January 11, 2019 / 4:45 AM / in a month

RPT-India fwd/annualised dlr premia-(close)-Jan 11

            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
               02.59%          02.59%             02.59%             
                              (Jan 10)          
1000        02.00/04.75      00.50/01.25       01.50/03.50
               02.59%          02.59%             02.59%            
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   11.75/13.25    32.75/34.75    54.50/56.50   83.50/85.50
 1100   11.50/13.50    32.75/34.75    54.50/56.50   83.50/85.50
 1200   11.75/13.25    32.75/34.75    54.50/56.50   83.50/85.50
 1300   11.75/13.25    32.75/34.75    54.50/56.50   83.50/85.50
 1400   11.50/13.50    32.75/34.75    54.75/56.75   84.00/86.00
 1500   11.50/13.50    33.00/35.00    55.00/57.00   84.00/86.00
 1600   11.50/13.50    33.00/35.00    55.00/57.00   84.25/86.25
 1715   11.50/13.00    33.00/35.00    55.00/57.00   84.25/86.25
                       (Closing Jan 10)
 1715   12.50/14.00    34.00/36.00    56.00/58.00   85.50/87.50
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  106.75/108.75  128.25/130.25 153.75/155.75  176.00/178.00
 1100  106.75/108.75  128.00/130.00 153.25/155.25  175.75/177.75
 1200  107.00/109.00  128.50/130.50 154.00/156.00  176.50/178.50
 1300  107.00/109.00  128.50/130.50 154.00/156.00  176.50/178.50
 1400  107.50/109.50  129.00/131.00 154.50/156.50  177.00/179.00
 1500  107.50/109.50  128.75/130.75 154.00/156.00  176.50/178.50
 1600  107.75/109.75  129.25/131.25 154.50/156.50  177.00/179.00
 1715  107.75/109.75  129.00/131.00 154.25/156.25  176.75/178.75
                       (Closing Jan 10)
 1715  109.00/111.00  130.50/132.50 156.00/158.00  178.50/180.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 199.00/201.00  222.00/224.00  244.00/246.00  268.00/270.00
 1100 198.75/200.75  222.00/224.00  243.75/245.75  267.50/269.50
 1200 199.75/201.75  223.00/225.00  245.00/247.00  269.00/271.00
 1300 199.75/201.75  223.00/225.00  245.00/247.00  269.00/271.00
 1400 200.25/202.25  223.50/225.50  245.50/247.50  269.50/271.50
 1500 199.75/201.75  223.00/225.00  245.00/247.00  269.00/271.00
 1600 200.25/202.25  223.50/225.50  245.50/247.50  269.50/271.50
 1715 200.00/202.00  223.50/225.50  245.50/247.50  269.50/271.50
                       (Closing Jan 10)
 1715 201.75/203.75  225.00/227.00  247.00/249.00  271.00/273.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.99%    3.95%    4.08%      4.14%     4.09%   4.08%
 1100   3.99%    3.95%    4.08%      4.14%     4.09%   4.07%
 1200   3.99%    3.95%    4.08%      4.14%     4.10%   4.08%
 1300   3.99%    3.95%    4.08%      4.14%     4.10%   4.08%
 1400   3.99%    3.96%    4.10%      4.16%     4.11%   4.09%
 1500   4.01%    3.98%    4.11%      4.16%     4.11%   4.08%
 1600   4.01%    3.98%    4.11%      4.17%     4.12%   4.10%
 1715   3.99%    3.98%    4.12%      4.17%     4.12%   4.09%
                       (Closing Jan 10)
 1715   4.03%    4.01%    4.14%      4.19%     4.14%   4.12%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.06%    4.03%    4.01%      4.00%     3.99%   3.98%
 1100   4.04%    4.02%    4.01%      3.99%     3.98%   3.97%
 1200   4.06%    4.04%    4.02%      4.01%     4.00%   3.99%
 1300   4.06%    4.04%    4.02%      4.01%     4.00%   3.99%
 1400   4.07%    4.05%    4.03%      4.02%     4.00%   3.99%
 1500   4.06%    4.04%    4.02%      4.01%     4.00%   3.99%
 1600   4.07%    4.05%    4.03%      4.02%     4.00%   3.99%
 1715   4.07%    4.04%    4.03%      4.02%     4.01%   4.00%
                       (Closing Jan 10)
 1715   4.10%    4.07%    4.05%      4.03%     4.02%   4.01%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 70.4850/70.4950 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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