October 9, 2018 / 4:42 AM / in a month

RPT-India fwd/annualised dlr premia-(close)-Oct 9

             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
               02.47%           02.47%           02.47%
                              (Oct 8)           
1000            N/A             N/A            00.50/01.25
                N/A             N/A               02.47%
----------------------------------------------------------------
 TIME      OCT            NOV          DEC            JAN 
----------------------------------------------------------------
 1000   17.50/19.50    45.75/47.75   74.50/76.50   100.75/102.75
 1100   17.75/19.75    46.00/48.00   74.75/76.75   101.00/103.00
 1200   17.75/19.75    45.75/47.75   74.75/76.75   100.75/102.75
 1300   17.75/19.75    46.25/48.25   75.00/77.00   101.00/103.00
 1400   17.75/19.75    45.75/47.75   74.75/76.75   100.75/102.75
 1500   18.00/19.50    46.00/48.00   75.00/77.00   101.00/103.00
 1600   17.75/19.75    46.00/48.00   75.00/77.00   101.25/103.25
 1715   17.75/19.75    46.25/48.25   75.00/77.00   101.25/103.25
                        (Closing Oct 8)  
 1715   18.75/20.75    46.75/48.75   75.50/77.50   101.75/103.75
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 124.75/126.75  149.75/151.75  180.75/182.75  207.25/209.25
 1100 125.50/127.50  150.50/152.50  181.50/183.50  208.00/210.00
 1200 125.25/127.25  150.50/152.50  181.50/183.50  208.00/210.00
 1300 125.75/127.75  151.00/153.00  182.25/184.25  208.75/210.75
 1400 125.50/127.50  150.75/152.75  182.00/184.00  208.50/210.50
 1500 125.75/127.75  151.00/153.00  182.50/184.50  209.00/211.00
 1600 125.75/127.75  151.00/153.00  182.50/184.50  209.00/211.00
 1715 125.75/127.75  151.25/153.25  182.75/184.75  209.25/211.25
                        (Closing Oct 8)  
 1715 125.75/127.75  150.75/152.75  181.75/183.75  208.25/210.25
----------------------------------------------------------------
 TIME      JUN            JUL            AUG            SEP
----------------------------------------------------------------
 1000 231.25/233.25  259.25/261.25  285.00/287.00  311.50/313.50
 1100 232.00/234.00  260.25/262.25  286.00/288.00  312.50/314.50
 1200 232.00/234.00  260.50/262.50  286.50/288.50  313.00/315.00
 1300 232.75/234.75  260.75/262.75  286.75/288.75  313.50/315.50
 1400 232.50/234.50  261.00/263.00  287.00/289.00  313.50/315.50
 1500 233.00/235.00  261.50/263.50  287.50/289.50  314.00/316.00
 1600 233.00/235.00  261.50/263.50  287.50/289.50  314.00/316.00
 1715 233.25/235.25  261.75/263.75  287.75/289.75  314.50/316.50
                        (Closing Oct 8)  
 1715 232.00/234.00  260.00/262.00  285.50/287.50  312.00/314.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.60%    4.61%    4.55%      4.46%     4.42%   4.43%
 1100   4.63%    4.62%    4.56%      4.47%     4.44%   4.44%
 1200   4.61%    4.60%    4.55%      4.46%     4.43%   4.44%
 1300   4.64%    4.63%    4.56%      4.47%     4.44%   4.45%
 1400   4.60%    4.60%    4.54%      4.46%     4.43%   4.44%
 1500   4.62%    4.62%    4.55%      4.47%     4.44%   4.45%
 1600   4.61%    4.61%    4.56%      4.47%     4.44%   4.45%
 1715   4.62%    4.62%    4.55%      4.46%     4.43%   4.45%
                        (Closing Oct 8)  
 1715   4.62%    4.61%    4.55%      4.46%     4.42%   4.42%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.45%   4.42%    4.40%      4.38%     4.36%   4.35%
 1100   4.46%   4.43%    4.41%      4.39%     4.37%   4.36%
 1200   4.45%   4.42%    4.40%      4.39%     4.38%   4.36%
 1300   4.47%   4.44%    4.41%      4.39%     4.38%   4.37%
 1400   4.46%   4.43%    4.41%      4.39%     4.38%   4.36%
 1500   4.47%   4.44%    4.42%      4.40%     4.38%   4.37%
 1600   4.47%   4.44%    4.41%      4.40%     4.38%   4.37%
 1715   4.47%   4.44%    4.41%      4.39%     4.38%   4.37%
                        (Closing Oct 8)  
 1715   4.45%   4.42%    4.39%      4.37%     4.35%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 74.3900/74.4000 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   from 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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