January 8, 2019 / 4:40 AM / in 3 months

RPT-India fwd/annualised dlr premia-(close)-Jan 8

             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
               02.61%          02.61%             02.61%             
                              (Jan 7)           
1000        01.00/02.50      00.50/01.25       00.50/01.25
               02.63%          02.63%             02.63%             
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   14.75/16.25    36.50/38.50    58.75/60.75   88.25/90.25
 1100   15.00/17.00    36.75/38.75    59.00/61.00   88.75/90.75
 1200   15.00/17.00    36.50/38.50    58.75/60.75   88.50/90.50
 1300   15.00/17.00    36.50/38.50    58.75/60.75   88.50/90.50
 1400   15.00/17.00    36.50/38.50    58.75/60.75   88.50/90.50
 1500   15.00/17.00    36.50/38.50    58.75/60.75   88.25/90.25
 1600   15.00/17.00    36.50/38.50    58.75/60.75   88.25/90.25
 1715   15.00/17.00    36.50/38.50    58.75/60.75   88.25/90.25
                       (Closing Jan 7)
 1715   15.75/17.75    37.50/39.50    59.75/61.75   89.25/91.25
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  111.75/113.75  133.00/135.00 158.25/160.25  180.75/182.75
 1100  112.25/114.25  133.75/135.75 159.00/161.00  181.75/183.75
 1200  112.00/114.00  133.50/135.50 159.00/161.00  181.75/183.75
 1300  112.00/114.00  133.50/135.50 159.00/161.00  181.75/183.75
 1400  112.00/114.00  133.50/135.50 158.75/160.75  181.50/183.50
 1500  111.50/113.50  132.75/134.75 158.00/160.00  181.00/183.00
 1600  111.75/113.75  133.00/135.00 158.50/160.50  181.00/183.00
 1715  111.75/113.75  133.00/135.00 158.50/160.50  181.00/183.00
                       (Closing Jan 7)
 1715  112.50/114.50  133.75/135.75 159.00/161.00  181.50/183.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 204.25/206.25  227.75/229.75  249.50/251.50  273.50/275.50
 1100 205.25/207.25  228.75/230.75  250.50/252.50  274.50/276.50
 1200 205.00/207.00  228.25/230.25  250.00/252.00  274.00/276.00
 1300 205.00/207.00  228.25/230.25  250.00/252.00  274.00/276.00
 1400 204.75/206.75  228.00/230.00  250.00/252.00  274.00/276.00
 1500 204.00/206.00  227.50/229.50  249.50/251.50  273.50/275.50
 1600 204.25/206.25  227.50/229.50  249.50/251.50  273.50/275.50
 1715 204.25/206.25  227.50/229.50  249.50/251.50  273.50/275.50
                        (Closing Jan 7)
 1715 204.75/206.75  228.00/230.00  249.75/251.75  273.50/275.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.93%    3.99%    4.10%      4.21%     4.15%   4.12%
 1100   3.99%    4.01%    4.12%      4.22%     4.17%   4.14%
 1200   3.98%    3.99%    4.11%      4.22%     4.16%   4.14%
 1300   3.99%    4.00%    4.11%      4.22%     4.17%   4.15%
 1400   3.98%    3.99%    4.10%      4.21%     4.16%   4.13%
 1500   3.98%    3.99%    4.10%      4.20%     4.14%   4.11%
 1600   3.97%    3.98%    4.09%      4.20%     4.15%   4.12%
 1715   3.97%    3.98%    4.09%      4.20%     4.14%   4.12%
                       (Closing Jan 7)
 1715   4.01%    4.03%    4.13%      4.23%     4.17%   4.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.10%    4.08%    4.06%      4.05%     4.04%   4.02%
 1100   4.11%    4.09%    4.08%      4.06%     4.05%   4.03%
 1200   4.12%    4.10%    4.08%      4.06%     4.04%   4.03%
 1300   4.12%    4.10%    4.08%      4.06%     4.05%   4.04%
 1400   4.11%    4.09%    4.07%      4.05%     4.04%   4.03%
 1500   4.09%    4.08%    4.06%      4.04%     4.04%   4.02%
 1600   4.09%    4.07%    4.05%      4.04%     4.03%   4.01%
 1715   4.09%    4.07%    4.05%      4.04%     4.03%   4.01%
                       (Closing Jan 7)
 1715   4.12%    4.10%    4.08%      4.06%     4.05%   4.03%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.2000/70.2100 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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