38.25/40.25    59.50/61.50   81.50/83.50
 1715   15.50/17.50    38.50/40.50    59.75/61.75   81.75/83.75
                      (Closing Dec 5)
 1715   17.75/19.75    40.50/42.50    61.75/63.75   83.75/85.75
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  111.50/113.50 133.75/135.75  154.50/156.50  179.50/181.50
 1100  111.25/113.25 133.25/135.25  154.00/156.00  179.00/181.00
 1200  112.00/114.00 134.25/136.25  155.00/157.00  180.00/182.00
 1300  111.75/113.75 134.00/136.00  154.75/156.75  179.75/181.75
 1400  112.00/114.00 134.50/136.50  155.50/157.50  180.50/182.50
 1500  112.50/114.50 134.75/136.75  155.75/157.75  180.75/182.75
 1600  111.50/113.50 133.75/135.75  154.50/156.50  179.50/181.50
 1715  112.25/114.25 134.25/136.25  155.00/157.00  180.00/182.00
                      (Closing Dec 5)
 1715  113.75/115.75 135.75/137.75  156.75/158.75  181.75/183.75
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 201.50/203.50  223.75/225.75  246.00/248.00  267.00/269.00
 1100 200.75/202.75  223.00/225.00  245.50/247.50  266.50/268.50
 1200 201.75/203.75  224.00/226.00  246.50/248.50  267.50/269.50
 1300 201.75/203.75  224.00/226.00  246.50/248.50  267.50/269.50
 1400 202.25/204.25  224.50/226.50  247.00/249.00  268.00/270.00
 1500 202.75/204.75  225.00/227.00  247.50/249.50  268.50/270.50
 1600 201.25/203.25  223.50/225.50  246.00/248.00  267.00/269.00
 1715 201.75/203.75  224.00/226.00  246.50/248.50  267.50/269.50
                      (ClosingDec 5)
 1715 203.75/205.75  226.25/228.25  248.75/250.75  270.00/272.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.95%    3.89%    3.89%      3.98%     4.08%   4.02%
 1100   3.93%    3.88%    3.88%      3.97%     4.06%   4.00%
 1200   3.93%    3.90%    3.90%      3.99%     4.08%   4.02%
 1300   3.94%    3.91%    3.91%      4.00%     4.09%   4.03%
 1400   3.94%    3.91%    3.90%      4.00%     4.10%   4.04%
 1500   3.97%    3.91%    3.92%      4.01%     4.11%   4.05%
 1600   3.93%    3.89%    3.90%      3.99%     4.08%   4.02%
 1715   3.97%    3.91%    3.91%      4.01%     4.10%   4.04%
                      (Closing Dec 5)
 1715   3.99%    3.91%    3.92%      4.00%     4.11%   4.04%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.99%    3.97%    3.95%      3.92%     3.90%   3.89%
 1100   3.98%    3.96%    3.93%      3.91%     3.89%   3.88%
 1200   4.00%    3.97%    3.94%      3.92%     3.90%   3.89%
 1300   4.00%    3.98%    3.96%      3.93%     3.91%   3.90%
 1400   4.02%    3.99%    3.96%      3.94%     3.92%   3.90%
 1500   4.02%    4.00%    3.97%      3.94%     3.92%   3.91%
 1600   4.00%    3.98%    3.95%      3.93%     3.91%   3.89%
 1715   4.01%    3.98%    3.96%      3.93%     3.91%   3.90%
                      (Closing Dec 5)
 1715   4.02%    4.00%    3.98%      3.96%     3.94%   3.93%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.9000/70.9100 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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