October 12, 2018 / 4:42 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 12

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000         02.50/04.75      02.00/03.50      00.50/01.25
               03.05%           03.26%           02.44%
                              (Oct 11)           
1000         02.00/05.00      00.50/01.25      01.50/03.75
               02.45%           02.45%           02.45%
----------------------------------------------------------------
 TIME      OCT            NOV          DEC            JAN 
----------------------------------------------------------------
 1000   13.00/15.00    40.50/42.50   68.75/70.75    93.75/95.75
 1100   13.00/15.00    40.75/42.75   69.00/71.00    94.50/96.50
 1200   13.25/15.25    41.00/43.00   69.50/71.50    94.75/96.75
 1300   13.00/15.00    41.25/43.25   69.75/71.75    95.00/97.00
 1400   13.00/15.00    41.25/43.25   69.50/71.50    95.00/97.00
 1500   14.00/15.00    41.00/43.00   69.25/71.25    94.75/96.75
 1600   13.50/15.00    41.00/43.00   69.25/71.25    94.50/96.50
 1715   13.50/15.50    41.50/43.50   69.75/71.75    95.00/97.00
                        (Closing Oct 11)  
 1715   14.25/16.25    42.25/44.25   70.75/72.75    96.25/98.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 117.50/119.50  142.00/144.00  172.50/174.50  198.00/200.00
 1100 118.50/120.50  143.00/145.00  173.50/175.50  199.00/201.00
 1200 118.75/120.75  143.50/145.50  174.50/176.50  200.25/202.25
 1300 119.00/121.00  143.75/145.75  174.75/176.75  200.50/202.50    
 1400 119.00/121.00  143.50/145.50  174.50/176.50  200.25/202.25
 1500 118.50/120.50  143.00/145.00  173.50/175.50  199.25/201.25
 1600 118.25/120.25  142.75/144.75  173.50/175.50  199.25/201.25
 1715 119.00/121.00  143.50/145.50  174.25/176.25  200.00/202.00
                        (Closing Oct 11)  
 1715 120.25/122.25  145.00/147.00  176.00/178.00  201.75/203.75
----------------------------------------------------------------
 TIME      JUN            JUL            AUG            SEP
----------------------------------------------------------------
 1000 221.00/223.00  248.50/250.50  273.75/275.75  299.50/301.50
 1100 222.50/224.50  250.00/252.00  275.25/277.25  301.00/303.00
 1200 223.75/225.75  251.25/253.25  276.50/278.50  302.50/304.50
 1300 224.00/226.00  251.75/253.75  277.00/279.00  303.00/305.00
 1400 223.75/225.75  251.25/253.25  276.25/278.25  302.00/304.00
 1500 222.75/224.75  250.50/252.50  275.75/277.75  301.50/303.50
 1600 222.75/224.75  250.50/252.50  275.75/277.75  301.50/303.50
 1715 223.50/225.50  251.25/253.25  276.50/278.50  302.50/304.50
                        (Closing Oct 11)  
 1715 225.50/227.50  253.25/255.25  278.75/280.75  305.00/307.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.58%    4.55%    4.45%      4.35%     4.33%   4.36%
 1100   4.60%    4.57%    4.48%      4.40%     4.36%   4.39%
 1200   4.64%    4.60%    4.49%      4.40%     4.37%   4.40%
 1300   4.64%    4.62%    4.51%      4.41%     4.38%   4.41%
 1400   4.64%    4.61%    4.50%      4.41%     4.38%   4.41%
 1500   4.66%    4.59%    4.49%      4.40%     4.36%   4.39%
 1600   4.64%    4.60%    4.49%      4.39%     4.35%   4.39%
 1715   4.71%    4.64%    4.52%      4.42%     4.38%   4.41%
                        (Closing Oct 11)  
 1715   4.65%    4.60%    4.50%      4.41%     4.37%   4.40%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.36%   4.32%    4.30%      4.28%     4.27%   4.26%
 1100   4.39%   4.35%    4.33%      4.31%     4.30%   4.29%
 1200   4.41%   4.37%    4.34%      4.32%     4.31%   4.30%
 1300   4.41%   4.38%    4.35%      4.33%     4.32%   4.31%
 1400   4.41%   4.37%    4.35%      4.33%     4.31%   4.30%
 1500   4.39%   4.35%    4.33%      4.32%     4.30%   4.29%
 1600   4.39%   4.36%    4.34%      4.32%     4.30%   4.29%
 1715   4.41%   4.38%    4.36%      4.34%     4.32%   4.31%
                        (Closing Oct 11)  
 1715   4.40%   4.36%    4.34%      4.32%     4.31%   4.30%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 73.5600/73.5700 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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