January 3, 2019 / 4:41 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 3

             Cash Spot        Cash Tom          Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/04.75      00.50/01.25       01.50/03.50
               02.59%          02.59%             02.59%             
                              (Jan 2)           
1000        01.00/02.50      00.50/01.25       00.50/01.25
               02.62%          02.62%             02.62%
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   17.50/19.50    38.75/40.75    60.75/62.75   89.75/91.75
 1100   18.00/19.50    38.75/40.75    60.50/62.50   89.50/91.50
 1200   17.50/19.50    39.00/41.00    61.00/63.00   90.00/92.00
 1300   17.50/19.50    39.00/41.00    61.00/63.00   90.00/92.00
 1400   17.50/19.50    39.00/41.00    60.75/62.75   89.75/91.75
 1500   17.50/19.50    38.75/40.75    60.75/62.75   90.00/92.00
 1600   17.75/19.25    38.75/40.75    60.50/62.50   89.50/91.50
 1715   17.50/19.50    38.75/40.75    60.75/62.75   89.75/91.75
                       (Closing Jan 2)
 1715   19.50/21.50    40.50/42.50    62.25/64.25   91.00/93.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  112.75/114.75  133.75/135.75 158.75/160.75  181.25/183.25
 1100  112.50/114.50  133.75/135.75 159.00/161.00  181.50/183.50
 1200  113.25/115.25  134.50/136.50 159.50/161.50  181.50/183.50
 1300  113.25/115.25  134.50/136.50 159.50/161.50  181.50/183.50
 1400  112.75/114.75  134.00/136.00 159.25/161.25  181.50/183.50
 1500  113.00/115.00  134.25/136.25 159.25/161.25  181.50/183.50
 1600  112.50/114.50  133.75/135.75 159.00/161.00  181.00/183.00
 1715  113.00/115.00  134.25/136.25 159.25/161.25  181.50/183.50
                       (Closing Jan 2)
 1715  114.00/116.00  135.00/137.00 160.00/162.00  182.25/184.25
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 204.25/206.25  227.25/229.25  248.50/250.50  272.00/274.00
 1100 204.50/206.50  227.50/229.50  249.00/251.00  272.50/274.50
 1200 204.50/206.50  227.50/229.50  249.00/251.00  272.50/274.50
 1300 204.50/206.50  227.50/229.50  249.00/251.00  272.50/274.50
 1400 204.50/206.50  227.50/229.50  249.00/251.00  272.50/274.50
 1500 204.50/206.50  227.50/229.50  249.00/251.00  272.50/274.50
 1600 204.00/206.00  227.00/229.00  248.50/250.50  272.00/274.00
 1715 204.50/206.50  227.50/229.50  249.00/251.00  272.50/274.50
                       (Closing Jan 2)
 1715 205.25/207.25  228.25/230.25  249.50/251.50  273.00/275.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.98%    3.96%    4.03%      4.14%     4.08%   4.05%
 1100   4.01%    3.95%    4.01%      4.13%     4.07%   4.05%
 1200   3.99%    3.98%    4.05%      4.16%     4.11%   4.08%
 1300   4.00%    3.98%    4.05%      4.16%     4.11%   4.08%
 1400   4.00%    3.99%    4.04%      4.15%     4.10%   4.07%
 1500   3.99%    3.97%    4.05%      4.16%     4.10%   4.08%
 1600   4.00%    3.97%    4.03%      4.15%     4.09%   4.07%
 1715   3.99%    3.97%    4.05%      4.16%     4.11%   4.08%
                       (Closing Jan 2)
 1715   3.94%    3.92%    3.97%      4.11%     4.06%   4.04%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.03%    4.01%    4.00%      3.98%     3.96%   3.95%
 1100   4.04%    4.01%    4.00%      3.98%     3.97%   3.95%
 1200   4.05%    4.02%    4.00%      3.99%     3.97%   3.96%
 1300   4.05%    4.02%    4.00%      3.99%     3.97%   3.96%
 1400   4.06%    4.03%    4.01%      3.99%     3.98%   3.96%
 1500   4.05%    4.03%    4.01%      3.99%     3.98%   3.96%
 1600   4.05%    4.02%    4.00%      3.99%     3.98%   3.96%
 1715   4.06%    4.03%    4.01%      4.00%     3.98%   3.97%
                       (Closing Jan 2)
 1715   4.02%    4.00%    3.99%      3.97%     3.96%   3.94%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.1900/70.2000 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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