January 9, 2019 / 4:41 AM / in 6 months

RPT-India fwd/annualised dlr premia-(close)-Jan 9

             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
               02.59%          02.59%             02.59%             
                              (Jan 8)           
1000        01.00/02.50      00.50/01.25       00.50/01.25
               02.61%          02.61%             02.61%             
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   14.50/16.50    36.00/38.00    58.25/60.25   87.75/89.75
 1100   15.00/16.00    36.00/38.00    58.00/60.00   87.75/89.75
 1200   14.50/16.50    35.75/37.75    58.00/60.00   87.75/89.75
 1300   15.00/16.00    36.00/38.00    58.00/60.00   87.50/89.50
 1400   14.50/16.50    35.75/37.75    58.00/60.00   87.50/89.50
 1500   14.25/16.25    35.50/37.50    57.75/59.75   87.25/89.25
 1600   14.75/16.25    36.00/38.00    58.00/60.00   87.50/89.50
 1715   14.75/16.25    36.00/38.00    58.00/60.00   87.25/89.25
                       (Closing Jan 8)
 1715   15.00/17.00    36.50/38.50    58.75/60.75   88.25/90.25
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  111.25/113.25  132.75/134.75 158.25/160.25  181.00/183.00
 1100  111.25/113.25  132.75/134.75 158.25/160.25  181.00/183.00
 1200  111.25/113.25  132.75/134.75 158.25/160.25  181.00/183.00
 1300  110.75/112.75  132.25/134.25 157.75/159.75  180.50/182.50
 1400  111.00/113.00  132.50/134.50 158.00/160.00  180.50/182.50
 1500  110.75/112.75  132.00/134.00 157.50/159.50  180.00/182.00
 1600  111.00/113.00  132.50/134.50 158.00/160.00  181.00/183.00
 1715  110.75/112.75  132.25/134.25 157.75/159.75  180.50/182.50
                       (Closing Jan 8)
 1715  111.75/113.75  133.00/135.00 158.50/160.50  181.00/183.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 204.50/206.50  228.00/230.00  250.00/252.00  274.00/276.00
 1100 204.50/206.50  228.00/230.00  250.00/252.00  274.00/276.00
 1200 204.50/206.50  228.00/230.00  250.00/252.00  274.00/276.00
 1300 204.00/206.00  227.50/229.50  249.50/251.50  273.50/275.50
 1400 203.75/205.75  227.00/229.00  249.00/251.00  273.00/275.00
 1500 203.50/205.50  227.00/229.00  249.00/251.00  273.00/275.00
 1600 204.50/206.50  228.00/230.00  250.00/252.00  274.00/276.00
 1715 204.00/206.00  227.50/229.50  249.50/251.50  273.50/275.50
                        (Closing Jan 8)
 1715 204.25/206.25  227.50/229.50  249.50/251.50  273.50/275.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.01%    4.00%    4.11%      4.19%     4.15%   4.12%
 1100   4.01%    3.99%    4.10%      4.19%     4.15%   4.12%
 1200   3.99%    3.97%    4.09%      4.19%     4.14%   4.12%
 1300   4.01%    3.99%    4.09%      4.18%     4.13%   4.11%
 1400   3.98%    3.97%    4.08%      4.17%     4.13%   4.11%
 1500   3.94%    3.94%    4.07%      4.16%     4.12%   4.09%
 1600   3.99%    3.97%    4.08%      4.17%     4.12%   4.10%
 1715   4.00%    3.98%    4.08%      4.17%     4.12%   4.10%
                       (Closing Jan 8)
 1715   3.97%    3.98%    4.09%      4.20%     4.14%   4.12%
---------------------------------------------------------------
 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   4.10%    4.08%    4.06%      4.05%     4.04%   4.02%
 1200   4.10%    4.08%    4.06%      4.05%     4.03%   4.02%
 1300   4.09%    4.07%    4.05%      4.04%     4.03%   4.01%
 1400   4.08%    4.06%    4.04%      4.02%     4.01%   4.00%
 1500   4.07%    4.05%    4.04%      4.02%     4.02%   4.00%
 1600   4.08%    4.07%    4.05%      4.04%     4.03%   4.01%
 1715   4.08%    4.06%    4.05%      4.03%     4.02%   4.01%
                       (Closing Jan 8)
 1715   4.09%    4.07%    4.05%      4.04%     4.03%   4.01%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 70.4600/70.4700 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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