April 12, 2019 / 4:37 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 12

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/05.00     01.50/03.50        00.50/01.50
               02.64%          02.64%            02.64%
                              (Apr 11)          
1000        02.50/05.75     00.50/01.25        02.00/04.50
               03.30%          02.64%            03.52%
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000   14.25/17.25    44.75/47.75    70.00/73.00   98.50/101.50
 1100   14.75/17.75    45.25/48.25    70.25/73.25   98.25/101.25
 1200   13.50/16.50    43.25/46.25    68.75/71.75   96.75/99.75
 1300   14.50/16.50    44.50/46.50    69.00/71.00   97.00/99.00
 1400   14.50/16.50    44.50/46.50    69.00/71.00   97.00/99.00
 1500   14.00/17.00    44.50/47.50    70.00/73.00   98.00/101.00
 1600   14.50/16.50    45.00/47.00    69.50/71.50   97.00/99.00
 1715   14.00/16.00    44.00/46.00    68.50/70.50   96.00/98.00
                        (Closing Apr 11)
 1715   15.75/17.75    46.75/48.75    72.00/74.00  100.00/102.00
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 TIME       AUG            SEP           OCT           NOV
----------------------------------------------------------------
 1000  124.00/127.00 149.00/152.00  173.75/176.75  195.50/198.50
 1100  123.25/126.25 148.25/151.25  173.25/176.25  195.25/198.25
 1200  120.50/123.50 144.25/147.25  168.75/171.75  190.50/193.50
 1300  121.00/123.00 145.00/147.00  169.00/171.00  190.50/192.50
 1400  121.00/123.00 145.00/147.00  169.00/171.00  191.00/193.00
 1500  122.00/125.00 146.00/149.00  169.75/172.75  191.75/194.75
 1600  121.50/123.50 145.50/147.50  169.50/171.50  191.00/193.00
 1715  120.00/122.00 144.00/146.00  168.00/170.00  189.50/191.50
                        (Closing Apr 11)
 1715  125.00/127.00 149.50/151.50  174.00/176.00  196.00/198.00
----------------------------------------------------------------
 TIME      DEC            JAN            FEB           MAR
---------------------------------------------------------------
 1000 219.50/222.50  242.50/245.50  263.00/266.00  286.00/289.00
 1100 217.25/220.25  240.25/243.25  261.00/264.00  284.50/287.50
 1200 214.00/217.00  237.00/240.00  258.00/261.00  281.50/284.50
 1300 214.00/216.00  236.50/238.50  257.50/259.50  281.00/283.00
 1400 214.50/216.50  237.00/239.00  258.00/260.00  281.50/283.50
 1500 215.00/218.00  238.00/241.00  259.00/262.00  282.50/285.50
 1600 214.00/216.00  236.50/238.50  257.50/259.50  281.00/283.00
 1715 212.50/214.50  235.00/237.00  256.00/258.00  279.00/281.00
                        (Closing Apr 11)
 1715 220.00/222.00  243.00/245.00  264.00/266.00  288.00/290.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.54%    5.24%    5.05%       4.91%     4.80%   4.71%
 1100   5.63%    5.27%    5.05%       4.89%     4.78%   4.69%
 1200   5.33%    5.12%    4.95%       4.79%     4.65%   4.56%
 1300   5.44%    5.13%    4.94%       4.78%     4.65%   4.56%
 1400   5.45%    5.14%    4.94%       4.79%     4.66%   4.57%
 1500   5.49%    5.23%    5.03%       4.85%     4.71%   4.60%
 1600   5.49%    5.18%    4.96%       4.80%     4.68%   4.58%
 1715   5.36%    5.10%    4.90%       4.75%     4.63%   4.54%
                        (Closing Apr 11)
 1715   5.60%    5.30%    5.09%       4.92%     4.79%   4.70%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.61%    4.54%    4.47%       4.41%     4.36%   4.34%
 1100   4.60%    4.51%    4.43%       4.37%     4.33%   4.33%
 1200   4.48%    4.41%    4.35%       4.31%     4.28%   4.27%
 1300   4.47%    4.40%    4.34%       4.29%     4.26%   4.26%
 1400   4.48%    4.42%    4.36%       4.31%     4.27%   4.27%
 1500   4.51%    4.44%    4.38%       4.33%     4.30%   4.29%
 1600   4.49%    4.42%    4.35%       4.30%     4.27%   4.26%
 1715   4.46%    4.39%    4.32%       4.28%     4.24%   4.24%
                         (Closing Apr 11)
 1715   4.61%    4.53%    4.47%       4.41%     4.38%   4.37%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.1500/69.1600 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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