April 16, 2019 / 4:41 AM / in a month

RPT-India fwd/annualised dlr premia-(close)-Apr 16

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        04.00/07.50     01.00/02.50        03.00/05.00
               03.50%          02.62%            03.94%
                              (Apr 15)          
1000        01.50/03.75     00.50/01.25        01.00/02.50
               02.63%          02.63%            02.63%
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000   07.00/09.00    36.50/38.50    60.50/62.50   87.50/89.50
 1100   06.00/08.00    34.50/36.50    57.50/59.50   84.00/86.00
 1200   06.25/08.25    34.75/36.75    58.00/60.00   84.25/86.25
 1300   06.50/08.50    35.00/37.00    58.00/60.00   84.50/86.50
 1400   06.50/08.50    34.50/36.50    57.50/59.50   84.00/86.00
 1500   06.50/08.50    35.50/37.50    58.50/60.50   85.00/87.00
 1600   06.50/08.50    35.50/37.50    58.50/60.50   84.50/86.50
 1715   07.00/09.00    36.00/38.00    59.00/61.00   85.50/87.50
                        (Closing Apr 15)
 1715   11.25/13.25    41.00/43.00    65.00/67.00   92.00/94.00
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 TIME       AUG            SEP           OCT           NOV
----------------------------------------------------------------
 1000  110.50/112.50 133.50/135.50  156.50/158.50  177.50/179.50
 1100  107.00/109.00 130.00/132.00  153.00/155.00  173.50/175.50
 1200  107.50/109.50 130.50/132.50  153.50/155.50  174.50/176.50
 1300  107.50/109.50 130.50/132.50  153.50/155.50  174.50/176.50
 1400  107.00/109.00 130.00/132.00  153.00/155.00  174.00/176.00
 1500  108.00/110.00 131.00/133.00  154.00/156.00  175.00/177.00
 1600  107.50/109.50 130.50/132.50  153.50/155.50  174.50/176.50
 1715  109.00/111.00 132.00/134.00  155.00/157.00  176.50/178.50
                        (Closing Apr 15)
 1715  115.50/117.50 139.00/141.00  162.00/164.00  183.00/185.00
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 TIME      DEC            JAN            FEB           MAR
---------------------------------------------------------------
 1000 200.50/202.50  222.50/224.50  243.00/245.00  266.00/268.00
 1100 196.50/198.50  218.50/220.50  239.00/241.00  262.00/264.00
 1200 197.50/199.50  219.50/221.50  240.00/242.00  263.00/265.00
 1300 197.50/199.50  220.00/222.00  240.50/242.50  264.00/266.00
 1400 197.50/199.50  220.00/222.00  241.00/243.00  264.00/266.00
 1500 198.50/200.50  221.00/223.00  242.00/244.00  265.50/267.50
 1600 198.00/200.00  220.50/222.50  241.50/243.50  265.00/267.00
 1715 200.00/202.00  222.50/224.50  243.50/245.50  267.00/269.00
                        (Closing Apr 15)
 1715 206.00/208.00  228.50/230.50  249.00/251.00  272.00/274.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.06%    4.84%    4.68%       4.53%     4.41%   4.33%
 1100   4.77%    4.60%    4.49%       4.38%     4.29%   4.23%
 1200   4.81%    4.64%    4.50%       4.40%     4.30%   4.24%
 1300   4.85%    4.64%    4.51%       4.40%     4.30%   4.24%
 1400   4.78%    4.60%    4.48%       4.38%     4.28%   4.22%
 1500   4.91%    4.68%    4.54%       4.42%     4.32%   4.25%
 1600   4.91%    4.68%    4.52%       4.40%     4.30%   4.23%
 1715   5.00%    4.72%    4.57%       4.46%     4.35%   4.28%
                        (Closing Apr 15)
 1715   5.17%    4.95%    4.76%       4.61%     4.50%   4.41%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.25%    4.19%    4.14%       4.11%     4.08%   4.10%
 1100   4.16%    4.11%    4.07%       4.04%     4.02%   4.04%
 1200   4.18%    4.13%    4.08%       4.06%     4.03%   4.05%
 1300   4.18%    4.13%    4.09%       4.07%     4.05%   4.07%
 1400   4.16%    4.12%    4.09%       4.07%     4.05%   4.07%
 1500   4.19%    4.14%    4.11%       4.08%     4.07%   4.08%
 1600   4.17%    4.13%    4.10%       4.08%     4.06%   4.08%
 1715   4.22%    4.18%    4.14%       4.11%     4.09%   4.11%
                        (Closing Apr 15)
 1715   4.32%    4.26%    4.20%       4.17%     4.14%   4.15%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.6000/69.6100 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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