November 15, 2018 / 4:44 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Nov 15

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        02.00/05.00      00.50/01.25       01.50/03.75
              02.53%           02.53%             02.53%
                              (Nov 14)           
1000        01.00/02.50      00.50/01.25       00.50/01.25
              02.53%           02.53%             02.53%
----------------------------------------------------------------
 TIME        NOV          DEC           JAN           FEB
----------------------------------------------------------------
 1000   08.50/10.00   34.00/36.00    55.50/57.50    77.50/79.50
 1100   08.50/10.50   33.75/35.75    55.25/57.25    77.50/79.50
 1200   08.50/10.00   34.00/36.00    55.25/57.25    77.50/79.50
 1300   08.50/10.50   34.00/36.00    55.25/57.25    77.50/79.50
 1400   08.50/10.00   34.00/36.00    55.25/57.25    77.25/79.25
 1500   08.50/10.50   34.00/36.00    55.25/57.25    77.25/79.25
 1600   08.50/10.50   33.75/35.75    55.00/57.00    77.25/79.25
 1715   08.50/10.50   34.00/36.00    55.25/57.25    77.50/79.50
                       (Closing Nov 14)
 1715   11.25/13.25   36.25/38.25    57.50/59.50    79.75/81.75
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
----------------------------------------------------------------
 1000 100.50/102.50  131.50/133.50  155.00/157.00  176.50/178.50
 1100 100.50/102.50  131.50/133.50  155.00/157.00  176.50/178.50
 1200 100.50/102.50  131.50/133.50  155.25/157.25  177.00/179.00
 1300 100.75/102.75  131.75/133.75  155.50/157.50  177.00/179.00
 1400 100.00/102.00  131.00/133.00  154.50/156.50  176.00/178.00
 1500 100.00/102.00  131.00/133.00  154.50/156.50  176.00/178.00
 1600 100.25/102.25  131.50/133.50  155.00/157.00  176.50/178.50
 1715 100.50/102.50  131.75/133.75  155.25/157.25  176.75/178.75
                       (Closing Nov 14)
 1715 102.50/104.50  133.25/135.25  156.75/158.75  178.25/180.25
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 203.00/205.00  226.50/228.50  250.50/252.50  274.50/276.50
 1100 203.00/205.00  226.50/228.50  250.50/252.50  274.50/276.50
 1200 203.50/205.50  227.00/229.00  251.00/253.00  275.00/277.00
 1300 203.50/205.50  227.00/229.00  251.00/253.00  275.00/277.00
 1400 202.50/204.50  226.00/228.00  250.00/252.00  274.00/276.00
 1500 202.25/204.25  225.75/227.75  249.50/251.50  273.50/275.50
 1600 203.00/205.00  226.50/228.50  250.50/252.50  274.50/276.50
 1715 203.25/205.25  227.00/229.00  251.00/253.00  275.00/277.00
                       (Closing Nov 14)
 1715 204.50/206.50  228.00/230.00  252.00/254.00  276.00/278.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.22%    3.97%    3.93%      3.95%     4.10%   4.10%
 1100   4.21%    3.95%    3.93%      3.95%     4.10%   4.11%
 1200   4.22%    3.96%    3.92%      3.94%     4.10%   4.11%
 1300   4.24%    3.96%    3.93%      3.96%     4.11%   4.12%
 1400   4.23%    3.97%    3.93%      3.94%     4.09%   4.10%
 1500   4.24%    3.97%    3.92%      3.93%     4.09%   4.10%
 1600   4.21%    3.94%    3.91%      3.94%     4.10%   4.11%
 1715   4.25%    3.97%    3.93%      3.95%     4.11%   4.12%
                       (Closing Nov 14)
 1715   4.23%    3.99%    3.91%      3.93%     4.04%   4.08%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.07%    4.06%    4.06%      4.04%     4.03%   4.02%
 1100   4.07%    4.06%    4.06%      4.04%     4.03%   4.02%
 1200   4.08%    4.07%    4.06%      4.05%     4.04%   4.03%
 1300   4.09%    4.08%    4.07%      4.06%     4.04%   4.03%
 1400   4.07%    4.06%    4.06%      4.05%     4.04%   4.03%
 1500   4.07%    4.06%    4.05%      4.04%     4.02%   4.02%
 1600   4.07%    4.07%    4.06%      4.05%     4.03%   4.03%
 1715   4.09%    4.08%    4.07%      4.06%     4.05%   4.04%
                       (Closing Nov 14)
 1715   4.05%    4.04%    4.03%      4.02%     4.01%   4.00%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 71.9800/71.9900 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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