April 26, 2019 / 4:52 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 26

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        04.00/07.00     03.00/04.50        01.00/02.50
               03.47%          03.90%            02.60%
                              (Apr 25)          
1000        02.75/06.25     00.50/01.25        02.25/05.00
               02.87%          02.60%            02.93%
----------------------------------------------------------------
 TIME       MAY            JUN           JUL           AUG
----------------------------------------------------------------
 1000   28.00/30.00    52.50/54.50    79.00/81.00  103.00/105.00
 1100   28.50/30.50    53.50/55.50    80.00/82.00  104.50/106.50
 1200   28.50/30.50    53.50/55.50    80.00/82.00  104.00/106.00
 1300   28.00/30.00    53.50/55.50    80.00/82.00  104.00/106.00
 1400   27.50/29.50    52.50/54.50    79.00/81.00  103.00/105.00
 1500   27.50/29.50    52.50/54.50    78.50/80.50  102.00/104.00
 1600   27.50/29.50    52.00/54.00    78.50/80.50  102.00/104.00
 1715   27.00/29.00    51.50/53.50    78.00/80.00  101.50/103.50
                        (Closing Apr 25)
 1715   29.00/31.00    53.50/55.50    80.00/82.00  104.50/106.50
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 TIME       SEP           OCT           NOV           DEC
----------------------------------------------------------------
 1000  127.50/129.50 152.50/154.50  175.50/177.50  201.50/203.50
 1100  129.00/131.00 154.00/156.00  177.00/179.00  203.00/205.00
 1200  128.50/130.50 153.50/155.50  176.50/178.50  202.50/204.50
 1300  128.50/130.50 153.00/155.00  176.00/178.00  201.50/203.50
 1400  127.50/129.50 151.50/153.50  174.50/176.50  200.00/202.00
 1500  126.00/128.00 150.00/152.00  173.00/175.00  198.50/200.50
 1600  126.00/128.00 150.50/152.50  173.00/175.00  198.00/200.00
 1715  125.50/127.50 149.50/151.50  172.00/174.00  197.00/199.00
                        (Closing Apr 25)
 1715  129.00/131.00 154.00/156.00  177.00/179.00  203.00/205.00
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 TIME      JAN            FEB           MAR           APR
----------------------------------------------------------------
 1000 226.50/228.50  250.00/252.00  275.50/277.50  303.50/305.50
 1100 228.00/230.00  251.00/253.00  276.50/278.50  304.50/306.50
 1200 227.00/229.00  250.50/252.50  276.00/278.00  304.00/306.00
 1300 226.00/228.00  249.00/251.00  274.50/276.50  302.50/304.50
 1400 224.50/226.50  247.50/249.50  273.00/275.00  301.00/303.00
 1500 222.50/224.50  245.50/247.50  271.00/273.00  299.00/301.00
 1600 222.00/224.00  245.00/247.00  270.50/272.50  298.50/300.50
 1715 220.50/222.50  243.00/245.00  268.00/270.00  296.00/298.00
                        (Closing Apr 25)
 1715 228.00/230.00  251.50/253.50  277.00/279.00  305.00/307.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.14%    4.83%    4.61%       4.49%     4.42%   4.38%
 1100   5.24%    4.93%    4.68%       4.56%     4.48%   4.43%
 1200   5.23%    4.92%    4.67%       4.54%     4.46%   4.41%
 1300   5.16%    4.92%    4.67%       4.54%     4.45%   4.39%
 1400   5.07%    4.84%    4.62%       4.50%     4.42%   4.36%
 1500   5.08%    4.84%    4.59%       4.46%     4.38%   4.32%
 1600   5.07%    4.80%    4.59%       4.46%     4.38%   4.33%
 1715   4.99%    4.76%    4.57%       4.44%     4.36%   4.31%
                        (Closing Apr 25)
 1715   5.03%    4.80%    4.57%       4.49%     4.41%   4.38%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.35%    4.33%    4.32%       4.32%     4.31%   4.34%
 1100   4.39%    4.37%    4.35%       4.34%     4.33%   4.37%
 1200   4.38%    4.36%    4.33%       4.33%     4.32%   4.36%
 1300   4.36%    4.33%    4.31%       4.30%     4.29%   4.33%
 1400   4.33%    4.31%    4.28%       4.28%     4.28%   4.32%
 1500   4.30%    4.28%    4.25%       4.25%     4.25%   4.29%
 1600   4.29%    4.26%    4.24%       4.24%     4.24%   4.28%
 1715   4.27%    4.25%    4.21%       4.21%     4.20%   4.25%
                        (Closing Apr 25)
 1715   4.34%    4.33%    4.31%       4.32%     4.30%   4.34%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.0100/70.0200 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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