October 19, 2018 / 4:49 AM / 22 days ago

RPT-India fwd/annualised dlr premia-(close)-Oct 19

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.75      01.50/03.50      00.50/01.25
               02.48%           02.48%           02.48%
                              (Oct 17)           
1000         02.75/05.75      01.00/02.50      01.75/03.25
               02.73%           02.49%           02.90%
----------------------------------------------------------------
 TIME      OCT            NOV          DEC            JAN 
----------------------------------------------------------------
 1000   06.50/08.00    34.00/36.00   62.25/64.25    87.50/89.50
 1100   06.50/08.50    34.50/36.50   62.75/64.75    87.75/89.75
 1200   06.50/08.50    34.50/36.50   62.75/64.75    87.75/89.75
 1300   06.50/08.00    34.00/36.00   62.50/64.50    87.75/89.75
 1400   06.50/08.00    34.00/36.00   62.50/64.50    87.50/89.50
 1500   06.50/08.00    34.00/36.00   62.50/64.50    87.50/89.50
 1600   06.50/08.00    34.00/36.00   62.50/64.50    87.75/89.75
 1715   06.50/08.50    34.50/36.50   62.75/64.75    87.75/89.75
                         (Closing Oct 17)  
 1715   07.75/09.75    35.75/37.75   64.00/66.00    89.50/91.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 110.75/112.75  134.75/136.75  165.50/167.50  190.50/192.50
 1100 111.00/113.00  135.00/137.00  165.75/167.75  190.75/192.75
 1200 111.00/113.00  135.00/137.00  166.00/168.00  191.00/193.00
 1300 111.00/113.00  135.00/137.00  166.00/168.00  191.00/193.00
 1400 110.75/112.75  134.75/136.75  165.75/167.75  190.75/192.75
 1500 110.75/112.75  134.75/136.75  165.75/167.75  190.75/192.75
 1600 110.75/112.75  134.75/136.75  165.75/167.75  190.75/192.75
 1715 111.00/113.00  135.00/137.00  165.75/167.75  190.75/192.75
                         (Closing Oct 17)  
 1715 112.75/114.75  137.00/139.00  168.00/170.00  193.00/195.00
----------------------------------------------------------------
 TIME      JUN            JUL            AUG            SEP
----------------------------------------------------------------
 1000 213.50/215.50  241.00/243.00  265.50/267.50  291.00/293.00
 1100 213.50/215.50  240.75/242.75  265.50/267.50  291.00/293.00
 1200 213.75/215.75  241.25/243.25  266.00/268.00  291.50/293.50
 1300 214.00/216.00  241.50/243.50  266.50/268.50  292.00/294.00
 1400 213.75/215.75  241.25/243.25  266.00/268.00  291.50/293.50
 1500 213.75/215.75  241.25/243.25  266.00/268.00  291.50/293.50
 1600 213.75/215.75  241.25/243.25  266.00/268.00  291.50/293.50
 1715 213.75/215.75  241.00/243.00  266.00/268.00  291.50/293.50
                         (Closing Oct 17)  
 1715 216.00/218.00  243.50/245.50  268.50/270.50  294.00/296.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.57%    4.56%    4.43%      4.34%     4.30%   4.36%
 1100   4.64%    4.60%    4.44%      4.35%     4.31%   4.37%
 1200   4.64%    4.60%    4.45%      4.35%     4.31%   4.37%
 1300   4.57%    4.57%    4.44%      4.35%     4.31%   4.37%
 1400   4.57%    4.57%    4.43%      4.34%     4.30%   4.36%
 1500   4.58%    4.57%    4.43%      4.34%     4.30%   4.37%
 1600   4.57%    4.57%    4.44%      4.34%     4.30%   4.37%
 1715   4.65%    4.61%    4.45%      4.36%     4.32%   4.38%
                         (Closing Oct 17)  
 1715   4.68%    4.61%    4.48%      4.39%     4.34%   4.39%    
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.33%    4.30%    4.28%      4.26%     4.24%   4.24%
 1100   4.34%    4.30%    4.28%      4.26%     4.24%   4.24%
 1200   4.35%    4.31%    4.29%      4.27%     4.25%   4.25%
 1300   4.35%    4.31%    4.29%      4.27%     4.26%   4.25%
 1400   4.34%    4.30%    4.29%      4.27%     4.25%   4.25%
 1500   4.34%    4.31%    4.29%      4.27%     4.25%   4.25%
 1600   4.34%    4.31%    4.29%      4.27%     4.25%   4.25%
 1715   4.35%    4.31%    4.29%      4.28%     4.26%   4.26%
                         (Closing Oct 17)  
 1715   4.37%    4.33%    4.31%      4.29%     4.27%   4.26%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 73.3200/73.3300 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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