September 28, 2018 / 4:43 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 28

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        03.25/05.25     02.00/03.00        01.25/02.25
               03.27%          03.35%            03.14% 
                             (Sep 27)           
1000        02.50/04.50     00.50/01.25        02.00/03.25
               03.15%          02.52%            03.36% 
----------------------------------------------------------------
 TIME      OCT            NOV          DEC            JAN 
----------------------------------------------------------------
 1000   24.50/26.50    51.75/53.75   79.50/81.50  105.50/107.50
 1100   24.75/26.75    52.50/54.50   80.25/82.25  106.25/108.25
 1200   24.75/26.75    52.25/54.25   80.00/82.00  106.25/108.25
 1300   25.25/27.25    52.75/54.75   80.50/82.50  106.25/108.25
 1400   24.75/26.75    52.25/54.25   80.00/82.00  105.75/107.75
 1500   24.75/26.75    52.25/54.25   80.00/82.00  105.75/107.75
 1600   24.75/26.75    52.25/54.25   79.75/81.75  105.25/107.25
 1715   24.50/26.50    52.25/54.25   79.75/81.75  105.00/107.00
                        (Closing Sep 27)  
 1715   26.50/28.50    53.75/55.75   81.25/83.25  107.25/109.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 129.50/131.50  154.25/156.25  184.50/186.50  211.00/213.00
 1100 130.50/132.50  155.25/157.25  185.50/187.50  212.00/214.00
 1200 130.25/132.25  155.25/157.25  185.75/187.75  212.25/214.25
 1300 130.50/132.50  155.25/157.25  185.50/187.50  212.00/214.00
 1400 130.00/132.00  154.75/156.75  185.25/187.25  211.75/213.75
 1500 130.00/132.00  154.75/156.75  185.25/187.25  211.75/213.75
 1600 129.25/131.25  154.00/156.00  184.00/186.00  209.75/211.75
 1715 128.50/130.50  152.50/154.50  182.00/184.00  208.00/210.00
                        (Closing Sep 27)  
 1715 131.25/133.25  156.00/158.00  186.00/188.00  212.50/214.50
----------------------------------------------------------------
 TIME      JUN            JUL            AUG            SEP
----------------------------------------------------------------
 1000 235.50/237.50  264.50/266.50  290.75/292.75  317.50/319.50
 1100 236.50/238.50  265.50/267.50  291.75/293.75  318.50/320.50
 1200 236.50/238.50  265.50/267.50  291.75/293.75  318.50/320.50
 1300 236.50/238.50  265.50/267.50  291.75/293.75  318.50/320.50
 1400 236.00/238.00  265.00/267.00  291.25/293.25  318.00/320.00
 1500 236.00/238.00  265.00/267.00  291.25/293.25  318.00/320.00
 1600 233.50/235.50  262.00/264.00  288.00/290.00  314.00/316.00
 1715 231.50/233.50  259.50/261.50  285.25/287.25  311.50/313.50
                        (Closing Sep 27)  
 1715 237.00/239.00  266.00/268.00  292.25/294.25  319.00/321.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.58%    4.57%    4.54%      4.46%     4.43%   4.42%
 1100   4.63%    4.63%    4.58%      4.49%     4.46%   4.45%
 1200   4.62%    4.61%    4.57%      4.49%     4.46%   4.45%
 1300   4.70%    4.65%    4.59%      4.49%     4.46%   4.45%
 1400   4.62%    4.61%    4.57%      4.47%     4.45%   4.44%
 1500   4.62%    4.61%    4.56%      4.47%     4.44%   4.43%
 1600   4.63%    4.62%    4.56%      4.45%     4.43%   4.42%
 1715   4.60%    4.62%    4.55%      4.44%     4.40%   4.37%
                        (Closing Sep 27)  
 1715   4.61%    4.58%    4.54%      4.46%     4.43%   4.42%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.46%    4.44%    4.44%      4.43%     4.43%   4.42%
 1100   4.49%    4.46%    4.46%      4.45%     4.45%   4.44%
 1200   4.49%    4.47%    4.46%      4.45%     4.45%   4.44%
 1300   4.49%    4.46%    4.46%      4.45%     4.45%   4.44%
 1400   4.48%    4.46%    4.45%      4.44%     4.44%   4.43%
 1500   4.48%    4.45%    4.44%      4.44%     4.44%   4.43%
 1600   4.45%    4.42%    4.41%      4.40%     4.40%   4.38%
 1715   4.41%    4.38%    4.37%      4.36%     4.35%   4.35%
                        (Closing Sep 27)  
 1715   4.45%    4.44%    4.43%      4.43%     4.43%   4.42%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 72.4800/72.4900 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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