March 26, 2019 / 4:48 AM / a month ago

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

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/04.50    01.00/02.25       01.00/02.25 
              05.30%          05.30%            05.30%
                             (Mar 25)          
1000        01.75/03.25    01.00/01.75       00.75/01.50 
              04.62%          05.28%            03.96%
----------------------------------------------------------------
 TIME       MAR             APR           MAY          JUN
----------------------------------------------------------------
 1000   01.00/02.50    32.50/34.50    55.00/57.00   75.50/77.50
 1100   01.00/02.00    32.00/34.00    54.50/56.50   75.50/77.50
 1200   00.75/01.75    32.00/34.00    54.50/56.50   75.50/77.50
 1300   00.50/02.00    32.25/34.25    55.00/57.00   75.50/77.50
 1400   00.50/02.00    32.25/34.25    54.75/56.75   75.50/77.50
 1500   00.50/02.00    32.50/34.50    55.25/57.25   76.00/78.00
 1600   00.75/01.75    32.00/34.00    54.50/56.50   75.00/77.00
 1715   00.50/01.25    32.25/34.25    55.00/57.00   75.75/77.75
                        (Closing Mar 25)
 1715   02.25/03.25    34.00/36.00    56.75/58.75   77.25/79.25
----------------------------------------------------------------
 TIME       JUL            AUG           SEP           OCT
----------------------------------------------------------------
 1000  97.75/99.75  117.00/119.00  136.50/138.50  156.00/158.00
 1100  98.25/100.25 117.25/119.25  137.00/139.00  156.75/158.75
 1200  98.25/100.25 117.50/119.50  137.50/139.50  157.50/159.50
 1300  98.00/100.00 117.50/119.50  137.50/139.50  157.50/159.50
 1400  98.00/100.00 117.50/119.50  137.50/139.50  157.50/159.50
 1500  98.75/100.75 118.50/120.50  138.50/140.50  158.50/160.50
 1600  97.50/99.50  116.50/118.50  136.00/138.00  155.50/157.50
 1715  98.25/100.25 118.00/120.00  138.00/140.00  158.00/160.00
                        (Closing Mar 25)
 1715  99.50/101.50 119.00/121.00  138.75/140.75  158.50/160.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN           FEB
----------------------------------------------------------------
 1000 174.00/176.00  194.00/196.00  213.75/215.75  231.50/233.50
 1100 175.25/177.25  195.25/197.25  215.00/217.00  233.00/235.00
 1200 176.25/178.25  196.75/198.75  217.00/219.00  235.00/237.00
 1300 176.00/178.00  196.25/198.25  216.25/218.25  234.00/236.00
 1400 176.00/178.00  196.50/198.50  216.50/218.50  234.50/236.50
 1500 177.00/179.00  197.50/199.50  217.50/219.50  235.50/237.50
 1600 174.00/176.00  194.50/196.50  214.50/216.50  232.50/234.50
 1715 176.50/178.50  197.00/199.00  217.00/219.00  235.00/237.00
                        (Closing Mar 25)
 1715 176.75/178.75  197.00/199.00  216.75/218.75  234.50/236.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.39%    4.68%    4.41%       4.20%     4.05%   3.92%
 1100   5.30%    4.63%    4.40%       4.21%     4.05%   3.93%
 1200   5.30%    4.63%    4.41%       4.22%     4.06%   3.95%
 1300   5.34%    4.68%    4.41%       4.21%     4.06%   3.95%
 1400   5.34%    4.66%    4.41%       4.21%     4.06%   3.95%
 1500   5.38%    4.69%    4.43%       4.24%     4.09%   3.97%
 1600   5.30%    4.63%    4.38%       4.18%     4.03%   3.90%
 1715   5.34%    4.67%    4.42%       4.22%     4.08%   3.96%
                        (Closing Mar 25)
 1715   5.45%    4.74%    4.46%       4.23%     4.09%   3.97%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.84%    3.77%    3.72%       3.69%     3.66%   3.65%
 1100   3.85%    3.79%    3.74%       3.70%     3.68%   3.67%
 1200   3.88%    3.82%    3.77%       3.74%     3.71%   3.70%
 1300   3.88%    3.82%    3.76%       3.73%     3.70%   3.69%
 1400   3.88%    3.81%    3.77%       3.73%     3.70%   3.69%
 1500   3.90%    3.83%    3.78%       3.75%     3.72%   3.70%
 1600   3.83%    3.77%    3.73%       3.70%     3.67%   3.66%
 1715   3.89%    3.82%    3.78%       3.74%     3.71%   3.70%
                        (Closing Mar 25)
 1715   3.88%    3.81%    3.76%       3.72%     3.69%   3.68%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.8600/68.8700 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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