November 13, 2018 / 4:40 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Nov 13

             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
              02.51%           02.51%             02.51%
                              (Nov 12)           
1000            N/A             N/A            00.50/01.25
                N/A             N/A               02.51%
----------------------------------------------------------------
 TIME        NOV          DEC           JAN           FEB
----------------------------------------------------------------
 1000   12.00/14.00   37.25/39.25    60.00/62.00    82.25/84.25
 1100   12.00/14.00   37.50/39.50    59.75/61.75    82.00/84.00
 1200   12.00/14.00   37.50/39.50    59.75/61.75    82.00/84.00
 1300   12.00/13.50   37.50/39.50    60.25/62.25    82.25/84.25
 1400   12.00/14.00   37.50/39.50    59.50/61.50    82.00/84.00
 1500   12.00/13.50   37.50/39.50    60.00/62.00    82.00/84.00
 1600   12.00/13.50   37.25/39.25    59.25/61.25    81.25/83.25
 1715   12.00/14.00   37.75/39.75    59.50/61.50    81.75/83.75
                       (Closing Nov 12)
 1715   12.75/14.75   38.50/40.50    61.25/63.25    83.75/85.75
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
----------------------------------------------------------------
 1000 105.25/107.25  135.75/137.75  159.75/161.75  181.75/183.75
 1100 105.00/107.00  135.25/137.25  159.25/161.25  181.25/183.25
 1200 105.25/107.25  135.50/137.50  159.50/161.50  181.50/183.50
 1300 105.00/107.00  135.50/137.50  159.50/161.50  181.50/183.50
 1400 105.25/107.25  135.75/137.75  159.75/161.75  181.75/183.75
 1500 104.75/106.75  135.50/137.50  159.50/161.50  181.50/183.50
 1600 104.00/106.00  134.50/136.50  158.50/160.50  180.50/182.50
 1715 104.75/106.75  135.00/137.00  159.00/161.00  181.00/183.00
                       (Closing Nov 12)
 1715 107.00/109.00  137.75/139.75  162.00/164.00  184.50/186.50
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 208.25/210.25  232.00/234.00  256.50/258.50  281.00/283.00
 1100 207.50/209.50  231.25/233.25  255.50/257.50  280.00/282.00
 1200 207.75/209.75  231.50/233.50  256.00/258.00  280.50/282.50
 1300 208.00/210.00  232.00/234.00  256.50/258.50  281.00/283.00
 1400 208.25/210.25  232.00/234.00  256.50/258.50  281.00/283.00
 1500 208.00/210.00  232.00/234.00  256.50/258.50  281.00/283.00
 1600 207.00/209.00  231.00/233.00  255.50/257.50  280.00/282.00
 1715 207.50/209.50  231.25/233.25  255.50/257.50  280.00/282.00
                       (Closing Nov 12)
 1715 211.25/213.25  235.25/237.25  259.75/261.75  284.50/286.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.22%    4.06%    3.99%      3.99%     4.08%   4.12%
 1100   4.24%    4.06%    3.97%      3.98%     4.07%   4.11%
 1200   4.24%    4.06%    3.97%      3.98%     4.07%   4.11%
 1300   4.22%    4.08%    3.99%      3.98%     4.07%   4.11%
 1400   4.24%    4.05%    3.96%      3.98%     4.08%   4.12%
 1500   4.22%    4.07%    3.98%      3.97%     4.06%   4.11%
 1600   4.20%    4.03%    3.93%      3.94%     4.03%   4.08%
 1715   4.26%    4.06%    3.95%      3.96%     4.05%   4.10%
                       (Closing Nov 12)
 1715   4.24%    4.09%    4.00%      4.00%     4.10%   4.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.09%    4.08%    4.07%      4.06%     4.06%   4.05%
 1100   4.08%    4.07%    4.06%      4.05%     4.04%   4.04%
 1200   4.08%    4.07%    4.06%      4.05%     4.05%   4.04%
 1300   4.08%    4.07%    4.07%      4.06%     4.05%   4.05%
 1400   4.09%    4.08%    4.07%      4.06%     4.05%   4.05%
 1500   4.08%    4.07%    4.07%      4.06%     4.05%   4.05%
 1600   4.06%    4.05%    4.05%      4.04%     4.04%   4.04%
 1715   4.07%    4.06%    4.05%      4.04%     4.04%   4.03%
                       (Closing Nov 12)
 1715   4.12%    4.11%    4.10%      4.09%     4.08%   4.07%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 72.6650/72.6750 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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