January 23, 2019 / 4:38 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 23

             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 
                02.56%          02.56%            02.56%               
                              (Jan 22)          
1000         01.00/02.50     00.50/01.25       00.50/01.25 
                02.56%          02.56%            02.56%               
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   04.00/06.00    26.00/28.00    48.75/50.75   77.75/79.75
 1100   04.00/06.00    25.75/27.75    48.75/50.75   77.75/79.75
 1200   04.00/06.00    25.75/27.75    48.75/50.75   77.75/79.75
 1300   03.75/05.25    25.75/27.75    48.50/50.50   77.50/79.50
 1400   04.00/05.50    25.75/27.75    48.50/50.50   77.50/79.50 
 1500   04.00/05.50    25.75/27.75    48.50/50.50   77.50/79.50 
 1600   04.00/05.50    25.75/27.75    48.50/50.50   77.75/79.75
 1715   04.00/05.50    25.75/27.75    48.75/50.75   78.00/80.00
                       (Closing Jan 22)
 1715   04.75/06.25    26.75/28.75    49.50/51.50   78.75/80.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  101.50/103.50  123.50/125.50 149.50/151.50  172.75/174.75
 1100  101.75/103.75  123.75/125.75 149.75/151.75  172.75/174.75
 1200  101.75/103.75  123.75/125.75 149.75/151.75  172.75/174.75
 1300  101.50/103.50  123.50/125.50 149.50/151.50  172.50/174.50
 1400  101.50/103.50  123.50/125.50 149.50/151.50  172.50/174.50
 1500  101.50/103.50  123.50/125.50 149.50/151.50  172.50/174.50
 1600  101.75/103.75  123.75/125.75 149.75/151.75  173.00/175.00
 1715  102.00/104.00  124.00/126.00 150.00/152.00  173.25/175.25
                       (Closing Jan 22)
 1715  102.75/104.75  124.75/126.75 150.75/152.75  174.00/176.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 196.50/198.50  220.25/222.25  242.25/244.25  266.50/268.50
 1100 196.50/198.50  220.25/222.25  242.25/244.25  266.50/268.50
 1200 196.50/198.50  220.25/222.25  242.25/244.25  266.50/268.50
 1300 196.25/198.25  220.00/222.00  242.00/244.00  266.50/268.50
 1400 196.25/198.25  220.00/222.00  242.00/244.00  266.50/268.50
 1500 196.25/198.25  220.00/222.00  242.00/244.00  266.50/268.50
 1600 197.00/199.00  221.00/223.00  243.00/245.00  267.50/269.50
 1715 197.25/199.25  221.25/223.25  243.50/245.50  268.00/270.00 
                       (Closing Jan 22)
 1715 198.00/200.00  222.00/224.00  244.00/246.00  268.50/270.50
--------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.07%    4.05%    4.23%      4.18%     4.15%   4.13%
 1100   4.04%    4.05%    4.23%      4.19%     4.15%   4.14%
 1200   4.04%    4.05%    4.23%      4.19%     4.15%   4.14%
 1300   4.03%    4.03%    4.21%      4.17%     4.14%   4.13%
 1400   4.03%    4.02%    4.21%      4.17%     4.14%   4.12%
 1500   4.03%    4.02%    4.21%      4.17%     4.14%   4.12%
 1600   4.03%    4.02%    4.22%      4.18%     4.15%   4.13%
 1715   4.03%    4.04%    4.23%      4.19%     4.16%   4.13%
                       (Closing Jan 22)
 1715   4.05%    4.03%    4.22%      4.19%     4.15%   4.13%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.11%    4.08%    4.07%      4.05%     4.03%   4.02%
 1100   4.11%    4.09%    4.07%      4.05%     4.04%   4.03%
 1200   4.11%    4.09%    4.07%      4.05%     4.04%   4.03%
 1300   4.10%    4.08%    4.06%      4.04%     4.03%   4.02%
 1400   4.10%    4.07%    4.06%      4.04%     4.03%   4.02%
 1500   4.10%    4.08%    4.06%      4.04%     4.03%   4.02%
 1600   4.10%    4.09%    4.07%      4.06%     4.04%   4.03%
 1715   4.11%    4.09%    4.08%      4.06%     4.05%   4.04%
                       (Closing Jan 22)
 1715   4.10%    4.09%    4.07%      4.05%     4.04%   4.03%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 71.3350/71.3450 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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