January 1, 2019 / 4:52 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 1

             Cash Spot        Cash Tom          Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000            N/A              N/A           00.50/01.25
                N/A              N/A              02.62% 
                              (Dec 31)           
1000        01.00/02.50      01.00/02.50           N/A    
               02.61%           02.61%             N/A   
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   20.25/22.25    41.50/43.50    63.25/65.25   92.75/94.75
 1100   20.50/22.50    41.25/43.25    62.75/64.75   92.00/94.00
 1200   20.50/22.50    41.25/43.25    62.75/64.75   91.75/93.75
 1300   20.50/22.50    41.25/43.25    62.75/64.75   91.25/93.25
 1400   20.25/22.25    41.25/43.25    63.00/65.00   91.50/93.50
 1500   20.50/22.50    41.25/43.25    62.75/64.75   91.25/93.25
 1600   20.25/22.25    41.25/43.25    63.00/65.00   91.50/93.50
 1715   20.25/22.25    41.25/43.25    63.00/65.00   91.50/93.50
                       (Closing Dec 31)
 1715   21.00/23.00    42.00/44.00    63.50/65.50   93.00/95.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  115.00/117.00  135.75/137.75 160.75/162.75  182.75/184.75
 1100  114.50/116.50  135.50/137.50 160.50/162.50  182.50/184.50
 1200  114.25/116.25  135.25/137.25 160.25/162.25  182.25/184.25
 1300  113.75/115.75  134.50/136.50 159.50/161.50  181.50/183.50
 1400  114.00/116.00  134.50/136.50 159.25/161.25  181.25/183.25
 1500  114.00/116.00  134.75/136.75 159.50/161.50  181.50/183.50
 1600  114.00/116.00  134.50/136.50 159.25/161.25  181.25/183.25
 1715  114.00/116.00  134.50/136.50 159.25/161.25  181.25/183.25
                       (Closing Dec 31)
 1715  115.50/117.50  136.50/138.50 161.50/163.50  183.50/185.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 205.50/207.50  228.25/230.25  249.25/251.25  272.50/274.50
 1100 205.25/207.25  228.00/230.00  249.00/251.00  272.50/274.50
 1200 204.75/206.75  227.50/229.50  248.50/250.50  272.00/274.00
 1300 204.00/206.00  226.50/228.50  247.50/249.50  271.00/273.00
 1400 204.00/206.00  226.75/228.75  247.75/249.75  271.00/273.00
 1500 204.00/206.00  226.50/228.50  247.50/249.50  271.00/273.00
 1600 204.00/206.00  226.75/228.75  247.75/249.75  271.00/273.00
 1715 203.75/205.75  226.25/228.25  247.25/249.25  270.50/272.50
                        (Closing Dec 31)
 1715 206.25/208.25  229.00/231.00  250.00/252.00  273.50/275.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.97%    3.97%    4.01%      4.18%     4.10%   4.06%
 1100   4.00%    3.95%    3.98%      4.15%     4.08%   4.06%
 1200   4.00%    3.94%    3.97%      4.14%     4.07%   4.05%
 1300   4.00%    3.95%    3.97%      4.12%     4.06%   4.03%
 1400   3.97%    3.95%    3.98%      4.13%     4.06%   4.03%
 1500   4.01%    3.95%    3.97%      4.12%     4.07%   4.04%
 1600   3.97%    3.95%    3.99%      4.13%     4.07%   4.03%
 1715   3.98%    3.96%    4.00%      4.15%     4.08%   4.04%
                       (Closing Dec 31)
 1715   3.96%    3.94%    3.96%      4.16%     4.09%   4.06%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.05%    4.02%    4.00%      3.98%     3.97%   3.95%
 1100   4.04%    4.02%    4.04%      3.98%     3.97%   3.95%
 1200   4.03%    4.01%    3.99%      3.97%     3.96%   3.95%
 1300   4.02%    4.00%    3.97%      3.96%     3.94%   3.93%
 1400   4.01%    3.99%    3.97%      3.96%     3.95%   3.93%
 1500   4.02%    4.00%    3.98%      3.96%     3.94%   3.93%
 1600   4.01%    3.99%    3.98%      3.96%     3.95%   3.94%
 1715   4.03%    4.00%    3.98%      3.97%     3.95%   3.94%
                       (Closing Dec 31)
 1715   4.05%    4.02%    4.00%      3.98%     3.97%   3.95%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 69.4475/69.4575 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
Bank, 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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