February 8, 2019 / 4:39 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 8

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         02.00/04.75     01.50/03.50       00.50/01.25 
                02.56%          02.56%            02.56%               
                              (Feb 7)          
1000         02.00/04.75     00.50/01.25       01.50/03.50 
                02.55%          02.55%            02.55%               
----------------------------------------------------------------
 TIME       FEB           MAR             APR          MAY
----------------------------------------------------------------
 1000   11.75/13.75    34.75/36.75    63.25/65.25   86.75/88.75
 1100   11.75/13.75    34.75/36.75    63.25/65.25   86.75/88.75
 1200   12.25/13.75    34.75/36.75    63.25/65.25   86.75/88.75
 1300   12.00/13.50    34.50/36.50    63.00/65.00   86.50/88.50
 1400   12.00/13.50    34.50/36.50    63.00/65.00   86.50/88.50
 1500   12.00/13.50    34.50/36.50    63.00/65.00   86.50/88.50
 1600   11.75/13.75    34.75/36.75    63.00/65.00   86.50/88.50
 1715   11.75/13.75    34.75/36.75    63.25/65.25   86.75/88.75
                        (Closing Feb 7)
 1715   12.50/14.50    35.50/37.50    64.25/66.25   88.00/90.00
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 TIME      JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  108.25/110.25 133.75/135.75  156.25/158.25  179.50/181.50
 1100  108.25/110.25 133.75/135.75  156.25/158.25  179.50/181.50
 1200  108.50/110.50 134.00/136.00  156.75/158.75  180.00/182.00
 1300  108.25/110.25 133.75/135.75  156.50/158.50  180.00/182.00
 1400  108.25/110.25 133.50/135.50  156.00/158.00  179.25/181.25
 1500  108.25/110.25 133.50/135.50  156.25/158.25  179.50/181.50
 1600  108.00/110.00 133.50/135.50  156.25/158.25  179.75/181.75
 1715  108.25/110.25 133.75/135.75  156.75/158.75  180.25/182.25
                        (Closing Feb 7)
 1715  109.75/111.75 135.25/137.25  158.00/160.00  181.50/183.50
----------------------------------------------------------------
 TIME      OCT            NOV            DEC           JAN
----------------------------------------------------------------
 1000 202.75/204.75  224.75/226.75  249.00/251.00  272.50/274.50
 1100 202.75/204.75  224.75/226.75  249.25/251.25  272.50/274.50
 1200 203.50/205.50  225.50/227.50  250.00/252.00  273.50/275.50
 1300 203.50/205.50  225.50/227.50  250.00/252.00  273.50/275.50
 1400 202.50/204.50  224.50/226.50  249.00/251.00  272.50/274.50
 1500 202.75/204.75  224.75/226.75  249.25/251.25  272.50/274.50
 1600 203.25/205.25  225.25/227.25  249.75/251.75  273.00/275.00
 1715 203.75/205.75  225.75/227.75  250.25/252.25  273.50/275.50
                        (Closing Feb 7)
 1715 205.00/207.00  227.00/229.00  251.50/253.50  275.00/277.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.07%    4.18%    4.21%       4.14%     4.10%   4.06%
 1100   4.07%    4.18%    4.22%       4.14%     4.10%   4.07%
 1200   4.10%    4.18%    4.22%       4.14%     4.11%   4.08%
 1300   4.05%    4.16%    4.20%       4.13%     4.10%   4.07%
 1400   4.06%    4.17%    4.21%       4.14%     4.11%   4.07%
 1500   4.07%    4.18%    4.22%       4.15%     4.11%   4.08%
 1600   4.08%    4.18%    4.21%       4.13%     4.09%   4.07%
 1715   4.07%    4.18%    4.21%       4.14%     4.10%   4.07%
                        (Closing Feb 7)
 1715   4.05%    4.17%    4.22%       4.15%     4.11%   4.08%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.03%    4.01%    3.99%       3.98%     3.97%   3.97%
 1100   4.03%    4.01%    3.99%       3.98%     3.97%   3.97%
 1200   4.05%    4.02%    4.01%       4.00%     3.99%   3.98%
 1300   4.04%    4.02%    4.01%       4.00%     3.99%   3.98%
 1400   4.04%    4.01%    4.00%       3.99%     3.98%   3.98%
 1500   4.05%    4.02%    4.01%       4.00%     3.99%   3.98%
 1600   4.04%    4.02%    4.01%       4.00%     3.99%   3.98%
 1715   4.05%    4.02%    4.01%       4.00%     3.99%   3.98%
                        (Closing Feb 7)
 1715   4.05%    4.03%    4.01%       4.00%     3.99%   3.98%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 71.3000/71.3100 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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