January 18, 2019 / 4:51 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 18

            Cash Spot        Cash Tom          Tom Next    
----------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/04.50      02.00/04.50           N/A     
               02.56%          02.56%              N/A               
                              (Jan 17)          
1000        02.50/05.75      00.50/01.25       02.00/04.50
               02.56%          02.56%             02.56%             
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   06.25/07.75    28.25/30.25    51.25/53.25   81.00/83.00
 1100   06.25/07.75    28.25/30.25    51.25/53.25   80.75/82.75
 1200   06.50/08.00    28.50/30.50    51.25/53.25   81.00/83.00
 1300   06.25/08.25    28.25/30.25    51.25/53.25   80.75/82.75
 1400   06.25/08.25    28.25/30.25    51.25/53.25   80.75/82.75
 1500   06.50/08.00    28.50/30.50    51.25/53.25   81.00/83.00
 1600   06.25/07.75    28.25/30.25    51.00/53.00   80.75/82.75
 1715   06.25/08.25    28.25/30.25    51.00/53.00   80.50/82.50
                        (Closing Jan 17)
 1715   06.25/08.25    28.25/30.25    51.00/53.00   80.50/82.50
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  105.00/107.00  127.00/129.00 153.00/155.00  176.25/178.25
 1100  104.75/106.75  126.75/128.75 152.75/154.75  175.75/177.75
 1200  104.75/106.75  126.75/128.75 152.75/154.75  175.75/177.75
 1300  104.75/106.75  126.75/128.75 152.75/154.75  175.75/177.75
 1400  104.75/106.75  126.75/128.75 152.75/154.75  175.75/177.75
 1500  104.50/106.50  126.75/128.75 152.75/154.75  176.00/178.00
 1600  104.25/106.25  126.50/128.50 152.50/154.50  175.50/177.50
 1715  104.50/106.50  126.50/128.50 152.50/154.50  175.75/177.75
                        (Closing Jan 17)
 1715  104.50/106.50  126.50/128.50 152.25/154.25  175.50/177.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 200.00/202.00  223.75/225.75  245.75/247.75  270.00/272.00
 1100 199.50/201.50  223.25/225.25  245.25/247.25  269.50/271.50
 1200 199.50/201.50  223.25/225.25  245.25/247.25  269.50/271.50
 1300 199.50/201.50  223.25/225.25  245.25/247.25  269.50/271.50
 1400 199.50/201.50  223.25/225.25  245.25/247.25  269.50/271.50
 1500 199.75/201.75  223.50/225.50  245.50/247.50  269.50/271.50
 1600 199.25/201.25  223.00/225.00  245.00/247.00  269.00/271.00
 1715 199.50/201.50  223.25/225.25  245.25/247.25  269.50/271.50
                         (Closing Jan 17)
 1715 199.00/201.00  222.50/224.50  244.50/246.50  268.50/270.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.05%    4.06%    4.25%      4.23%     4.19%   4.16%
 1100   4.05%    4.06%    4.24%      4.23%     4.18%   4.16%
 1200   4.09%    4.06%    4.25%      4.22%     4.18%   4.16%
 1300   4.06%    4.06%    4.24%      4.22%     4.18%   4.16%
 1400   4.06%    4.06%    4.24%      4.22%     4.18%   4.16%
 1500   4.09%    4.06%    4.25%      4.22%     4.17%   4.15%
 1600   4.05%    4.05%    4.24%      4.21%     4.17%   4.15%
 1715   4.06%    4.04%    4.22%      4.21%     4.17%   4.15%
                        (Closing Jan 17)
 1715   4.07%    4.05%    4.23%      4.22%     4.18%   4.15%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.14%    4.11%    4.09%      4.07%     4.06%   4.04%
 1100   4.13%    4.11%    4.09%      4.07%     4.05%   4.03%
 1200   4.13%    4.10%    4.08%      4.06%     4.05%   4.03%
 1300   4.13%    4.10%    4.09%      4.07%     4.05%   4.03%
 1400   4.13%    4.10%    4.08%      4.07%     4.05%   4.03%
 1500   4.13%    4.11%    4.09%      4.07%     4.05%   4.03%
 1600   4.12%    4.10%    4.08%      4.06%     4.04%   4.03%
 1715   4.12%    4.10%    4.08%      4.06%     4.05%   4.03%
                        (Closing Jan 17)
 1715   4.13%    4.10%    4.08%      4.06%     4.04%   4.03%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 71.1800/71.1900 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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