October 24, 2018 / 4:45 AM / 25 days ago

RPT-India fwd/annualised dlr premia-(close)-Oct 24

             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 23)           
1000         01.00/02.50      00.50/01.25      00.50/01.25
               02.47%           02.47%           02.47%
----------------------------------------------------------------
 TIME      OCT            NOV          DEC            JAN 
----------------------------------------------------------------
 1000   03.75/05.25    31.25/33.25   59.50/61.50    84.75/86.75
 1100   04.00/05.50    31.50/33.50   60.00/62.00    85.25/87.25
 1200   04.00/05.50    31.50/33.50   59.75/61.75    85.25/87.25
 1300   03.75/05.75    31.75/33.75   60.00/62.00    85.25/87.25
 1400   04.00/05.50    31.50/33.50   59.75/61.75    85.00/87.00
 1500   03.75/05.75    31.50/33.50   59.75/61.75    85.00/87.00
 1600   03.75/05.75    31.50/33.50   59.75/61.75    85.00/87.00
 1715   03.75/05.75    31.50/33.50   59.50/61.50    84.75/86.75
                        (Closing Oct 23)   
 1715   04.75/06.25    33.00/35.00   61.75/63.75    87.25/89.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 108.00/110.00  132.00/134.00  163.00/165.00  188.00/190.00
 1100 108.50/110.50  132.50/134.50  163.50/165.50  188.50/190.50
 1200 108.50/110.50  132.50/134.50  163.50/165.50  188.50/190.50
 1300 108.50/110.50  132.50/134.50  163.50/165.50  188.50/190.50
 1400 108.25/110.25  132.25/134.25  163.25/165.25  188.00/190.00
 1500 108.00/110.00  132.00/134.00  163.00/165.00  188.00/190.00
 1600 108.25/110.25  132.50/134.50  163.75/165.75  188.75/190.75
 1715 108.00/110.00  132.25/134.25  163.25/165.25  188.25/190.25
                        (Closing Oct 23)    
 1715 110.75/112.75  135.25/137.25  166.50/168.50  191.50/193.50
----------------------------------------------------------------
 TIME      JUN            JUL            AUG            SEP
----------------------------------------------------------------
 1000 210.75/212.75  238.00/240.00  262.75/264.75  288.00/290.00
 1100 211.25/213.25  238.50/240.50  263.25/265.25  288.50/290.50
 1200 211.25/213.25  238.50/240.50  263.25/265.25  288.50/290.50
 1300 211.00/213.00  238.00/240.00  262.50/264.50  288.00/290.00
 1400 210.75/212.75  238.00/240.00  262.75/264.75  288.00/290.00
 1500 210.75/212.75  237.75/239.75  262.25/264.25  287.50/289.50
 1600 211.75/213.75  238.75/240.75  263.25/265.25  288.50/290.50
 1715 211.25/213.25  238.25/240.25  262.75/264.75  288.00/290.00
                        (Closing Oct 23)    
 1715 214.50/216.50  242.00/244.00  267.00/269.00  292.50/294.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.59%    4.57%    4.41%      4.35%     4.31%   4.38%
 1100   4.63%    4.60%    4.44%      4.37%     4.32%   4.39%
 1200   4.63%    4.59%    4.44%      4.37%     4.32%   4.39%
 1300   4.66%    4.61%    4.44%      4.37%     4.32%   4.40%
 1400   4.63%    4.59%    4.43%      4.36%     4.32%   4.39%
 1500   4.63%    4.60%    4.43%      4.35%     4.31%   4.39%
 1600   4.63%    4.59%    4.43%      4.36%     4.32%   4.40%
 1715   4.64%    4.58%    4.42%      4.35%     4.32%   4.40%
                        (Closing Oct 23)    
 1715   4.68%    4.65%    4.49%      4.41%     4.37%   4.43%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.34%    4.31%    4.29%      4.27%     4.25%   4.25%
 1100   4.35%    4.32%    4.29%      4.27%     4.25%   4.25%
 1200   4.35%    4.32%    4.29%      4.27%     4.25%   4.25%
 1300   4.36%    4.31%    4.29%      4.27%     4.25%   4.25%
 1400   4.35%    4.31%    4.29%      4.27%     4.25%   4.25%
 1500   4.35%    4.31%    4.29%      4.27%     4.25%   4.24%
 1600   4.36%    4.33%    4.30%      4.28%     4.26%   4.25%
 1715   4.36%    4.32%    4.30%      4.28%     4.26%   4.25%
                        (Closing Oct 23)    
 1715   4.39%    4.35%    4.33%      4.31%     4.29%   4.28%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 73.1500/73.1600 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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