February 12, 2019 / 4:42 AM / 4 months ago

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

             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 
                02.57%          02.57%            02.57%               
                              (Feb 11)          
1000         01.00/02.50     00.50/01.25       00.50/01.25 
                02.56%          02.56%            02.56%               
----------------------------------------------------------------
 TIME       FEB           MAR             APR          MAY
----------------------------------------------------------------
 1000   10.50/12.50    33.75/35.75    62.00/64.00   85.50/87.50
 1100   10.75/12.25    33.25/35.25    61.50/63.50   85.00/87.00
 1200   11.00/12.50    33.50/35.50    61.75/63.75   85.25/87.25
 1300   11.00/12.50    33.50/35.50    61.50/63.50   85.00/87.00
 1400   11.00/12.50    33.50/35.50    61.50/63.50   85.00/87.00
 1500   11.00/12.50    33.50/35.50    61.50/63.50   85.00/87.00
 1600   10.50/12.50    33.75/35.75    61.75/63.75   85.25/87.25
 1715   10.50/12.50    33.75/35.75    61.75/63.75   85.25/87.25
                        (Closing Feb 11)
 1715   11.25/13.25    34.50/36.50    63.00/65.00   86.50/88.50
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 TIME      JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  107.00/109.00 132.50/134.50  155.25/157.25  178.50/180.50
 1100  106.50/108.50 131.75/133.75  154.25/156.25  177.50/179.50
 1200  106.75/108.75 132.00/134.00  154.50/156.50  177.75/179.75
 1300  106.50/108.50 131.75/133.75  154.25/156.25  177.50/179.50
 1400  106.50/108.50 132.00/134.00  154.50/156.50  177.75/179.75
 1500  106.50/108.50 132.00/134.00  154.50/156.50  178.00/180.00
 1600  106.75/108.75 132.00/134.00  154.75/156.75  178.25/180.25
 1715  106.75/108.75 132.00/134.00  154.75/156.75  178.25/180.25
                        (Closing Feb 11)
 1715  108.25/110.25 133.75/135.75  156.50/158.50  180.00/182.00
----------------------------------------------------------------
 TIME      OCT            NOV            DEC           JAN
----------------------------------------------------------------
 1000 201.75/203.75  223.75/225.75  248.25/250.25  271.50/273.50
 1100 200.75/202.75  222.75/224.75  247.25/249.25  270.50/272.50
 1200 201.00/203.00  223.00/225.00  247.50/249.50  271.00/273.00
 1300 200.75/202.75  222.75/224.75  247.25/249.25  270.50/272.50
 1400 201.00/203.00  223.00/225.00  247.50/249.50  271.00/273.00
 1500 201.50/203.50  223.50/225.50  248.00/250.00  271.50/273.50
 1600 201.75/203.75  223.75/225.75  248.25/250.25  271.50/273.50
 1715 201.75/203.75  223.75/225.75  248.25/250.25  271.50/273.50
                        (Closing Feb 11)
 1715 203.50/205.50  225.50/227.50  250.00/252.00  273.50/275.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.17%    4.26%    4.25%       4.16%     4.12%   4.09%
 1100   4.13%    4.22%    4.23%       4.15%     4.11%   4.07%
 1200   4.18%    4.25%    4.24%       4.16%     4.11%   4.08%
 1300   4.19%    4.24%    4.24%       4.16%     4.12%   4.08%
 1400   4.18%    4.24%    4.23%       4.15%     4.11%   4.08%
 1500   4.19%    4.24%    4.24%       4.16%     4.12%   4.09%
 1600   4.19%    4.27%    4.25%       4.17%     4.13%   4.09%
 1715   4.19%    4.27%    4.26%       4.17%     4.13%   4.10%
                        (Closing Feb 11)
 1715   4.15%    4.26%    4.26%       4.17%     4.13%   4.10%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.06%    4.03%    4.02%       4.00%     4.00%   3.99%
 1100   4.04%    4.02%    4.00%       3.99%     3.98%   3.98%
 1200   4.04%    4.02%    4.01%       4.00%     3.99%   3.99%
 1300   4.05%    4.03%    4.01%       4.00%     4.00%   3.99%
 1400   4.05%    4.03%    4.01%       4.00%     4.00%   3.99%
 1500   4.06%    4.04%    4.03%       4.02%     4.01%   4.00%
 1600   4.07%    4.05%    4.03%       4.02%     4.01%   4.01%
 1715   4.07%    4.05%    4.03%       4.02%     4.01%   4.01%
                        (Closing Feb 11)
 1715   4.07%    4.04%    4.03%       4.02%     4.01%   4.00%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 70.7000/70.7100 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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