March 8, 2019 / 4:41 AM / 5 months ago

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

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
in IST)  
1000        02.00/04.25    01.50/03.00       00.50/01.25 
              02.60%          02.60%            02.60%
                              (Mar 7)          
1000        02.00/04.25    00.50/01.25       01.50/03.00 
              02.61%          02.61%            02.61%
----------------------------------------------------------------
 TIME       MAR             APR           MAY          JUN
----------------------------------------------------------------
 1000   13.50/15.50    45.00/47.00    69.25/71.25   90.75/92.75
 1100   13.50/15.50    45.25/47.25    69.50/71.50   91.00/93.00
 1200   13.25/15.25    45.00/47.00    69.25/71.25   90.75/92.75
 1300   13.25/15.25    44.75/46.75    68.75/70.75   90.25/92.25
 1400   13.50/15.50    44.75/46.75    68.50/70.50   90.00/92.00
 1500   13.50/15.50    44.75/46.75    68.50/70.50   89.50/91.50
 1600   13.50/15.50    44.75/46.75    68.50/70.50   89.50/91.50
 1715   13.25/15.25    44.75/46.75    69.00/71.00   90.25/92.25
                        (Closing Mar 7)
 1715   14.50/16.50    46.00/48.00    70.25/72.25   91.75/93.75
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 TIME       JUL            AUG           SEP           OCT
----------------------------------------------------------------
 1000  115.50/117.50 137.75/139.75  160.75/162.75  183.75/185.75
 1100  115.50/117.50 137.75/139.75  160.50/162.50  183.25/185.25
 1200  115.25/117.25 137.50/139.50  160.00/162.00  182.50/184.50
 1300  114.50/116.50 136.50/138.50  159.00/161.00  181.50/183.50
 1400  114.00/116.00 135.50/137.50  158.00/160.00  180.50/182.50
 1500  114.00/116.00 136.00/138.00  158.50/160.50  181.00/183.00
 1600  114.00/116.00 136.00/138.00  158.50/160.50  181.00/183.00
 1715  114.75/116.75 136.75/138.75  159.25/161.25  181.75/183.75
                        (Closing Mar 7)
 1715  116.50/118.50 138.75/140.75  161.75/163.75  184.75/186.75
----------------------------------------------------------------
 TIME      NOV            DEC            JAN           FEB
----------------------------------------------------------------
 1000 205.25/207.25  229.00/231.00  252.00/254.00  273.00/275.00
 1100 204.25/206.25  227.75/229.75  250.50/252.50  271.00/273.00
 1200 203.75/205.75  227.25/229.25  250.00/252.00  270.50/272.50
 1300 202.75/204.75  226.25/228.25  249.00/251.00  269.50/271.50
 1400 201.75/203.75  225.25/227.25  248.00/250.00  268.50/270.50
 1500 202.00/204.00  225.00/227.00  247.50/249.50  268.00/270.00
 1600 202.00/204.00  225.00/227.00  247.50/249.50  268.00/270.00
 1715 202.75/204.75  225.75/227.75  248.50/250.50  269.00/271.00
                        (Closing Mar 7)
 1715 206.25/208.25  230.00/232.00  253.00/255.00  274.00/276.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.74%    4.71%    4.49%       4.36%     4.26%   4.19%
 1100   4.77%    4.74%    4.51%       4.37%     4.26%   4.19%
 1200   4.73%    4.72%    4.50%       4.36%     4.26%   4.19%
 1300   4.71%    4.69%    4.47%       4.34%     4.23%   4.16%
 1400   4.75%    4.69%    4.47%       4.33%     4.22%   4.14%
 1500   4.74%    4.69%    4.45%       4.32%     4.22%   4.15%
 1600   4.74%    4.69%    4.45%       4.31%     4.22%   4.15%
 1715   4.70%    4.69%    4.47%       4.33%     4.23%   4.16%
                        (Closing Mar 7)
 1715   4.76%    4.73%    4.52%       4.38%     4.28%   4.21%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.14%    4.11%    4.08%       4.06%     4.04%   4.03%
 1100   4.14%    4.10%    4.07%       4.04%     4.02%   4.01%
 1200   4.12%    4.09%    4.06%       4.03%     4.01%   4.00%
 1300   4.10%    4.07%    4.04%       4.02%     4.00%   3.99%
 1400   4.09%    4.06%    4.03%       4.01%     4.00%   3.99%
 1500   4.10%    4.06%    4.03%       4.00%     3.99%   3.98%
 1600   4.10%    4.06%    4.03%       4.00%     3.98%   3.97%
 1715   4.10%    4.06%    4.03%       4.00%     3.99%   3.98%
                        (Closing Mar 7)
 1715   4.16%    4.12%    4.10%       4.07%     4.06%   4.05%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.1450/70.1550 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
ank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com 
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