November 6, 2018 / 4:45 AM / in 9 days

RPT-India fwd/annualised dlr premia-(close)-Nov 6

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000         04.25/07.50      01.75/03.25      02.50/04.25
                03.03%           02.91%           03.12%
                              (Nov 5)           
1000         02.00/05.00      00.50/01.25      01.50/03.75
                02.51%           02.51%           02.51%
----------------------------------------------------------------
 TIME        NOV          DEC           JAN           FEB
----------------------------------------------------------------
 1000   13.25/15.25   39.25/41.25    63.00/65.00    85.75/87.75
 1100   13.50/15.00   39.00/41.00    62.75/64.75    85.50/87.50
 1200   13.50/15.00   39.00/41.00    62.75/64.75    85.25/87.25
 1300   13.50/15.00   39.00/41.00    62.50/64.50    85.00/87.00
 1400   13.50/15.00   39.00/41.00    62.50/64.50    85.00/87.00
 1500   13.25/15.25   39.00/41.00    62.50/64.50    85.00/87.00
 1600   13.25/15.25   39.00/41.00    62.50/64.50    85.00/87.00
 1715   13.50/15.50   39.25/41.25    62.75/64.75    85.25/87.25
                       (Closing Nov 5)   
 1715   17.00/19.00   43.00/45.00    67.00/69.00    89.75/91.75
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
----------------------------------------------------------------
 1000 109.50/111.50  140.00/142.00  164.75/166.75  187.50/189.50
 1100 109.00/111.00  139.50/141.50  164.00/166.00  186.50/188.50
 1200 108.50/110.50  139.00/141.00  163.50/165.50  186.00/188.00
 1300 108.25/110.25  139.00/141.00  163.50/165.50  186.00/188.00
 1400 108.25/110.25  139.00/141.00  163.50/165.50  186.00/188.00
 1500 108.50/110.50  139.50/141.50  164.00/166.00  186.75/188.75
 1600 108.50/110.50  139.50/141.50  164.00/166.00  186.75/188.75
 1715 108.50/110.50  139.25/141.25  163.75/165.75  186.25/188.25
                       (Closing Nov 5)    
 1715 113.50/115.50  144.25/146.25  169.00/171.00  191.75/193.75
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 214.25/216.25  238.75/240.75  263.75/265.75  288.50/290.50
 1100 213.50/215.50  237.75/239.75  262.50/264.50  287.50/289.50
 1200 213.00/215.00  237.25/239.25  262.00/264.00  287.00/289.00
 1300 213.00/215.00  237.50/239.50  262.50/264.50  287.50/289.50
 1400 213.00/215.00  237.50/239.50  262.50/264.50  287.50/289.50
 1500 213.50/215.50  238.00/240.00  262.75/264.75  287.50/289.50
 1600 213.50/215.50  238.00/240.00  262.75/264.75  287.50/289.50
 1715 212.75/214.75  237.00/239.00  262.00/264.00  287.00/289.00
                       (Closing Nov 5)    
 1715 218.50/220.50  242.75/244.75  267.75/269.75  292.50/294.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.19%    4.11%    4.05%      4.06%     4.14%   4.18%
 1100   4.17%    4.09%    4.04%      4.04%     4.12%   4.16%
 1200   4.17%    4.09%    4.03%      4.03%     4.11%   4.15%
 1300   4.18%    4.08%    4.02%      4.02%     4.11%   4.15%
 1400   4.17%    4.08%    4.02%      4.02%     4.10%   4.15%
 1500   4.18%    4.08%    4.02%      4.02%     4.12%   4.17%
 1600   4.17%    4.08%    4.02%      4.02%     4.11%   4.16%
 1715   4.22%    4.10%    4.03%      4.03%     4.11%   4.16%
                       (Closing Nov 5)    
 1715   4.25%    4.17%    4.09%      4.08%     4.13%   4.20%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.16%    4.14%    4.13%      4.13%     4.12%   4.10%
 1100   4.14%    4.13%    4.12%      4.11%     4.10%   4.09%
 1200   4.13%    4.12%    4.11%      4.10%     4.09%   4.09%
 1300   4.13%    4.12%    4.12%      4.11%     4.10%   4.10%
 1400   4.12%    4.11%    4.11%      4.11%     4.10%   4.09%
 1500   4.14%    4.13%    4.12%      4.12%     4.10%   4.09%
 1600   4.14%    4.13%    4.12%      4.11%     4.10%   4.09%
 1715   4.13%    4.12%    4.11%      4.10%     4.09%   4.09%
                       (Closing Nov 5)
 1715   4.17%    4.16%    4.15%      4.13%     4.12%   4.11%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 72.9950/73.0050 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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