October 17, 2018 / 4:39 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 17

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000         02.75/05.75      01.00/02.50      01.75/03.25
               02.73%           02.49%           02.90%
                              (Oct 16)           
1000         01.50/03.50      00.50/01.25      01.00/02.25
               02.47%           02.47%           02.47%
----------------------------------------------------------------
 TIME      OCT            NOV          DEC            JAN 
----------------------------------------------------------------
 1000   07.75/09.25    35.50/37.50   64.00/66.00    89.00/91.00
 1100   07.50/09.50    35.50/37.50   63.75/65.75    89.00/91.00
 1200   07.50/09.50    35.50/37.50   63.75/65.75    89.00/91.00
 1300   07.50/09.50    35.50/37.50   63.75/65.75    89.00/91.00
 1400   07.25/08.75    35.00/37.00   63.50/65.50    88.75/90.75
 1500   07.25/08.75    35.00/37.00   63.50/65.50    88.75/90.75
 1600   07.75/09.75    35.75/37.75   64.00/66.00    89.25/91.25
 1715   07.75/09.75    35.75/37.75   64.00/66.00    89.50/91.50
                         (Closing Oct 16)  
 1715   10.50/12.50    38.50/40.50   66.75/68.75    91.75/93.75
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 112.25/114.25  136.25/138.25  167.00/169.00  192.00/194.00
 1100 112.50/114.50  136.75/138.75  167.50/169.50  192.50/194.50
 1200 112.50/114.50  136.75/138.75  167.50/169.50  192.50/194.50
 1300 112.50/114.50  136.75/138.75  167.50/169.50  192.50/194.50
 1400 112.00/114.00  136.00/138.00  167.00/169.00  192.00/194.00
 1500 112.25/114.25  136.50/138.50  167.50/169.50  192.50/194.50
 1600 112.50/114.50  136.75/138.75  168.00/170.00  193.25/195.25
 1715 112.75/114.75  137.00/139.00  168.00/170.00  193.00/195.00
                         (Closing Oct 16)  
 1715 115.25/117.25  139.50/141.50  170.25/172.25  195.25/197.25
----------------------------------------------------------------
 TIME      JUN            JUL            AUG            SEP
----------------------------------------------------------------
 1000 215.00/217.00  242.50/244.50  267.50/269.50  293.00/295.00
 1100 215.50/217.50  243.00/245.00  268.00/270.00  293.50/295.50
 1200 215.50/217.50  243.00/245.00  268.00/270.00  293.50/295.50
 1300 215.50/217.50  243.00/245.00  268.00/270.00  293.50/295.50
 1400 215.00/217.00  242.50/244.50  267.75/269.75  293.50/295.50
 1500 215.50/217.50  243.00/245.00  268.00/270.00  293.50/295.50
 1600 216.00/218.00  243.50/245.50  268.50/270.50  294.00/296.00
 1715 216.00/218.00  243.50/245.50  268.50/270.50  294.00/296.00
                         (Closing Oct 16)  
 1715 218.00/220.00  245.25/247.25  270.25/272.25  296.00/298.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.65%    4.62%    4.47%      4.37%     4.33%   4.38%
 1100   4.65%    4.60%    4.46%      4.38%     4.34%   4.39%
 1200   4.65%    4.60%    4.46%      4.38%     4.34%   4.39%
 1300   4.65%    4.60%    4.46%      4.38%     4.34%   4.39%
 1400   4.58%    4.58%    4.45%      4.36%     4.31%   4.37%    
 1500   4.57%    4.57%    4.45%      4.37%     4.33%   4.38%
 1600   4.68%    4.61%    4.47%      4.37%     4.33%   4.39%
 1715   4.68%    4.61%    4.48%      4.39%     4.34%   4.39%    
                         (Closing Oct 16)  
 1715   4.69%    4.63%    4.47%      4.39%     4.35%   4.39%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.35%    4.32%    4.30%      4.28%     4.26%   4.26%
 1100   4.36%    4.32%    4.30%      4.28%     4.27%   4.26%
 1200   4.36%    4.32%    4.30%      4.29%     4.27%   4.26%
 1300   4.36%    4.32%    4.30%      4.29%     4.27%   4.26%
 1400   4.35%    4.31%    4.29%      4.28%     4.27%   4.26%
 1500   4.36%    4.32%    4.30%      4.28%     4.26%   4.26%
 1600   4.37%    4.32%    4.30%      4.29%     4.27%   4.26%
 1715   4.37%    4.33%    4.31%      4.29%     4.27%   4.26%
                         (Closing Oct 16)  
 1715   4.37%    4.33%    4.30%      4.28%     4.27%   4.26%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 73.5950/73.6050 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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