October 26, 2018 / 4:41 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Oct 26

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.50      01.50/03.25      00.50/01.25
                02.49%           02.49%           02.49%
                              (Oct 25)           
1000         02.00/04.75      00.50/01.25      01.50/03.50
                02.49%           02.49%           02.49%
----------------------------------------------------------------
 TIME      OCT            NOV          DEC            JAN 
----------------------------------------------------------------
 1000   00.25/01.25    27.00/29.00   54.50/56.50    79.50/81.50
 1100   00.25/01.25    27.00/29.00   54.75/56.75    79.75/81.75
 1200   00.25/01.75    27.25/29.25   55.00/57.00    79.75/81.75
 1300   00.25/01.75    27.25/29.25   54.75/56.75    79.50/81.50
 1400   00.25/01.75    27.00/29.00   54.50/56.50    79.25/81.25
 1500   00.25/01.25    27.00/29.00   54.50/56.50    79.25/81.25
 1600   00.25/01.25    27.00/29.00   54.50/56.50    79.25/81.25
 1715   00.25/01.75    27.00/29.00   54.75/56.75    79.75/81.75
                        (Closing Oct 25)   
 1715   01.00/02.50    28.00/30.00   55.75/57.75    80.50/82.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 102.50/104.50  126.00/128.00  157.00/159.00  181.50/183.50
 1100 102.75/104.75  126.50/128.50  157.50/159.50  182.25/184.25
 1200 102.75/104.75  126.50/128.50  157.50/159.50  182.25/184.25
 1300 102.50/104.50  126.50/128.50  157.50/159.50  182.50/184.50
 1400 102.00/104.00  125.50/127.50  156.50/158.50  181.25/183.25
 1500 102.25/104.25  126.00/128.00  157.00/159.00  181.75/183.75
 1600 102.25/104.25  126.00/128.00  157.00/159.00  181.75/183.75
 1715 102.75/104.75  126.50/128.50  157.50/159.50  182.50/184.50
                        (Closing Oct 25)    
 1715 103.50/105.50  127.25/129.25  158.25/160.25  183.00/185.00
----------------------------------------------------------------
 TIME      JUN            JUL            AUG            SEP
----------------------------------------------------------------
 1000 204.00/206.00  231.00/233.00  255.50/257.50  280.50/282.50
 1100 205.00/207.00  232.00/234.00  256.50/258.50  281.50/283.50
 1200 205.00/207.00  232.00/234.00  256.50/258.50  281.50/283.50
 1300 205.00/207.00  232.00/234.00  256.50/258.50  281.50/283.50
 1400 204.00/206.00  231.00/233.00  255.50/257.50  280.50/282.50
 1500 204.50/206.50  231.50/233.50  256.00/258.00  281.00/283.00
 1600 204.50/206.50  231.50/233.50  256.00/258.00  281.00/283.00
 1715 205.25/207.25  232.50/234.50  257.00/259.00  282.00/284.00
                        (Closing Oct 25)    
 1715 206.00/208.00  232.75/234.75  257.50/259.50  282.50/284.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.49%    4.45%    4.31%      4.25%     4.21%   4.32%
 1100   4.49%    4.47%    4.32%      4.26%     4.22%   4.33%
 1200   4.53%    4.49%    4.32%      4.26%     4.23%   4.33%
 1300   4.53%    4.47%    4.31%      4.26%     4.23%   4.33%
 1400   4.50%    4.46%    4.30%      4.24%     4.20%   4.31%
 1500   4.50%    4.46%    4.30%      4.25%     4.21%   4.32%
 1600   4.49%    4.45%    4.30%      4.25%     4.21%   4.32%
 1715   4.49%    4.47%    4.32%      4.26%     4.22%   4.33%
                        (Closing Oct 25)    
 1715   4.51%    4.49%    4.33%      4.27%     4.23%   4.33%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.26%    4.23%    4.21%      4.20%     4.18%   4.18%
 1100   4.28%    4.25%    4.23%      4.21%     4.19%   4.18%
 1200   4.28%    4.25%    4.23%      4.21%     4.19%   4.19%
 1300   4.29%    4.25%    4.23%      4.21%     4.20%   4.19%
 1400   4.26%    4.23%    4.21%      4.20%     4.18%   4.17%
 1500   4.27%    4.24%    4.22%      4.21%     4.19%   4.18%
 1600   4.27%    4.24%    4.22%      4.21%     4.19%   4.18%
 1715   4.28%    4.25%    4.23%      4.22%     4.20%   4.19%
                        (Closing Oct 25)    
 1715   4.29%    4.26%    4.24%      4.22%     4.20%   4.20%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 73.4550/73.4650 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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