October 22, 2018 / 4:42 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 22

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000         01.00/02.50      00.50/01.25      00.50/01.25
               02.49%           02.49%           02.49%
                              (Oct 19)           
1000         02.00/04.75      01.50/03.50      00.50/01.25
               02.48%           02.48%           02.48%
----------------------------------------------------------------
 TIME      OCT            NOV          DEC            JAN 
----------------------------------------------------------------
 1000   05.75/07.75    33.50/35.50   61.50/63.50    86.50/88.50
 1100   05.50/07.50    33.25/35.25   61.25/63.25    86.25/88.25
 1200   05.50/07.50    33.25/35.25   61.25/63.25    86.50/88.50
 1300   05.50/07.50    33.25/35.25   61.50/63.50    86.75/88.75
 1400   05.50/07.50    33.25/35.25   61.50/63.50    86.75/88.75
 1500   05.75/07.25    33.00/35.00   61.25/63.25    86.50/88.50
 1600   05.75/07.25    33.25/35.25   61.50/63.50    86.75/88.75
 1715   05.75/07.25    33.50/35.50   62.00/64.00    87.25/89.25
                         (Closing Oct 19)  
 1715   06.50/08.50    34.50/36.50   62.75/64.75    87.75/89.75
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 109.50/111.50  133.50/135.50  164.25/166.25  189.25/191.25
 1100 109.25/111.25  133.25/135.25  164.25/166.25  189.25/191.25
 1200 109.75/111.75  133.75/135.75  164.75/166.75  189.75/191.75
 1300 109.75/111.75  133.75/135.75  164.75/166.75  190.00/192.00
 1400 110.00/112.00  134.00/136.00  165.00/167.00  190.25/192.25
 1500 110.00/112.00  134.25/136.25  165.50/167.50  190.50/192.50
 1600 110.25/112.25  134.50/136.50  166.00/168.00  191.00/193.00
 1715 110.75/112.75  135.00/137.00  166.50/168.50  191.50/193.50
                         (Closing Oct 19)  
 1715 111.00/113.00  135.00/137.00  165.75/167.75  190.75/192.75
----------------------------------------------------------------
 TIME      JUN            JUL            AUG            SEP
----------------------------------------------------------------
 1000 212.00/214.00  239.25/241.25  264.00/266.00  289.50/291.50
 1100 212.25/214.25  239.75/241.75  264.50/266.50  290.00/292.00
 1200 212.75/214.75  240.25/242.25  265.00/267.00  290.50/292.50
 1300 213.25/215.25  240.75/242.75  265.75/267.75  291.50/293.50
 1400 213.50/215.50  241.00/243.00  266.00/268.00  291.50/293.50
 1500 213.75/215.75  241.50/243.50  266.50/268.50  292.00/294.00
 1600 214.00/216.00  241.50/243.50  266.50/268.50  292.00/294.00
 1715 214.50/216.50  242.00/244.00  267.00/269.00  292.50/294.50
                         (Closing Oct 19)  
 1715 213.75/215.75  241.00/243.00  266.00/268.00  291.50/293.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.65%    4.59%    4.43%      4.34%     4.30%   4.36%
 1100   4.61%    4.57%    4.42%      4.33%     4.29%   4.37%
 1200   4.61%    4.57%    4.43%      4.35%     4.31%   4.38%
 1300   4.61%    4.58%    4.44%      4.35%     4.31%   4.38%
 1400   4.61%    4.58%    4.44%      4.35%     4.31%   4.38%
 1500   4.57%    4.56%    4.42%      4.35%     4.32%   4.39%
 1600   4.60%    4.57%    4.43%      4.36%     4.32%   4.40%
 1715   4.63%    4.60%    4.45%      4.37%     4.33%   4.41%
                         (Closing Oct 19)  
 1715   4.65%    4.61%    4.45%      4.36%     4.32%   4.38%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.34%    4.30%    4.28%      4.26%     4.25%   4.24%
 1100   4.34%    4.31%    4.29%      4.27%     4.26%   4.25%
 1200   4.35%    4.31%    4.29%      4.28%     4.26%   4.26%
 1300   4.35%    4.32%    4.30%      4.29%     4.27%   4.27%
 1400   4.35%    4.32%    4.30%      4.29%     4.27%   4.27%
 1500   4.36%    4.33%    4.31%      4.30%     4.28%   4.27%
 1600   4.37%    4.33%    4.31%      4.29%     4.27%   4.27%
 1715   4.37%    4.33%    4.31%      4.29%     4.27%   4.27%
                         (Closing Oct 19)  
 1715   4.35%    4.31%    4.29%      4.28%     4.26%   4.26%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 73.5550/73.5650 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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