September 12, 2018 / 4:39 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 12

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        03.75/05.75     01.50/02.25        02.25/03.50
               03.76%          03.76%            03.76% 
                             (Sep 11)           
1000        01.75/03.75     00.50/01.25        01.25/02.50
               02.94%          02.52%            03.15% 
----------------------------------------------------------------
 TIME       SEP           OCT           NOV          DEC 
----------------------------------------------------------------
 1000   10.00/11.50   40.50/42.50    67.50/69.50   95.50/97.50
 1100   09.50/11.00   40.50/42.50    68.00/70.00   95.75/97.75
 1200   09.75/11.25   40.50/42.50    67.50/69.50   95.50/97.50
 1300   09.50/11.00   40.25/42.25    67.75/69.75   95.75/97.75
 1400   09.50/11.00   40.50/42.50    68.00/70.00   96.00/98.00
 1500   09.25/10.75   40.25/42.25    67.75/69.75   95.75/97.75
 1600   09.50/11.00   40.25/42.25    67.50/69.50   95.50/97.50
 1715   09.50/11.00   40.50/42.50    68.25/70.25   96.25/98.25
                        (Closing Sep 11)  
 1715   12.50/14.00   42.75/44.75    70.00/72.00   97.50/99.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR        APR
----------------------------------------------------------------
 1000 122.50/124.50  147.50/149.50  173.00/175.00  204.00/206.00
 1100 122.50/124.50  147.25/149.25  173.00/175.00  203.75/205.75
 1200 122.50/124.50  147.25/149.25  172.75/174.75  203.50/205.50
 1300 122.50/124.50  147.00/149.00  172.25/174.25  203.25/205.25
 1400 122.50/124.50  147.00/149.00  172.25/174.25  203.25/205.25
 1500 122.25/124.25  146.75/148.75  172.00/174.00  202.50/204.50
 1600 121.75/123.75  146.00/148.00  171.00/173.00  201.50/203.50
 1715 122.75/124.75  147.00/149.00  172.00/174.00  202.50/204.50
                       (Closing Sep 11)  
 1715 124.00/126.00  148.50/150.50  173.75/175.75  204.50/206.50
----------------------------------------------------------------
 TIME      MAY             JUN            JUL          AUG
----------------------------------------------------------------
 1000 230.00/232.00  254.00/256.00  282.00/284.00  307.50/309.50
 1100 230.00/232.00  253.75/255.75  281.75/283.75  307.00/309.00
 1200 229.50/231.50  253.25/255.25  281.00/283.00  306.50/308.50
 1300 229.25/231.25  253.00/255.00  281.00/283.00  306.50/308.50
 1400 229.00/231.00  252.75/254.75  280.75/282.75  306.00/308.00
 1500 228.00/230.00  251.50/253.50  279.00/281.00  304.50/306.50
 1600 227.00/229.00  250.50/252.50  278.00/280.00  303.50/305.50
 1715 228.25/230.25  252.00/254.00  279.75/281.75  305.00/307.00
                        (Closing Sep 11)  
 1715 230.50/232.50  254.25/256.25  282.00/284.00  307.50/309.50
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.75%    4.66%    4.62%      4.57%     4.54%   4.52%
 1100   4.72%    4.69%    4.64%      4.58%     4.54%   4.53%
 1200   4.74%    4.67%    4.62%      4.58%     4.54%   4.52%
 1300   4.70%    4.67%    4.63%      4.58%     4.53%   4.51%
 1400   4.75%    4.72%    4.68%      4.61%     4.56%   4.54%
 1500   4.72%    4.71%    4.67%      4.61%     4.56%   4.54%
 1600   4.74%    4.70%    4.67%      4.60%     4.55%   4.52%
 1715   4.76%    4.74%    4.70%      4.63%     4.57%   4.54%
                        (Closing Sep 11)  
 1715   4.69%    4.65%    4.60%      4.55%     4.50%   4.49%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.55%    4.54%    4.51%      4.48%     4.46%   4.44%
 1100   4.55%    4.54%    4.51%      4.48%     4.46%   4.44%
 1200   4.55%    4.54%    4.50%      4.48%     4.45%   4.44%
 1300   4.53%    4.53%    4.49%      4.47%     4.45%   4.43%
 1400   4.56%    4.55%    4.52%      4.49%     4.47%   4.45%
 1500   4.56%    4.54%    4.51%      4.48%     4.46%   4.44%
 1600   4.54%    4.53%    4.49%      4.47%     4.45%   4.43%
 1715   4.56%    4.55%    4.51%      4.49%     4.47%   4.45%
                        (Closing Sep 11)  
 1715   4.50%    4.51%    4.48%      4.45%     4.43%   4.41%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 72.1850/72.1950 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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