January 2, 2019 / 4:39 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 2

             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
               02.62%          02.62%             02.62%             
                              (Jan 1)           
1000            N/A              N/A           00.50/01.25
                N/A              N/A              02.62% 
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   19.75/21.75    40.50/42.50    62.00/64.00   90.50/92.50
 1100   19.50/21.50    40.25/42.25    61.75/63.75   90.25/92.25
 1200   19.50/21.50    40.00/42.00    61.25/62.25   89.75/91.75
 1300   19.50/21.50    40.50/42.50    62.00/64.00   90.50/92.50
 1400   19.50/21.50    40.25/42.25    62.00/64.00   90.50/92.50
 1500   19.50/21.50    40.25/42.25    61.75/63.75   90.25/92.25
 1600   19.50/21.50    40.25/42.25    62.00/64.00   90.50/92.50
 1715   19.50/21.50    40.50/42.50    62.25/64.25   91.00/93.00
                       (Closing Jan 1)
 1715   20.25/22.25    41.25/43.25    63.00/65.00   91.50/93.50
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  113.00/115.00  133.75/135.75 158.50/160.50  180.25/182.25
 1100  112.75/114.75  133.50/135.50 158.25/160.25  180.25/182.25
 1200  112.25/114.25  133.00/135.00 157.75/159.75  179.75/181.75
 1300  113.00/115.00  134.00/136.00 159.00/161.00  181.00/183.00
 1400  113.25/115.25  134.00/136.00 159.00/161.00  181.00/183.00
 1500  113.00/115.00  134.00/136.00 159.00/161.00  181.00/183.00
 1600  113.25/115.25  134.25/136.25 159.25/161.25  181.25/183.25
 1715  114.00/116.00  135.00/137.00 160.00/162.00  182.25/184.25
                       (Closing Jan 1)
 1715  114.00/116.00  134.50/136.50 159.25/161.25  181.25/183.25
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 202.75/204.75  225.25/227.25  246.25/248.25  269.50/271.50
 1100 202.75/204.75  225.25/227.25  246.25/248.25  269.50/271.50
 1200 202.25/204.25  224.75/226.75  245.75/247.75  269.00/271.00
 1300 203.50/205.50  226.00/228.00  247.00/249.00  270.50/272.50
 1400 203.75/205.75  226.50/228.50  247.50/249.50  271.00/273.00
 1500 203.75/205.75  226.50/228.50  247.50/249.50  271.00/273.00
 1600 204.00/206.00  226.75/228.75  247.75/249.75  271.00/273.00
 1715 205.25/207.25  228.25/230.25  249.50/251.50  273.00/275.00
                       (Closing Jan 1)
 1715 203.75/205.75  226.25/228.25  247.25/249.25  270.50/272.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.01%    3.95%    3.98%      4.12%     4.06%   4.03%
 1100   3.97%    3.93%    3.96%      4.11%     4.05%   4.02%
 1200   3.96%    3.90%    3.94%      4.09%     4.04%   4.01%
 1300   3.96%    3.93%    3.96%      4.10%     4.04%   4.02%
 1400   3.95%    3.91%    3.96%      4.10%     4.05%   4.02%
 1500   3.94%    3.91%    3.94%      4.09%     4.04%   4.02%
 1600   3.94%    3.90%    3.95%      4.09%     4.04%   4.02%
 1715   3.94%    3.92%    3.97%      4.11%     4.06%   4.04%
                       (Closing Jan 1)
 1715   3.98%    3.96%    4.00%      4.15%     4.08%   4.04%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.01%    3.99%    3.96%      3.95%     3.93%   3.92%
 1100   4.01%    3.99%    3.97%      3.95%     3.93%   3.92%
 1200   4.00%    3.98%    3.96%      3.94%     3.93%   3.92%
 1300   4.01%    3.99%    3.96%      3.95%     3.93%   3.92%
 1400   4.01%    3.98%    3.97%      3.95%     3.94%   3.92%
 1500   4.00%    3.98%    3.96%      3.95%     3.93%   3.92%
 1600   4.01%    3.98%    3.97%      3.95%     3.93%   3.92%
 1715   4.02%    4.00%    3.99%      3.97%     3.96%   3.94%
                       (Closing Jan 1)
 1715   4.03%    4.00%    3.98%      3.97%     3.95%   3.94%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.1700/70.1800 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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