March 12, 2019 / 4:40 AM / 6 months ago

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

             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 
              02.62%          02.62%            02.62%
                             (Mar 11)          
1000        01.00/02.50    00.50/01.25       00.50/01.25 
              02.61%          02.61%            02.61%
----------------------------------------------------------------
 TIME       MAR             APR           MAY          JUN
----------------------------------------------------------------
 1000   11.25/13.25    40.50/42.50    63.50/65.50   83.75/85.75
 1100   11.25/13.25    40.75/42.75    64.25/66.25   84.50/86.50
 1200   11.00/13.00    40.50/42.50    63.75/65.75   84.00/86.00
 1300   11.25/13.25    40.75/42.75    64.00/66.00   84.25/86.25
 1400   11.00/13.00    40.50/42.50    63.75/65.75   84.00/86.00
 1500   11.00/13.00    40.50/42.50    63.75/65.75   84.00/86.00
 1600   11.00/13.00    40.50/42.50    64.25/66.25   84.75/86.75
 1715   11.25/13.25    41.25/43.25    65.00/67.00   85.25/87.25
                        (Closing Mar 11)
 1715   12.25/14.25    42.25/44.25    65.50/67.50   86.00/88.00
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 TIME       JUL            AUG           SEP           OCT
----------------------------------------------------------------
 1000  107.00/109.00 128.00/130.00  149.50/151.50  171.00/173.00
 1100  108.00/110.00 129.00/131.00  150.50/152.50  172.00/174.00
 1200  107.50/109.50 128.50/130.50  149.75/151.75  171.25/173.25
 1300  107.75/109.75 128.75/130.75  150.00/152.00  171.50/173.50
 1400  107.50/109.50 128.75/130.75  150.00/152.00  171.25/173.25
 1500  107.50/109.50 128.75/130.75  150.00/152.00  171.25/173.25
 1600  108.25/110.25 129.50/131.50  151.00/153.00  172.50/174.50
 1715  108.75/110.75 130.00/132.00  151.50/153.50  173.00/175.00
                        (Closing Mar 11)
 1715  109.75/111.75 130.75/132.75  152.50/154.50  174.25/176.25
----------------------------------------------------------------
 TIME      NOV            DEC            JAN           FEB
----------------------------------------------------------------
 1000 191.50/193.50  214.00/216.00  236.25/238.25  256.50/258.50
 1100 192.25/194.25  214.75/216.75  236.75/238.75  257.00/259.00
 1200 191.50/193.50  214.00/216.00  236.00/238.00  256.00/258.00
 1300 192.00/194.00  214.50/216.50  236.50/238.50  256.50/258.50
 1400 191.50/193.50  214.00/216.00  236.00/238.00  256.00/258.00
 1500 191.50/193.50  214.00/216.00  236.00/238.00  256.00/258.00
 1600 192.75/194.75  215.25/217.25  237.50/239.50  257.50/259.50
 1715 193.50/195.50  216.00/218.00  238.50/240.50  258.50/260.50
                        (Closing Mar 11)
 1715 194.75/196.75  217.50/219.50  239.75/241.75  260.00/262.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.55%    4.46%    4.25%       4.12%     4.04%   3.97%
 1100   4.57%    4.50%    4.29%       4.16%     4.07%   4.00%
 1200   4.53%    4.47%    4.27%       4.14%     4.05%   3.98%
 1300   4.58%    4.49%    4.28%       4.15%     4.06%   3.99%
 1400   4.54%    4.48%    4.27%       4.14%     4.06%   3.99%
 1500   4.54%    4.47%    4.27%       4.14%     4.06%   3.99%
 1600   4.53%    4.48%    4.30%       4.17%     4.08%   4.01%
 1715   4.61%    4.55%    4.33%       4.19%     4.10%   4.02%
                        (Closing Mar 11)
 1715   4.62%    4.54%    4.32%       4.18%     4.09%   4.02%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.92%    3.89%    3.87%       3.85%     3.85%   3.85%
 1100   3.95%    3.91%    3.88%       3.87%     3.85%   3.86%
 1200   3.93%    3.90%    3.87%       3.85%     3.84%   3.84%
 1300   3.94%    3.90%    3.88%       3.86%     3.85%   3.85%
 1400   3.94%    3.90%    3.87%       3.86%     3.85%   3.85%
 1500   3.94%    3.90%    3.87%       3.86%     3.85%   3.85%
 1600   3.96%    3.92%    3.89%       3.87%     3.86%   3.86%
 1715   3.97%    3.93%    3.90%       3.89%     3.88%   3.87%
                        (Closing Mar 11)
 1715   3.97%    3.93%    3.91%       3.89%     3.88%   3.87%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.7025/69.7125 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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