February 20, 2019 / 4:39 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Feb 20

             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 18)          
1000             N/A             N/A           00.50/01.25 
                 N/A             N/A              02.56%               
----------------------------------------------------------------
 TIME       FEB           MAR             APR          MAY
----------------------------------------------------------------
 1000   04.75/06.75    30.00/32.00    59.00/61.00   83.00/85.00
 1100   04.75/06.75    30.00/32.00    59.00/61.00   83.00/85.00
 1200   04.75/06.75    30.25/32.25    59.25/61.25   83.25/85.25
 1300   04.75/06.75    30.25/32.25    59.25/61.25   83.25/85.25
 1400   04.75/06.75    30.25/32.25    59.25/61.25   83.25/85.25
 1500   05.00/07.00    30.50/32.50    59.75/61.75   83.50/85.50
 1600   04.75/06.75    30.25/32.25    59.75/61.75   83.75/85.75
 1715   04.75/06.25    30.25/32.25    59.75/61.75   83.75/85.75
                        (Closing Feb 18)
 1715   05.75/07.25    30.75/32.75    59.75/61.75   83.75/85.75
----------------------------------------------------------------
 TIME      JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  104.75/106.75 130.50/132.50  154.00/156.00  178.00/180.00
 1100  104.75/106.75 130.50/132.50  154.00/156.00  178.00/180.00
 1200  105.00/107.00 130.75/132.75  154.00/156.00  177.75/179.75
 1300  105.00/107.00 130.75/132.75  154.00/156.00  177.75/179.75
 1400  105.00/107.00 130.75/132.75  154.00/156.00  177.75/179.75
 1500  105.25/107.25 130.75/132.75  154.00/156.00  177.75/179.75
 1600  105.50/107.50 130.75/132.75  154.00/156.00  177.75/179.75
 1715  105.50/107.50 130.75/132.75  154.00/156.00  178.00/180.00
                        (Closing Feb 18)
 1715  105.75/107.75 131.75/133.75  155.00/157.00  179.00/181.00
----------------------------------------------------------------
 TIME      OCT            NOV            DEC           JAN
----------------------------------------------------------------
 1000 202.00/204.00  224.50/226.50  249.25/251.25  273.00/275.00
 1100 202.00/204.00  224.50/226.50  249.25/251.25  273.00/275.00
 1200 201.50/203.50  224.00/226.00  248.75/250.75  272.50/274.50
 1300 201.50/203.50  224.00/226.00  248.75/250.75  272.50/274.50
 1400 201.50/203.50  224.00/226.00  248.75/250.75  272.50/274.50
 1500 201.50/203.50  224.00/226.00  248.75/250.75  272.50/274.50
 1600 201.50/203.50  224.00/226.00  248.75/250.75  272.50/274.50
 1715 202.00/204.00  224.50/226.50  249.25/251.25  273.00/275.00
                        (Closing Feb 18)
 1715 203.00/205.00  225.50/227.50  250.25/252.25  274.00/276.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.56%    4.58%    4.44%       4.31%     4.25%   4.21%
 1100   4.56%    4.58%    4.44%       4.31%     4.25%   4.21%
 1200   4.60%    4.61%    4.45%       4.32%     4.26%   4.22%
 1300   4.59%    4.61%    4.45%       4.32%     4.26%   4.21%
 1400   4.60%    4.61%    4.46%       4.33%     4.27%   4.22%
 1500   4.64%    4.65%    4.47%       4.34%     4.27%   4.22%
 1600   4.60%    4.64%    4.49%       4.35%     4.27%   4.22%
 1715   4.59%    4.64%    4.49%       4.35%     4.27%   4.22%
                        (Closing Feb 18)
 1715   4.53%    4.56%    4.43%       4.32%     4.26%   4.21%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.18%    4.15%    4.13%       4.12%     4.10%   4.09%
 1100   4.18%    4.15%    4.13%       4.11%     4.10%   4.09%
 1200   4.17%    4.14%    4.12%       4.11%     4.09%   4.09%
 1300   4.17%    4.14%    4.12%       4.11%     4.09%   4.08%
 1400   4.18%    4.15%    4.13%       4.11%     4.10%   4.09%
 1500   4.18%    4.15%    4.13%       4.11%     4.10%   4.09%
 1600   4.18%    4.15%    4.13%       4.11%     4.10%   4.09%
 1715   4.18%    4.16%    4.14%       4.12%     4.10%   4.10%
                        (Closing Feb 18)
 1715   4.17%    4.15%    4.13%       4.11%     4.09%   4.09%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 71.1100/71.1200 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
ank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com 
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