November 29, 2018 / 4:42 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Nov 29

             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
               02.61%           02.61%            02.61%
                              (Nov 28)           
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   21.00/22.50    42.75/44.75    64.25/66.25   86.50/88.50
 1100   21.25/22.75    43.00/45.00    64.50/66.50   86.50/88.50
 1200   21.25/22.75    43.00/45.00    64.50/66.50   86.50/88.50
 1300   21.25/22.25    43.00/45.00    64.50/66.50   86.50/88.50
 1400   21.25/22.75    43.00/45.00    64.50/66.50   86.50/88.50
 1500   21.25/23.25    43.25/45.25    64.75/66.75   86.75/88.75
 1600   21.25/22.75    43.00/45.00    64.50/66.50   86.50/88.50
 1715   21.25/23.25    43.25/45.25    64.75/66.75   86.75/88.75
                      (Closing Nov 28)
 1715   23.75/25.75    45.75/47.75    67.50/69.50   89.75/91.75
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  116.50/118.50 139.00/141.00  160.00/162.00  185.00/187.00
 1100  116.50/118.50 139.00/141.00  160.00/162.00  185.00/187.00
 1200  116.50/118.50 138.75/140.75  159.50/161.50  184.50/186.50
 1300  116.50/118.50 138.75/140.75  159.50/161.50  184.50/186.50
 1400  116.50/118.50 138.75/140.75  159.50/161.50  184.50/186.50
 1500  116.75/118.75 139.00/141.00  159.50/161.50  184.50/186.50
 1600  116.50/118.50 138.75/140.75  159.50/161.50  184.75/186.75
 1715  116.75/118.75 139.00/141.00  159.50/161.50  184.50/186.50
                      (Closing Nov 28)
 1715  120.50/122.50 143.25/145.25  164.25/166.25  189.50/191.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 207.00/209.00  229.75/231.75  252.50/254.50  274.50/276.50
 1100 207.50/209.50  230.25/232.25  253.00/255.00  274.50/276.50
 1200 207.00/209.00  229.75/231.75  252.50/254.50  274.00/276.00
 1300 207.00/209.00  229.75/231.75  252.50/254.50  274.00/276.00
 1400 207.00/209.00  229.75/231.75  252.50/254.50  274.00/276.00
 1500 207.00/209.00  229.75/231.75  252.50/254.50  274.00/276.00
 1600 207.00/209.00  229.75/231.75  252.50/254.50  274.00/276.00
 1715 207.00/209.00  229.75/231.75  252.50/254.50  274.00/276.00
                      (Closing Nov 28)
 1715 212.00/214.00  235.00/237.00  258.00/260.00  280.00/282.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.02%    3.88%    3.92%      3.97%     4.13%   4.08%
 1100   4.06%    3.89%    3.92%      3.97%     4.13%   4.07%
 1200   4.06%    3.90%    3.93%      3.98%     4.14%   4.07%
 1300   4.03%    3.90%    3.93%      3.98%     4.14%   4.07%
 1400   4.06%    3.90%    3.93%      3.98%     4.14%   4.07%
 1500   4.11%    3.93%    3.95%      3.99%     4.15%   4.08%
 1600   4.07%    3.91%    3.94%      3.98%     4.14%   4.08%
 1715   4.11%    3.93%    3.95%      3.99%     4.15%   4.08%
                      (Closing Nov 28)
 1715   4.13%    3.90%    3.93%      3.94%     4.16%   4.10%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.06%    4.04%    4.02%      4.00%     3.98%   3.98%
 1100   4.05%    4.04%    4.02%      4.00%     3.99%   3.98%
 1200   4.05%    4.03%    4.02%      4.00%     3.99%   3.98%
 1300   4.05%    4.03%    4.02%      4.00%     3.98%   3.98%
 1400   4.05%    4.03%    4.02%      4.00%     3.99%   3.98%
 1500   4.05%    4.04%    4.02%      4.00%     3.99%   3.98%
 1600   4.05%    4.04%    4.02%      4.01%     3.99%   3.98%
 1715   4.05%    4.04%    4.02%      4.00%     3.99%   3.98%
                      (Closing Nov 28)
 1715   4.07%    4.05%    4.03%      4.01%     4.00%   3.99%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 69.8400/69.8500 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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