October 11, 2018 / 4:41 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 11

             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
               02.45%           02.45%           02.45%
                              (Oct 10)           
1000         01.00/02.50      00.50/01.25      00.50/01.25
               02.46%           02.46%           02.46%
----------------------------------------------------------------
 TIME      OCT            NOV          DEC            JAN 
----------------------------------------------------------------
 1000   13.75/15.75    42.00/44.00   71.00/73.00    96.75/98.75
 1100   14.25/16.25    42.25/44.25   71.00/73.00    96.75/98.75
 1200   14.25/16.25    42.25/44.25   71.00/73.00    96.50/98.50
 1300   14.25/16.25    42.25/44.25   71.00/73.00    96.50/98.50
 1400   14.25/16.25    42.25/44.25   71.00/73.00    96.75/98.75
 1500   14.00/16.00    42.00/44.00   70.75/72.75    96.25/98.25
 1600   14.00/16.00    42.00/44.00   70.75/72.75    96.25/98.25
 1715   14.25/16.25    42.25/44.25   70.75/72.75    96.25/98.25
                        (Closing Oct 10)  
 1715   16.75/18.75    45.00/47.00   73.75/75.75    99.50/101.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 121.00/123.00  146.00/148.00  177.00/179.00  203.00/205.00
 1100 121.00/123.00  146.00/148.00  177.00/179.00  203.00/205.00
 1200 121.00/123.00  146.25/148.25  177.50/179.50  203.50/205.50
 1300 121.00/123.00  146.25/148.25  177.50/179.50  203.50/205.50
 1400 121.00/123.00  145.75/147.75  177.25/179.25  203.25/205.25
 1500 120.50/122.50  145.50/147.50  177.00/179.00  203.00/205.00
 1600 120.50/122.50  145.50/147.50  176.75/178.75  202.75/204.75
 1715 120.25/122.25  145.00/147.00  176.00/178.00  201.75/203.75
                        (Closing Oct 10)  
 1715 124.00/126.00  149.00/151.00  180.50/182.50  206.50/208.50
----------------------------------------------------------------
 TIME      JUN            JUL            AUG            SEP
----------------------------------------------------------------
 1000 227.00/229.00  255.00/257.00  281.00/283.00  307.50/309.50
 1100 227.00/229.00  255.00/257.00  281.00/283.00  307.50/309.50
 1200 227.50/229.50  255.50/257.50  281.25/283.25  307.50/309.50
 1300 227.50/229.50  255.50/257.50  281.25/283.25  307.50/309.50
 1400 227.00/229.00  254.75/256.75  280.50/282.50  307.00/309.00
 1500 227.00/229.00  255.00/257.00  280.75/282.75  307.00/309.00
 1600 226.50/228.50  254.50/256.50  280.25/282.25  306.50/308.50
 1715 225.50/227.50  253.25/255.25  278.75/280.75  305.00/307.00
                        (Closing Oct 10)  
 1715 230.50/232.50  258.50/260.50  284.50/286.50  311.00/313.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.57%    4.59%    4.50%      4.42%     4.38%   4.41%
 1100   4.63%    4.59%    4.50%      4.42%     4.38%   4.41%
 1200   4.63%    4.60%    4.50%      4.41%     4.39%   4.42%
 1300   4.64%    4.60%    4.51%      4.42%     4.40%   4.42%
 1400   4.64%    4.61%    4.52%      4.43%     4.39%   4.42%
 1500   4.61%    4.59%    4.50%      4.41%     4.38%   4.42%
 1600   4.61%    4.59%    4.50%      4.41%     4.38%   4.41%
 1715   4.65%    4.60%    4.50%      4.41%     4.37%   4.40%
                        (Closing Oct 10)  
 1715   4.61%    4.61%    4.52%      4.44%     4.41%   4.43%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.41%   4.38%    4.36%      4.34%     4.33%   4.32%
 1100   4.41%   4.38%    4.36%      4.34%     4.33%   4.32%
 1200   4.42%   4.39%    4.37%      4.35%     4.33%   4.32%
 1300   4.43%   4.39%    4.37%      4.35%     4.34%   4.33%
 1400   4.43%   4.39%    4.37%      4.35%     4.34%   4.33%
 1500   4.43%   4.39%    4.37%      4.35%     4.34%   4.33%
 1600   4.42%   4.38%    4.36%      4.35%     4.33%   4.32%
 1715   4.40%   4.36%    4.34%      4.32%     4.31%   4.30%
                        (Closing Oct 10)  
 1715   4.44%   4.41%    4.39%      4.37%     4.36%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 74.1200/74.1300 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   from 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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