November 19, 2018 / 4:49 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Nov 19

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        04.00/08.25      00.50/01.25       03.50/07.00
               02.90%           02.54%            02.96%
                              (Nov 16)           
1000        02.00/05.00      01.50/03.75       00.50/01.25
               02.54%           02.54%            02.54%
----------------------------------------------------------------
 TIME        NOV          DEC           JAN           FEB
----------------------------------------------------------------
 1000   02.75/04.25   28.75/30.75    50.25/52.25    72.50/74.50
 1100   02.75/04.25   28.50/30.50    50.00/52.00    72.50/74.50
 1200   02.75/04.25   28.50/30.50    50.00/52.00    72.25/74.25
 1300   02.75/04.25   28.75/30.75    50.25/52.25    72.50/74.50
 1400   02.75/04.25   28.50/30.50    50.00/52.00    72.25/74.25
 1500   02.75/04.25   28.50/30.50    50.25/52.25    72.50/74.50
 1600   02.75/04.25   28.50/30.50    50.50/52.50    72.75/74.75
 1715   02.75/04.25   28.75/30.75    50.75/52.75    73.00/75.00
                       (Closing Nov 16)
 1715   07.75/09.25   33.50/35.50    55.00/57.00    77.50/79.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
----------------------------------------------------------------
 1000  95.50/98.50   127.00/129.00  150.75/152.75  172.50/174.50
 1100  95.75/97.75   127.25/129.25  151.25/153.25  173.00/175.00
 1200  95.25/97.25   126.50/128.50  150.25/152.25  172.00/174.00
 1300  95.50/97.50   127.00/129.00  150.75/152.75  172.50/174.50
 1400  95.25/97.25   126.75/128.75  150.50/152.50  172.00/174.00
 1500  95.50/97.50   127.00/129.00  150.75/152.75  172.50/174.50
 1600  95.75/97.75   126.75/128.75  150.50/152.50  172.25/174.25
 1715  96.00/98.00   127.50/129.50  151.25/153.25  173.00/175.00
                       (Closing Nov 16)
 1715 100.75/102.75  132.00/134.00  155.75/157.75  177.50/179.50
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 199.50/201.50  223.00/225.00  247.25/249.25  271.50/273.50
 1100 199.50/201.50  223.00/225.00  247.25/249.25  271.50/273.50
 1200 198.75/200.75  222.25/224.25  246.25/248.25  270.50/272.50
 1300 199.25/201.25  222.75/224.75  246.75/248.75  271.00/273.00
 1400 198.50/200.50  222.00/224.00  246.25/248.25  270.50/272.50
 1500 199.25/201.25  223.00/225.00  247.00/249.00  271.00/273.00
 1600 199.25/201.25  222.50/224.50  246.50/248.50  270.50/272.50
 1715 199.50/201.50  222.75/224.75  246.75/248.75  271.00/273.00
                       (Closing Nov 16)
 1715 204.00/206.00  227.50/229.50  251.50/253.50  275.50/277.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.31%    3.96%    3.96%      3.98%     4.17%   4.14%
 1100   4.28%    3.94%    3.96%      3.99%     4.17%   4.15%
 1200   4.28%    3.94%    3.96%      3.97%     4.16%   4.13%
 1300   4.32%    3.97%    3.97%      3.99%     4.18%   4.15%
 1400   4.29%    3.95%    3.96%      3.98%     4.17%   4.15%
 1500   4.30%    3.97%    3.98%      3.99%     4.18%   4.16%
 1600   4.30%    4.00%    4.00%      4.01%     4.18%   4.16%
 1715   4.33%    4.01%    4.01%      4.02%     4.20%   4.17%
                      (Closing Nov 16)
 1715   4.28%    4.01%    3.98%      4.00%     4.15%   4.16%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.11%    4.12%    4.10%      4.09%     4.08%   4.07%
 1100   4.12%    4.12%    4.10%      4.09%     4.08%   4.07%
 1200   4.11%    4.11%    4.09%      4.08%     4.07%   4.06%
 1300   4.12%    4.12%    4.11%      4.09%     4.08%   4.07%
 1400   4.11%    4.11%    4.10%      4.09%     4.07%   4.07%
 1500   4.13%    4.13%    4.12%      4.10%     4.09%   4.08%
 1600   4.13%    4.13%    4.12%      4.10%     4.08%   4.07%
 1715   4.14%    4.14%    4.12%      4.10%     4.09%   4.08%
                       (Closing Nov 16)
 1715   4.12%    4.11%    4.10%      4.09%     4.07%   4.06%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 71.6400/71.6500 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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