May 7, 2019 / 4:45 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-May 7

             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
               02.63%          02.63%            02.63%
                              (May 6)          
1000        01.00/02.50     00.50/01.25        00.50/01.25
               02.63%          02.63%            02.63%
----------------------------------------------------------------
 TIME       MAY            JUN           JUL           AUG
----------------------------------------------------------------
 1000   18.00/20.00    43.00/45.00    71.00/73.00   95.50/97.50
 1100   18.00/20.00    43.00/45.00    71.00/73.00   96.00/98.00
 1200   18.25/20.25    43.00/45.00    71.00/73.00   96.00/98.00
 1300   18.00/20.00    42.50/44.50    71.00/73.00   96.00/98.00
 1400   18.00/20.00    42.50/44.50    70.50/72.50   95.50/97.50
 1500   18.00/20.00    42.50/44.50    70.50/72.50   95.50/97.50
 1600   18.00/20.00    42.50/44.50    70.50/72.50   95.00/97.00
 1715   17.50/19.50    42.00/44.00    70.00/72.00   94.50/96.50
                        (Closing May 6)
 1715   19.50/21.50    45.00/47.00    73.00/75.00   98.00/100.00
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 TIME       SEP           OCT           NOV           DEC
----------------------------------------------------------------
 1000  120.50/122.50 145.50/147.50  168.00/170.00  193.50/195.50
 1100  121.00/123.00 146.50/148.50  169.50/171.50  195.00/197.00
 1200  121.00/123.00 147.00/149.00  169.50/171.50  195.00/197.00
 1300  121.50/123.50 147.00/149.00  170.50/172.50  196.00/198.00
 1400  120.50/122.50 145.50/147.50  168.50/170.50  193.50/195.50
 1500  120.50/122.50 145.50/147.50  168.50/170.50  193.50/195.50
 1600  120.00/122.00 145.00/147.00  167.50/169.50  192.50/194.50
 1715  119.00/121.00 144.00/146.00  166.50/168.50  191.50/193.50
                        (Closing May 6)
 1715  123.00/125.00 148.00/150.00  171.00/173.00  196.50/198.50
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 TIME      JAN            FEB           MAR           APR
----------------------------------------------------------------
 1000 217.50/219.50  240.50/242.50  266.00/268.00  296.00/298.00
 1100 219.00/221.00  242.00/244.00  267.50/269.50  297.50/299.50
 1200 219.00/221.00  242.00/244.00  267.50/269.50  297.50/299.50
 1300 220.00/222.00  243.00/245.00  268.50/270.50  298.50/300.50
 1400 217.00/219.00  240.00/242.00  265.50/267.50  295.50/297.50
 1500 217.00/219.00  240.00/242.00  265.50/267.50  295.50/297.50
 1600 216.00/218.00  239.00/241.00  264.50/266.50  294.50/296.50
 1715 215.00/217.00  238.00/240.00  263.50/265.50  293.00/295.00
                        (Closing May 6)
 1715 220.50/222.50  243.50/245.50  269.00/271.00  299.00/301.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.59%    4.60%    4.54%       4.47%     4.43%   4.38%
 1100   4.59%    4.60%    4.55%       4.49%     4.45%   4.42%
 1200   4.62%    4.60%    4.55%       4.50%     4.46%   4.43%
 1300   4.57%    4.57%    4.55%       4.50%     4.47%   4.44%
 1400   4.56%    4.56%    4.52%       4.47%     4.43%   4.39%
 1500   4.56%    4.56%    4.52%       4.47%     4.43%   4.39%
 1600   4.56%    4.56%    4.51%       4.45%     4.41%   4.37%
 1715   4.48%    4.51%    4.48%       4.42%     4.37%   4.34%
                        (Closing May 6)
 1715   4.72%    4.70%    4.61%       4.54%     4.48%   4.44%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.35%    4.33%    4.31%       4.30%     4.32%   4.38%
 1100   4.39%    4.36%    4.33%       4.33%     4.35%   4.40%
 1200   4.39%    4.36%    4.34%       4.33%     4.35%   4.40%
 1300   4.42%    4.38%    4.36%       4.35%     4.36%   4.41%
 1400   4.36%    4.32%    4.30%       4.30%     4.32%   4.37%
 1500   4.36%    4.32%    4.30%       4.30%     4.31%   4.37%
 1600   4.33%    4.30%    4.28%       4.28%     4.30%   4.35%
 1715   4.31%    4.28%    4.26%       4.26%     4.28%   4.33%
                        (Closing May 6)
 1715   4.40%    4.37%    4.35%       4.34%     4.35%   4.40%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.4250/69.4350 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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