April 15, 2019 / 4:39 AM / in 8 days

RPT-India fwd/annualised dlr premia-(close)-Apr 15

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.50/03.75     00.50/01.25        01.00/02.50
               02.63%          02.63%            02.63%
                              (Apr 12)          
1000        02.00/05.00     01.50/03.50        00.50/01.50
               02.64%          02.64%            02.64%
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000   12.50/14.50    43.50/45.50    68.50/70.50   96.00/98.00
 1100   11.50/13.50    41.50/43.50    66.50/68.50   94.00/96.00
 1200   11.50/13.50    41.50/43.50    66.00/68.00   93.00/95.00
 1300   11.50/13.50    41.50/43.50    66.00/68.00   93.00/95.00
 1400   11.50/13.50    41.50/43.50    65.50/67.50   92.50/94.50
 1500   11.50/13.50    41.00/43.00    65.00/67.00   92.00/94.00
 1600   11.25/13.25    41.00/43.00    65.00/67.00   92.00/94.00
 1715   11.25/13.25    41.00/43.00    65.00/67.00   92.00/94.00
                        (Closing Apr 12)
 1715   14.00/16.00    44.00/46.00    68.50/70.50   96.00/98.00
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 TIME       AUG            SEP           OCT           NOV
----------------------------------------------------------------
 1000  120.50/122.50 145.00/147.00  169.00/171.00  191.00/193.00
 1100  118.00/120.00 142.00/144.00  166.00/168.00  187.50/189.50
 1200  117.00/119.00 141.00/143.00  164.50/166.50  186.00/188.00
 1300  117.00/119.00 141.00/143.00  164.50/166.50  186.00/188.00
 1400  116.00/118.00 139.50/141.50  163.00/165.00  184.50/186.50
 1500  116.00/118.00 139.50/141.50  163.00/165.00  184.50/186.50
 1600  115.50/117.50 139.00/141.00  162.00/164.00  183.00/185.00
 1715  115.50/117.50 139.00/141.00  162.00/164.00  183.00/185.00
                        (Closing Apr 12)
 1715  120.00/122.00 144.00/146.00  168.00/170.00  189.50/191.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB           MAR
---------------------------------------------------------------
 1000 214.50/216.50  237.50/239.50  258.50/260.50  282.00/284.00
 1100 210.50/212.50  233.00/235.00  254.00/256.00  277.00/279.00
 1200 209.00/211.00  231.50/233.50  252.50/254.50  276.00/278.00
 1300 209.00/211.00  231.50/233.50  252.50/254.50  276.00/278.00
 1400 207.50/209.50  230.00/232.00  250.50/252.50  273.50/275.50
 1500 207.50/209.50  230.00/232.00  250.50/252.50  273.50/275.50
 1600 206.00/208.00  228.50/230.50  249.00/251.00  272.00/274.00
 1715 206.00/208.00  228.50/230.50  249.00/251.00  272.00/274.00
                        (Closing Apr 12)
 1715 212.50/214.50  235.00/237.00  256.00/258.00  279.00/281.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.51%    5.23%    4.98%       4.82%     4.70%   4.60%
 1100   5.25%    5.06%    4.88%       4.72%     4.61%   4.52%
 1200   5.25%    5.03%    4.83%       4.68%     4.57%   4.48%
 1300   5.25%    5.04%    4.83%       4.68%     4.57%   4.49%
 1400   5.24%    5.00%    4.80%       4.64%     4.52%   4.44%
 1500   5.19%    4.96%    4.77%       4.63%     4.52%   4.44%
 1600   5.17%    4.95%    4.76%       4.61%     4.50%   4.41%
 1715   5.17%    4.95%    4.76%       4.61%     4.50%   4.41%
                        (Closing Apr 12)
 1715   5.36%    5.10%    4.90%       4.75%     4.63%   4.54%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.52%    4.44%    4.38%       4.34%     4.30%   4.30%
 1100   4.44%    4.37%    4.30%       4.26%     4.23%   4.23%
 1200   4.41%    4.34%    4.27%       4.24%     4.21%   4.22%
 1300   4.41%    4.34%    4.27%       4.24%     4.21%   4.22%
 1400   4.37%    4.30%    4.24%       4.20%     4.17%   4.18%
 1500   4.37%    4.30%    4.24%       4.20%     4.17%   4.18%
 1600   4.33%    4.26%    4.20%       4.17%     4.14%   4.15%
 1715   4.32%    4.26%    4.20%       4.17%     4.14%   4.15%
                        (Closing Apr 12)
 1715   4.46%    4.39%    4.32%       4.28%     4.24%   4.24%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.4200/69.4300 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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