February 7, 2019 / 4:42 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 7

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         02.00/04.75     00.50/01.25       01.50/03.50 
                02.55%          02.55%            02.55%               
                              (Feb 6)          
1000         01.00/02.50     00.50/01.25       00.50/01.25 
                02.55%          02.55%            02.55%               
----------------------------------------------------------------
 TIME       FEB           MAR             APR          MAY
----------------------------------------------------------------
 1000   13.00/14.50    35.50/37.50    65.00/67.00   88.75/90.75
 1100   13.00/14.50    35.50/37.50    65.00/67.00   88.75/90.75
 1200   12.75/14.75    35.25/37.25    64.50/66.50   88.00/90.00
 1300   12.50/14.50    35.00/37.00    64.00/66.00   87.50/89.50
 1400   12.50/14.50    35.00/37.00    64.00/66.00   87.50/89.50
 1500   12.50/14.50    35.00/37.00    63.75/65.75   87.25/89.25
 1600   12.50/14.50    35.00/37.00    64.00/66.00   87.50/89.50
 1715   12.50/14.50    35.50/37.50    64.25/66.25   88.00/90.00
                        (Closing Feb 6)
 1715   15.00/17.00    38.00/40.00    67.50/69.50   91.50/93.50
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 TIME      JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  111.00/113.00 137.00/139.00  160.50/162.50  184.75/186.75
 1100  111.00/113.00 137.00/139.00  160.25/162.25  184.25/186.25
 1200  110.00/112.00 135.50/137.50  158.50/160.50  182.25/184.25
 1300  109.50/111.50 135.50/137.50  158.50/160.50  182.00/184.00
 1400  109.50/111.50 135.00/137.00  158.00/160.00  181.50/183.50
 1500  109.25/111.25 134.75/136.75  157.50/159.50  181.00/183.00
 1600  109.50/111.50 135.25/137.25  158.00/160.00  181.50/183.50
 1715  109.75/111.75 135.25/137.25  158.00/160.00  181.50/183.50
                        (Closing Feb 6)
 1715  113.50/115.50 139.50/141.50  163.00/165.00  187.25/189.25
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 TIME      OCT            NOV            DEC           JAN
----------------------------------------------------------------
 1000 209.00/211.00  231.50/233.50  256.50/258.50  280.50/282.50
 1100 208.50/210.50  231.00/233.00  256.00/258.00  280.00/282.00
 1200 206.00/208.00  228.00/230.00  252.50/254.50  276.00/278.00
 1300 205.50/207.50  227.75/229.75  252.50/254.50  276.00/278.00
 1400 205.00/207.00  227.00/229.00  251.50/253.50  275.00/277.00
 1500 204.50/206.50  226.50/228.50  251.00/253.00  274.50/276.50
 1600 205.00/207.00  227.00/229.00  251.50/253.50  275.00/277.00
 1715 205.00/207.00  227.00/229.00  251.50/253.50  275.00/277.00
                        (Closing Feb 6)
 1715 211.50/213.50  234.00/236.00  259.00/261.00  283.00/285.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.07%    4.19%    4.25%       4.18%     4.15%   4.13%
 1100   4.07%    4.19%    4.25%       4.18%     4.15%   4.12%
 1200   4.06%    4.16%    4.22%       4.15%     4.11%   4.08%
 1300   4.02%    4.14%    4.20%       4.13%     4.11%   4.09%
 1400   4.02%    4.13%    4.20%       4.13%     4.10%   4.07%
 1500   4.02%    4.13%    4.19%       4.13%     4.10%   4.06%
 1600   4.03%    4.14%    4.21%       4.14%     4.11%   4.08%
 1715   4.05%    4.17%    4.22%       4.15%     4.11%   4.08%
                        (Closing Feb 6)
 1715   4.07%    4.17%    4.28%       4.20%     4.16%   4.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.11%    4.09%    4.08%       4.07%     4.06%   4.05%
 1100   4.10%    4.08%    4.07%       4.06%     4.05%   4.04%
 1200   4.05%    4.04%    4.02%       4.01%     3.99%   3.99%
 1300   4.06%    4.04%    4.02%       4.01%     4.00%   4.00%
 1400   4.05%    4.02%    4.01%       3.99%     3.98%   3.98%
 1500   4.04%    4.02%    4.00%       3.99%     3.98%   3.98%
 1600   4.06%    4.03%    4.02%       4.00%     3.99%   3.99%
 1715   4.05%    4.03%    4.01%       4.00%     3.99%   3.98%
                        (Closing Feb 6)
 1715   4.11%    4.10%    4.09%       4.07%     4.07%   4.06%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 71.4500/71.4600 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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