October 30, 2018 / 4:42 AM / in 19 days

RPT-India fwd/annualised dlr premia-(close)-Oct 30

             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
                02.48%           02.48%           02.48%
                              (Oct 29)           
1000         01.00/02.50      00.50/01.25      00.50/01.25
                02.49%           02.49%           02.49%
----------------------------------------------------------------
 TIME        NOV          DEC           JAN           FEB
----------------------------------------------------------------
 1000   24.50/26.50   51.75/53.75    76.75/78.75   100.00/102.00
 1100   24.50/26.50   51.75/53.75    76.75/78.75   100.00/102.00
 1200   24.50/26.50   51.75/53.75    76.50/78.50    99.75/101.75
 1300   24.75/26.25   51.75/53.75    76.75/78.75   100.00/102.00
 1400   24.75/26.25   51.50/53.50    76.25/78.25    99.50/101.50
 1500   24.50/26.50   51.75/53.75    76.75/78.75   100.00/102.00
 1600   24.50/26.50   51.75/53.75    76.75/78.75   100.25/102.25
 1715   24.75/26.75   52.25/54.25    77.25/79.25   100.75/102.75
                        (Closing Oct 29)   
 1715   25.50/27.50   52.50/54.50    77.00/79.00   100.00/102.00
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
----------------------------------------------------------------
 1000 124.00/126.00  155.25/157.25  180.25/182.25  203.25/205.25
 1100 124.00/126.00  155.25/157.25  180.25/182.25  203.25/205.25
 1200 123.75/125.75  155.00/157.00  180.00/182.00  203.00/205.00
 1300 124.00/126.00  155.00/157.00  180.00/182.00  203.00/205.00
 1400 123.50/125.50  154.75/156.75  179.75/181.75  202.75/204.75
 1500 124.00/126.00  155.50/157.50  180.50/182.50  203.50/205.50
 1600 124.50/126.50  156.00/158.00  181.00/183.00  204.00/206.00
 1715 125.00/127.00  156.75/158.75  182.00/184.00  205.00/207.00
                        (Closing Oct 29)    
 1715 124.00/126.00  155.00/157.00  180.00/182.00  202.75/204.75
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 230.75/232.75  255.25/257.25  280.50/282.50  306.00/308.00
 1100 230.75/232.75  255.25/257.25  280.50/282.50  306.00/308.00
 1200 230.25/232.25  254.75/256.75  280.00/282.00  305.50/307.50
 1300 230.50/232.50  255.00/257.00  280.00/282.00  305.50/307.50
 1400 230.25/232.25  254.75/256.75  280.00/282.00  305.50/307.50
 1500 231.00/233.00  255.75/257.75  281.00/283.00  306.50/308.50
 1600 231.50/233.50  256.50/258.50  282.00/284.00  307.50/309.50
 1715 232.50/234.50  257.50/259.50  283.00/285.00  308.50/310.50
                        (Closing Oct 29)    
 1715 229.75/231.75  254.25/256.25  279.50/281.50  305.00/307.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.36%    4.35%    4.24%      4.21%     4.21%   4.30%
 1100   4.36%    4.35%    4.24%      4.21%     4.21%   4.30%
 1200   4.36%    4.35%    4.22%      4.20%     4.20%   4.30%
 1300   4.36%    4.35%    4.24%      4.21%     4.21%   4.30%
 1400   4.36%    4.33%    4.21%      4.19%     4.19%   4.29%
 1500   4.36%    4.35%    4.24%      4.21%     4.21%   4.31%
 1600   4.36%    4.35%    4.23%      4.22%     4.22%   4.32%
 1715   4.40%    4.38%    4.26%      4.23%     4.24%   4.34%
                        (Closing Oct 29)    
 1715   4.39%    4.36%    4.21%      4.18%     4.17%   4.28%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.26%    4.24%    4.22%      4.21%     4.19%   4.18%
 1100   4.26%    4.24%    4.23%      4.21%     4.19%   4.18%
 1200   4.25%    4.23%    4.22%      4.20%     4.19%   4.18%
 1300   4.25%    4.23%    4.22%      4.20%     4.19%   4.18%
 1400   4.25%    4.23%    4.22%      4.20%     4.19%   4.18%
 1500   4.26%    4.24%    4.23%      4.22%     4.20%   4.19%
 1600   4.27%    4.25%    4.24%      4.22%     4.21%   4.20%
 1715   4.29%    4.27%    4.25%      4.24%     4.22%   4.21%
                        (Closing Oct 29)    
 1715   4.24%    4.22%    4.20%      4.19%     4.17%   4.17%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 73.6750/73.6850 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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