February 11, 2019 / 4:40 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Feb 11

             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 
                02.56%          02.56%            02.56%               
                              (Feb 8)          
1000         02.00/04.75     01.50/03.50       00.50/01.25 
                02.56%          02.56%            02.56%               
----------------------------------------------------------------
 TIME       FEB           MAR             APR          MAY
----------------------------------------------------------------
 1000   11.00/13.00    34.00/36.00    62.50/64.50   86.00/88.00
 1100   11.50/13.00    34.25/36.25    63.00/65.00   86.50/88.50
 1200   11.25/13.25    34.50/36.50    63.25/65.25   86.75/88.75
 1300   11.25/13.25    34.50/36.50    63.25/65.25   86.75/88.75
 1400   11.25/13.25    34.50/36.50    63.25/65.25   86.75/88.75
 1500   11.50/13.00    34.25/36.25    62.75/64.75   86.25/88.25
 1600   11.25/13.25    34.50/36.50    63.00/65.00   86.50/88.50
 1715   11.25/13.25    34.50/36.50    63.00/65.00   86.50/88.50
                        (Closing Feb 8)
 1715   11.75/13.75    34.75/36.75    63.25/65.25   86.75/88.75
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 TIME      JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  107.75/109.75 133.50/135.50  156.50/158.50  180.25/182.25
 1100  108.50/110.50 134.00/136.00  157.00/159.00  180.50/182.50
 1200  108.50/110.50 134.00/136.00  157.00/159.00  180.50/182.50
 1300  108.50/110.50 134.00/136.00  157.00/159.00  180.50/182.50
 1400  108.50/110.50 134.00/136.00  157.00/159.00  180.50/182.50
 1500  108.25/110.25 133.75/135.75  156.50/158.50  180.00/182.00
 1600  108.25/110.25 133.75/135.75  156.50/158.50  180.00/182.00
 1715  108.25/110.25 133.75/135.75  156.50/158.50  180.00/182.00
                        (Closing Feb 8)
 1715  108.25/110.25 133.75/135.75  156.75/158.75  180.25/182.25
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 TIME      OCT            NOV            DEC           JAN
----------------------------------------------------------------
 1000 204.00/206.00  226.00/228.00  250.50/252.50  274.00/276.00
 1100 204.00/206.00  226.00/228.00  250.50/252.50  274.00/276.00
 1200 204.00/206.00  226.00/228.00  250.50/252.50  274.00/276.00
 1300 204.00/206.00  226.00/228.00  250.50/252.50  274.00/276.00
 1400 204.00/206.00  226.00/228.00  250.50/252.50  274.00/276.00
 1500 203.50/205.50  225.50/227.50  250.00/252.00  273.50/275.50
 1600 203.50/205.50  225.50/227.50  250.00/252.00  273.50/275.50
 1715 203.50/205.50  225.50/227.50  250.00/252.00  273.50/275.50
                        (Closing Feb 8)
 1715 203.75/205.75  225.75/227.75  250.25/252.25  273.50/275.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.08%    4.21%    4.22%       4.15%     4.11%   4.09%
 1100   4.13%    4.24%    4.25%       4.17%     4.13%   4.10%
 1200   4.15%    4.27%    4.27%       4.18%     4.14%   4.11%
 1300   4.15%    4.27%    4.27%       4.18%     4.14%   4.11%
 1400   4.15%    4.27%    4.27%       4.18%     4.14%   4.11%
 1500   4.13%    4.24%    4.24%       4.17%     4.13%   4.10%
 1600   4.15%    4.26%    4.25%       4.17%     4.13%   4.10%
 1715   4.15%    4.26%    4.26%       4.17%     4.13%   4.10%
                        (Closing Feb 8)
 1715   4.07%    4.18%    4.21%       4.14%     4.10%   4.07%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.07%    4.05%    4.03%       4.02%     4.01%   4.00%
 1100   4.08%    4.05%    4.03%       4.02%     4.01%   4.00%
 1200   4.08%    4.05%    4.04%       4.02%     4.01%   4.01%
 1300   4.08%    4.05%    4.03%       4.02%     4.01%   4.01%
 1400   4.08%    4.05%    4.03%       4.02%     4.01%   4.01%
 1500   4.07%    4.05%    4.03%       4.02%     4.01%   4.00%
 1600   4.07%    4.04%    4.03%       4.01%     4.00%   4.00%
 1715   4.07%    4.04%    4.03%       4.02%     4.01%   4.00%
                        (Closing Feb 8)
 1715   4.05%    4.02%    4.01%       4.00%     3.99%   3.98%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 71.1650/71.1750 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
ank, 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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