February 13, 2019 / 4:49 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 13

             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 
                02.59%          02.59%            02.59%               
                              (Feb 12)          
1000         01.00/02.50     00.50/01.25       00.50/01.25 
                02.57%          02.57%            02.57%               
----------------------------------------------------------------
 TIME       FEB           MAR             APR          MAY
----------------------------------------------------------------
 1000   09.50/11.50    32.75/34.75    60.50/62.50   83.75/85.75
 1100   09.50/11.50    32.50/34.50    60.25/62.25   83.50/85.50
 1200   09.50/11.50    32.50/34.50    60.25/62.25   83.50/85.50
 1300   09.50/11.50    32.75/34.75    60.50/62.50   83.75/85.75
 1400   09.50/11.50    32.75/34.75    60.50/62.50   83.75/85.75
 1500   09.50/11.50    32.75/34.75    60.50/62.50   83.75/85.75
 1600   09.50/11.50    32.75/34.75    60.50/62.50   84.00/86.00
 1715   09.50/11.50    32.75/34.75    60.75/62.75   84.25/86.25
                        (Closing Feb 12)
 1715   10.50/12.50    33.75/35.75    61.75/63.75   85.25/87.25
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 TIME      JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  104.75/106.75 129.50/131.50  152.00/154.00  175.00/177.00
 1100  104.50/106.50 129.50/131.50  152.00/154.00  175.00/177.00
 1200  104.50/106.50 129.25/131.25  151.75/153.75  175.00/177.00
 1300  104.75/106.75 129.75/131.75  152.25/154.25  175.50/177.50
 1400  104.75/106.75 129.75/131.75  152.25/154.25  175.50/177.50
 1500  104.75/106.75 129.75/131.75  152.25/154.25  175.50/177.50
 1600  105.25/107.25 130.00/132.00  152.50/154.50  175.75/177.75
 1715  105.50/107.50 130.50/132.50  153.00/155.00  176.50/178.50
                         (Closing Feb 12)
 1715  106.75/108.75 132.00/134.00  154.75/156.75  178.25/180.25
----------------------------------------------------------------
 TIME      OCT            NOV            DEC           JAN
----------------------------------------------------------------
 1000 198.00/200.00  219.75/221.75  243.75/245.75  267.00/269.00
 1100 198.00/200.00  220.00/222.00  244.25/246.25  267.50/269.50
 1200 198.25/200.25  220.00/222.00  244.25/246.25  267.50/269.50
 1300 198.75/200.75  220.50/222.50  244.75/246.75  268.00/270.00
 1400 198.75/200.75  220.50/222.50  244.75/246.75  268.00/270.00
 1500 198.75/200.75  220.50/222.50  244.75/246.75  268.00/270.00
 1600 199.00/201.00  221.00/223.00  245.25/247.25  268.50/270.50
 1715 200.00/202.00  222.00/224.00  246.25/248.25  269.50/271.50
                        (Closing Feb 12)
 1715 201.75/203.75  223.75/225.75  248.25/250.25  271.50/273.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.17%    4.26%    4.23%       4.14%     4.09%   4.05%
 1100   4.14%    4.23%    4.22%       4.12%     4.08%   4.05%
 1200   4.14%    4.23%    4.22%       4.13%     4.08%   4.04%
 1300   4.16%    4.25%    4.23%       4.13%     4.09%   4.06%
 1400   4.16%    4.25%    4.23%       4.13%     4.09%   4.06%
 1500   4.15%    4.24%    4.22%       4.13%     4.08%   4.05%
 1600   4.15%    4.24%    4.22%       4.14%     4.09%   4.05%
 1715   4.15%    4.25%    4.24%       4.15%     4.10%   4.06%
                        (Closing Feb 12)
 1715   4.19%    4.27%    4.26%       4.17%     4.13%   4.10%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.03%    4.00%    3.99%       3.98%     3.97%   3.97%
 1100   4.02%    4.00%    3.99%       3.98%     3.97%   3.97%
 1200   4.02%    4.00%    3.99%       3.98%     3.97%   3.97%
 1300   4.03%    4.01%    4.00%       3.99%     3.98%   3.98%
 1400   4.03%    4.01%    4.00%       3.99%     3.98%   3.98%
 1500   4.02%    4.01%    3.99%       3.98%     3.97%   3.97%
 1600   4.02%    4.01%    3.99%       3.98%     3.97%   3.97%
 1715   4.04%    4.02%    4.01%       4.00%     3.99%   3.99%
                        (Closing Feb 12)
 1715   4.07%    4.05%    4.03%       4.02%     4.01%   4.01%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 70.7950/70.8050 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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