November 28, 2018 / 4:40 AM / 13 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 28

             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
               02.58%           02.58%            02.58%
                              (Nov 27)           
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   24.00/26.00    46.00/48.00    67.75/69.75   90.25/92.25
 1100   23.75/25.75    45.75/47.75    67.50/69.50   90.00/92.00
 1200   23.75/25.75    46.00/48.00    67.75/69.75   90.00/92.00
 1300   23.75/25.75    45.75/47.75    67.50/69.50   90.00/92.00
 1400   23.75/25.75    45.75/47.75    67.50/69.50   90.00/92.00
 1500   24.00/25.50    45.75/47.75    67.50/69.50   89.75/91.75
 1600   24.00/25.50    45.75/47.75    67.50/69.50   89.75/91.75
 1715   23.75/25.75    45.75/47.75    67.50/69.50   89.75/91.75
                      (Closing Nov 27)
 1715   25.00/27.00    47.00/49.00    69.00/71.00   91.50/93.50
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  120.75/122.75 143.50/145.50  164.75/166.75  189.75/191.75
 1100  120.75/122.75 143.50/145.50  164.50/166.50  189.75/191.75
 1200  120.50/122.50 143.25/145.25  164.50/166.50  189.75/191.75
 1300  120.75/122.75 143.50/145.50  164.50/166.50  189.75/191.75
 1400  120.75/122.75 143.50/145.50  164.50/166.50  189.75/191.75
 1500  120.25/122.25 143.00/145.00  164.00/166.00  189.50/191.50
 1600  120.25/122.25 143.00/145.00  164.00/166.00  189.50/191.50
 1715  120.50/122.50 143.25/145.25  164.25/166.25  189.50/191.50
                      (Closing Nov 27)
 1715  122.75/124.75 145.75/147.75  167.00/169.00  192.50/194.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 212.00/214.00  235.00/237.00  258.00/260.00  280.00/282.00 
 1100 212.00/214.00  235.00/237.00  258.00/260.00  280.00/282.00
 1200 212.00/214.00  235.00/237.00  258.00/260.00  280.00/282.00
 1300 212.00/214.00  235.00/237.00  258.00/260.00  280.00/282.00
 1400 212.00/214.00  235.00/237.00  258.00/260.00  280.00/282.00
 1500 212.00/214.00  235.00/237.00  258.00/260.00  280.00/282.00
 1600 212.00/214.00  235.00/237.00  258.00/260.00  280.00/282.00
 1715 212.00/214.00  235.00/237.00  258.00/260.00  280.00/282.00
                      (Closing Nov 27)
 1715 214.50/216.50  237.75/239.75  261.00/263.00   00.25/01.75
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.16%    3.91%    3.94%      3.96%     4.16%   4.10%
 1100   4.13%    3.90%    3.93%      3.95%     4.17%   4.10%
 1200   4.12%    3.92%    3.95%      3.95%     4.16%   4.09%
 1300   4.12%    3.89%    3.93%      3.95%     4.16%   4.10%
 1400   4.12%    3.89%    3.93%      3.95%     4.16%   4.10%
 1500   4.13%    3.90%    3.94%      3.94%     4.15%   4.09%
 1600   4.12%    3.89%    3.93%      3.94%     4.15%   4.09%
 1715   4.13%    3.90%    3.93%      3.94%     4.16%   4.10%
                      (Closing Nov 27)
 1715   4.19%    3.94%    3.97%      3.98%     4.19%   4.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.07%    4.05%    4.03%      4.01%     3.99%   3.98%
 1100   4.07%    4.06%    4.03%      4.01%     3.99%   3.99%
 1200   4.07%    4.05%    4.03%      4.01%     3.99%   3.99%
 1300   4.07%    4.05%    4.03%      4.01%     3.99%   3.98%
 1400   4.07%    4.05%    4.03%      4.01%     3.99%   3.98%
 1500   4.06%    4.05%    4.03%      4.01%     4.00%   3.99%
 1600   4.06%    4.05%    4.03%      4.01%     3.99%   3.99%
 1715   4.07%    4.05%    4.03%      4.01%     4.00%   3.99%
                      (Closing Nov 27)
 1715   4.11%    4.09%    4.06%      4.04%     4.02%   4.02%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.6200/70.6300 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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