March 11, 2019 / 4:43 AM / in 12 days

RPT-India fwd/annualised dlr premia-(close)-Mar 11

             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 
              02.61%          02.61%            02.61%
                              (Mar 8)          
1000        02.00/04.25    01.50/03.00       00.50/01.25 
              02.60%          02.60%            02.60%
----------------------------------------------------------------
 TIME       MAR             APR           MAY          JUN
----------------------------------------------------------------
 1000   12.50/14.50    43.75/45.75    67.50/69.50   89.00/91.00
 1100   12.50/14.50    43.25/45.25    67.00/69.00   88.00/90.00
 1200   12.00/14.00    43.00/45.00    66.50/68.50   87.50/89.50
 1300   12.25/14.25    43.00/45.00    66.75/68.75   87.50/89.50
 1400   12.50/14.50    43.25/45.25    67.25/69.25   88.25/90.25
 1500   12.50/14.50    43.00/45.00    67.00/69.00   88.00/90.00
 1600   12.50/14.50    42.75/44.75    66.50/68.50   87.25/89.25
 1715   12.25/14.25    42.25/44.25    65.50/67.50   86.00/88.00
                        (Closing Mar 8)
 1715   13.25/15.25    44.75/46.75    69.00/71.00   90.25/92.25
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 TIME       JUL            AUG           SEP           OCT
----------------------------------------------------------------
 1000  113.25/115.25 135.00/137.00  157.50/159.50  180.00/182.00
 1100  112.25/114.25 133.75/135.75  156.00/158.00  178.25/180.25
 1200  111.75/113.75 133.00/135.00  155.25/157.25  177.50/179.50
 1300  111.25/113.25 132.75/134.75  154.75/156.75  176.75/178.75
 1400  112.25/114.25 133.25/135.25  155.25/157.25  177.50/179.50
 1500  112.00/114.00 133.50/135.50  155.50/157.50  177.50/179.50
 1600  110.75/112.75 132.00/134.00  154.00/156.00  176.00/178.00
 1715  109.75/111.75 130.75/132.75  152.50/154.50  174.25/176.25
                        (Closing Mar 8)
 1715  114.75/116.75 136.75/138.75  159.25/161.25  181.75/183.75
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 TIME      NOV            DEC            JAN           FEB
----------------------------------------------------------------
 1000 201.00/203.00  224.00/226.00  246.50/248.50  267.00/269.00
 1100 199.25/201.25  222.25/224.25  244.50/246.50  265.00/267.00
 1200 198.25/200.25  221.25/223.25  243.50/245.50  264.00/266.00
 1300 197.50/199.50  220.50/222.50  242.75/244.75  263.00/265.00
 1400 198.50/200.50  221.50/223.50  244.00/246.00  264.50/266.50
 1500 198.25/200.25  221.25/223.25  243.75/245.75  264.00/266.00
 1600 196.75/198.75  219.75/221.75  242.00/244.00  262.50/264.50
 1715 194.75/196.75  217.50/219.50  239.75/241.75  260.00/262.00
                        (Closing Mar 8)
 1715 202.75/204.75  225.75/227.75  248.50/250.50  269.00/271.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.76%    4.68%    4.46%       4.32%     4.22%   4.15%
 1100   4.72%    4.64%    4.41%       4.27%     4.18%   4.11%
 1200   4.66%    4.61%    4.38%       4.25%     4.16%   4.08%
 1300   4.68%    4.62%    4.39%       4.24%     4.15%   4.08%
 1400   4.72%    4.64%    4.42%       4.27%     4.17%   4.09%
 1500   4.70%    4.63%    4.41%       4.27%     4.17%   4.10%
 1600   4.68%    4.60%    4.38%       4.23%     4.13%   4.06%
 1715   4.62%    4.54%    4.32%       4.18%     4.09%   4.02%
                        (Closing Mar 8)
 1715   4.70%    4.69%    4.47%       4.33%     4.23%   4.16%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.10%    4.06%    4.03%       4.00%     3.98%   3.97%
 1100   4.05%    4.02%    3.99%       3.97%     3.95%   3.94%
 1200   4.03%    4.00%    3.97%       3.95%     3.93%   3.93%
 1300   4.02%    3.98%    3.96%       3.94%     3.92%   3.91%
 1400   4.03%    4.00%    3.98%       3.95%     3.94%   3.93%
 1500   4.04%    4.00%    3.97%       3.95%     3.94%   3.93%
 1600   4.00%    3.97%    3.95%       3.93%     3.91%   3.91%
 1715   3.97%    3.93%    3.91%       3.89%     3.88%   3.87%
                        (Closing Mar 8)
 1715   4.10%    4.06%    4.03%       4.00%     3.99%   3.98%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.8800/69.8900 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
ank, Indusind Bank, Bank of  India, Union Bank of India, Axis Bank,State Bank Of India, Central
ank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com 
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