March 13, 2019 / 4:44 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Mar 13

             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 12)          
1000        01.00/02.50    00.50/01.25       00.50/01.25 
              02.62%          02.62%            02.62%
----------------------------------------------------------------
 TIME       MAR             APR           MAY          JUN
----------------------------------------------------------------
 1000   10.75/12.75    41.00/43.00    64.50/66.50   85.75/87.75
 1100   10.75/12.75    41.00/43.00    65.00/67.00   86.00/88.00
 1200   10.50/12.50    40.75/42.75    64.75/66.75   85.50/87.50
 1300   11.00/13.00    41.25/43.25    65.25/67.25   86.00/88.00
 1400   10.75/12.75    41.00/43.00    65.00/67.00   85.50/87.50
 1500   10.75/12.75    41.00/43.00    65.00/67.00   85.25/87.25
 1600   10.75/12.75    41.00/43.00    65.00/67.00   85.50/87.50
 1715   10.75/12.75    41.00/43.00    65.00/67.00   85.75/87.75
                        (Closing Mar 12)
 1715   11.25/13.25    41.25/43.25    65.00/67.00   85.25/87.25
----------------------------------------------------------------
 TIME       JUL            AUG           SEP           OCT
----------------------------------------------------------------
 1000  109.75/111.75 130.75/132.75  152.75/154.75  174.75/176.75
 1100  109.75/111.75 130.75/132.75  152.75/154.75  174.75/176.75
 1200  109.25/111.25 130.75/132.75  152.50/154.50  174.25/176.25
 1300  109.75/111.75 131.00/133.00  152.50/154.50  174.00/176.00
 1400  109.00/111.00 130.00/132.00  151.25/153.25  172.50/174.50
 1500  109.00/111.00 130.00/132.00  151.50/153.50  173.00/175.00
 1600  109.00/111.00 130.25/132.25  151.75/153.75  173.25/175.25
 1715  109.50/111.50 130.75/132.75  152.00/154.00  173.50/175.50
                        (Closing Mar 12)
 1715  108.75/110.75 130.00/132.00  151.50/153.50  173.00/175.00
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 TIME      NOV            DEC            JAN           FEB
----------------------------------------------------------------
 1000 195.50/197.50  218.00/220.00  240.50/242.50  261.00/263.00
 1100 195.50/197.50  218.00/220.00  240.50/242.50  261.00/263.00
 1200 194.75/196.75  217.25/219.25  239.50/241.50  259.50/261.50
 1300 194.25/196.25  216.75/218.75  239.00/241.00  259.00/261.00
 1400 192.75/194.75  215.00/217.00  237.00/239.00  257.00/259.00
 1500 193.25/195.25  215.75/217.75  238.00/240.00  258.00/260.00
 1600 193.75/195.75  216.25/218.25  238.50/240.50  258.50/260.50
 1715 194.00/196.00  216.50/218.50  238.75/240.75  259.00/261.00
                        (Closing Mar 12)
 1715 193.50/195.50  216.00/218.00  238.50/240.50  258.50/260.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.70%    4.58%    4.37%       4.26%     4.15%   4.07%
 1100   4.70%    4.60%    4.39%       4.26%     4.15%   4.07%
 1200   4.66%    4.59%    4.37%       4.24%     4.14%   4.07%
 1300   4.75%    4.63%    4.40%       4.26%     4.16%   4.07%
 1400   4.71%    4.61%    4.38%       4.24%     4.13%   4.05%
 1500   4.71%    4.62%    4.37%       4.24%     4.13%   4.05%
 1600   4.71%    4.62%    4.38%       4.25%     4.14%   4.06%
 1715   4.71%    4.61%    4.39%       4.26%     4.15%   4.07%
                        (Closing Mar 12)
 1715   4.61%    4.55%    4.33%       4.19%     4.10%   4.02%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.02%    3.99%    3.96%       3.94%     3.92%   3.92%
 1100   4.02%    3.98%    3.95%       3.93%     3.92%   3.92%
 1200   4.02%    3.98%    3.94%       3.92%     3.91%   3.90%
 1300   4.02%    3.97%    3.94%       3.91%     3.90%   3.90%
 1400   3.99%    3.94%    3.91%       3.89%     3.87%   3.87%
 1500   4.00%    3.95%    3.92%       3.90%     3.89%   3.89%
 1600   4.00%    3.96%    3.93%       3.91%     3.90%   3.90%
 1715   4.01%    3.97%    3.94%       3.92%     3.90%   3.90%
                        (Closing Mar 12)
 1715   3.97%    3.93%    3.90%       3.89%     3.88%   3.87%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.5350/69.5450 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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