March 28, 2019 / 4:46 AM / in 23 days

RPT-India fwd/annualised dlr premia-(close)-Mar 28

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        11.00/17.50    01.00/02.50       10.00/15.00 
              11.64%          05.29%            13.22%
                             (Mar 27)          
1000        01.50/03.50    00.75/01.75       00.75/01.75 
              03.97%          03.97%            03.97%
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000   24.00/26.00    47.50/49.50    68.75/70.75   91.75/93.75
 1100   26.00/28.00    49.50/51.50    71.50/73.50   95.00/97.00
 1200   25.50/27.50    49.25/51.25    70.50/72.50   94.00/96.00
 1300   26.00/28.00    50.00/52.00    71.75/73.75   95.50/97.50
 1400   27.25/29.25    51.25/53.25    72.75/74.75   96.25/98.25
 1500   27.50/29.50    51.50/53.50    73.50/75.50   97.00/99.00
 1600   28.00/30.00    52.00/54.00    74.50/76.50   98.00/100.00
 1715   25.00/27.00    48.50/50.50    70.00/72.00   93.50/95.50
                          (Closing Mar 27)
 1715   36.00/38.00    59.50/61.50   80.50/82.50  103.50/105.50
----------------------------------------------------------------
 TIME       AUG            SEP           OCT           NOV
----------------------------------------------------------------
 1000 111.75/113.75  132.00/134.00  152.25/154.25  171.25/173.25
 1100 115.00/117.00  135.50/137.50  156.00/158.00  175.50/177.50
 1200 114.00/116.00  134.50/136.50  155.00/157.00  174.00/176.00
 1300 115.50/117.50  136.25/138.25  157.00/159.00  176.25/178.25
 1400 116.75/118.75  137.25/139.25  157.75/159.75  177.25/179.25
 1500 117.00/119.00  137.50/139.50  158.00/160.00  177.50/179.50
 1600 118.00/120.00  138.50/140.50  159.00/161.00  178.50/180.50
 1715 113.50/115.50  133.75/135.75  154.00/156.00  173.25/175.25
                        (Closing Mar 27)
 1715 123.50/125.50  143.50/145.50  163.50/165.50  182.50/184.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB           MAR
----------------------------------------------------------------
 1000 192.00/194.00  212.00/214.00  230.00/232.00  251.50/253.50
 1100 197.00/199.00  217.50/219.50  236.00/238.00  257.50/259.50
 1200 195.00/197.00  215.50/217.50  234.00/236.00  255.50/257.50
 1300 197.50/199.50  217.75/219.75  236.00/238.00  257.50/259.50
 1400 198.25/200.25  218.75/220.75  237.50/239.50  259.00/261.00
 1500 199.00/201.00  219.50/221.50  238.00/240.00  259.50/261.50
 1600 200.00/202.00  220.50/222.50  239.00/241.00  261.00/263.00
 1715 194.50/196.50  214.75/216.75  233.00/235.00  254.50/256.50
                        (Closing Mar 27)
 1715 203.00/205.00  223.00/225.00  241.00/243.00  262.50/264.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.68%    4.33%    4.22%       4.08%     3.96%   3.88%
 1100   5.03%    4.51%    4.38%       4.22%     4.07%   3.98%
 1200   4.94%    4.48%    4.32%       4.18%     4.04%   3.95%
 1300   5.04%    4.55%    4.40%       4.24%     4.10%   4.01%
 1400   5.25%    4.65%    4.45%       4.27%     4.13%   4.03%
 1500   5.30%    4.68%    4.50%       4.31%     4.15%   4.04%
 1600   5.39%    4.73%    4.56%       4.35%     4.18%   4.07%
 1715   4.83%    4.40%    4.27%       4.13%     4.00%   3.91%
                        (Closing Mar 27)
 1715   6.13%    5.09%    4.75%       4.47%     4.28%   4.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.82%    3.78%    3.74%       3.70%     3.68%   3.67%
 1100   3.91%    3.87%    3.83%       3.80%     3.77%   3.76%
 1200   3.88%    3.84%    3.80%       3.76%     3.74%   3.73%
 1300   3.94%    3.89%    3.85%       3.80%     3.78%   3.76%
 1400   3.95%    3.91%    3.86%       3.82%     3.80%   3.78%
 1500   3.96%    3.92%    3.87%       3.84%     3.81%   3.79%
 1600   3.99%    3.94%    3.89%       3.85%     3.82%   3.81%
 1715   3.84%    3.80%    3.77%       3.73%     3.71%   3.70%
                        (Closing Mar 27)
 1715   4.04%    3.97%    3.90%       3.85%     3.82%   3.79%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.3400/69.3500 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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