January 16, 2019 / 4:46 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 16

            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
               02.57%          02.57%             02.57%             
                              (Jan 15)          
1000        01.00/02.50      00.50/01.25       00.50/01.25
               02.57%          02.57%             02.57%             
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   09.25/10.75    30.75/32.75    53.00/55.00   82.00/84.00
 1100   09.25/11.25    30.75/32.75    53.00/55.00   82.25/84.25
 1200   09.25/11.25    30.75/32.75    53.00/55.00   82.25/84.25
 1300   09.25/11.25    30.75/32.75    53.00/55.00   82.25/84.25
 1400   09.25/10.75    30.75/32.75    53.00/55.00   82.50/84.50
 1500   09.25/11.25    31.00/33.00    53.25/55.25   82.50/84.50
 1600   09.25/11.25    31.00/33.00    53.50/55.50   83.00/85.00
 1715   09.25/11.25    31.00/33.00    53.50/55.50   83.00/85.00
                        (Closing Jan 15)
 1715   10.00/12.00    31.50/33.50    53.75/55.75   83.00/85.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  105.25/107.25  127.00/129.00 152.50/154.50  175.00/177.00
 1100  105.75/107.75  127.25/129.25 152.75/154.75  175.50/177.50
 1200  106.00/108.00  127.75/129.75 153.25/155.25  176.00/178.00
 1300  106.00/108.00  127.75/129.75 153.25/155.25  176.00/178.00
 1400  106.00/108.00  128.00/130.00 153.75/155.75  176.25/178.25
 1500  106.25/108.25  128.00/130.00 153.50/155.50  176.50/178.50
 1600  106.75/108.75  128.50/130.50 154.00/156.00  177.00/179.00
 1715  106.75/108.75  128.50/130.50 154.00/156.00  177.00/179.00
                        (Closing Jan 15)
 1715  106.50/108.50  128.00/130.00 153.50/155.50  176.00/178.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 198.50/200.50  222.00/224.00  244.00/246.00  268.00/270.00
 1100 199.00/201.00  222.50/224.50  244.50/246.50  268.50/270.50
 1200 199.50/201.50  223.00/225.00  245.00/247.00  269.00/271.00
 1300 199.50/201.50  223.00/225.00  245.00/247.00  269.00/271.00
 1400 199.75/201.75  223.50/225.50  245.50/247.50  269.50/271.50
 1500 200.00/202.00  223.50/225.50  245.50/247.50  269.50/271.50
 1600 200.50/202.50  224.00/226.00  246.00/248.00  270.00/272.00
 1715 200.75/202.75  224.50/226.50  246.50/248.50  270.50/272.50
                        (Closing Jan 15)
 1715 199.50/201.50  223.00/225.00  245.00/247.00  269.00/271.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.98%    3.97%    4.12%      4.13%     4.09%   4.07%
 1100   3.99%    3.97%    4.12%      4.14%     4.10%   4.08%
 1200   3.98%    3.96%    4.12%      4.14%     4.11%   4.09%
 1300   3.98%    3.96%    4.12%      4.14%     4.11%   4.08%
 1400   3.97%    3.96%    4.13%      4.15%     4.11%   4.10%
 1500   4.01%    3.98%    4.13%      4.15%     4.12%   4.09%
 1600   4.01%    3.99%    4.16%      4.17%     4.13%   4.11%
 1715   4.00%    3.99%    4.15%      4.17%     4.13%   4.10%
                        (Closing Jan 15)
 1715   3.98%    3.97%    4.12%      4.15%     4.10%   4.08%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.05%    4.03%    4.01%      4.00%     3.99%   3.97%
 1100   4.05%    4.04%    4.02%      4.01%     3.99%   3.98%
 1200   4.06%    4.04%    4.02%      4.01%     4.00%   3.98%
 1300   4.06%    4.04%    4.02%      4.01%     3.99%   3.98%
 1400   4.07%    4.04%    4.03%      4.02%     4.00%   3.99%
 1500   4.07%    4.05%    4.03%      4.02%     4.00%   3.99%
 1600   4.08%    4.06%    4.04%      4.03%     4.01%   3.99%
 1715   4.08%    4.06%    4.04%      4.03%     4.01%   4.00%
                        (Closing Jan 15)
 1715   4.05%    4.03%    4.02%      4.00%     3.99%   3.98%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 71.2400/71.2500 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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