November 22, 2018 / 4:39 AM / 21 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 22

             Cash Spot        Cash Tom          Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000            N/A              N/A          00.50/01.25
                N/A              N/A             02.56%
                              (Nov 20)           
1000        03.00/07.50      03.00/07.50          N/A
               02.56%           02.56%            N/A
----------------------------------------------------------------
 TIME        NOV          DEC           JAN           FEB
----------------------------------------------------------------
 1000   02.00/03.50   27.75/29.75    50.00/52.00    72.00/74.00
 1100   02.00/03.50   27.75/29.75    49.75/51.75    71.75/73.75
 1200   02.00/03.50   27.75/29.75    49.75/51.75    71.75/73.75
 1300   02.00/03.00   27.75/29.75    49.75/51.75    72.00/74.00
 1400   02.00/03.50   27.75/29.75    49.75/51.75    71.75/73.75
 1500   02.00/03.50   27.75/29.75    49.75/51.75    71.75/73.75
 1600   02.00/03.50   27.75/29.75    49.50/51.50    71.50/73.50
 1715   02.00/03.50   27.75/29.75    49.75/51.75    71.75/73.75
                      (Closing Nov 20)
 1715   02.75/04.25   28.50/30.50    50.50/52.50    72.50/74.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
----------------------------------------------------------------
 1000  94.50/96.50   125.25/127.25  148.25/150.25  169.25/171.25
 1100  94.50/96.50   125.25/127.25  148.25/150.25  169.25/171.25
 1200  94.50/96.50   125.25/127.25  148.25/150.25  169.25/171.25
 1300  94.00/96.00   125.00/127.00  148.25/150.25  169.25/171.25
 1400  94.50/96.50   125.25/127.25  148.25/150.25  169.25/171.25
 1500  94.50/96.50   125.25/127.25  148.25/150.25  169.25/171.25
 1600  94.00/96.00   124.75/126.75  147.75/149.75  168.75/170.75
 1715  94.25/96.25   125.00/127.00  148.00/150.00  169.00/171.00
                      (Closing Nov 20)
 1715  95.25/97.25   126.50/128.50  149.75/151.75  171.00/173.00
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 195.00/197.00  218.00/220.00  241.50/243.50  265.00/267.00
 1100 194.75/196.75  217.75/219.75  241.50/243.50  265.00/267.00
 1200 194.75/196.75  218.00/220.00  241.75/243.75  265.50/267.50
 1300 195.25/197.25  218.50/220.50  242.25/244.25  266.00/268.00
 1400 194.75/196.75  217.75/219.75  241.25/243.25  265.00/267.00
 1500 194.50/196.50  217.50/219.50  241.00/243.00  264.50/266.50
 1600 194.00/196.00  217.00/219.00  240.50/242.50  264.00/266.00
 1715 194.50/196.50  217.50/219.50  241.00/243.00  264.50/266.50
                      (Closing Nov 20)
 1715 197.25/199.25  220.50/222.50  244.50/246.50  268.50/270.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.34%    4.04%    4.03%      4.02%     4.20%   4.14%
 1100   4.34%    4.02%    4.01%      4.01%     4.20%   4.14%
 1200   4.34%    4.02%    4.01%      4.01%     4.20%   4.14%
 1300   4.34%    4.02%    4.03%      4.00%     4.19%   4.14%
 1400   4.35%    4.03%    4.02%      4.02%     4.21%   4.15%
 1500   4.35%    4.03%    4.02%      4.02%     4.20%   4.15%
 1600   4.36%    4.02%    4.01%      4.01%     4.20%   4.14%
 1715   4.37%    4.05%    4.04%      4.03%     4.22%   4.16%
                      (Closing Nov 20)
 1715   4.31%    4.00%    3.99%      4.00%     4.18%   4.15%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.10%    4.09%    4.07%      4.05%     4.04%   4.03%
 1100   4.10%    4.08%    4.07%      4.05%     4.04%   4.03%
 1200   4.10%    4.08%    4.07%      4.06%     4.04%   4.04%
 1300   4.10%    4.09%    4.08%      4.07%     4.05%   4.05%
 1400   4.11%    4.09%    4.07%      4.05%     4.04%   4.04%
 1500   4.10%    4.08%    4.07%      4.05%     4.03%   4.03%
 1600   4.10%    4.08%    4.07%      4.05%     4.04%   4.03%
 1715   4.12%    4.11%    4.09%      4.07%     4.06%   4.05%
                      (Closing Nov 20)
 1715   4.11%    4.10%    4.09%      4.07%     4.06%   4.05%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.6700/70.6800 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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