March 29, 2019 / 4:38 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 29

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        20.25/30.00    19.00/27.00       01.25/03.00 
              21.38%          25.08%            06.60%
                             (Mar 28)          
1000        11.00/17.50    01.00/02.50       10.00/15.00 
              11.64%          05.29%            13.22%
----------------------------------------------------------------
 TIME       APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000   24.75/26.75    48.25/50.25    69.75/71.75   93.25/95.25
 1100   26.50/28.50    50.00/52.00    72.00/74.00   95.50/97.50
 1200   26.50/28.50    50.50/52.50    71.50/73.50   94.50/96.50
 1300   28.00/30.00    52.00/54.00    73.50/75.50   96.50/98.50
 1400   31.00/33.00    55.00/57.00    76.50/78.50 100.00/102.00
 1500   31.75/34.75    56.00/59.00    77.25/80.25 100.75/103.75
 1600   28.50/30.50    52.50/54.50    74.00/76.00   97.50/99.50
 1715   31.00/33.00    56.00/58.00    77.50/79.50 101.00/103.00
                          (Closing Mar 28)
 1715   25.00/27.00    48.50/50.50    70.00/72.00   93.50/95.50
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 TIME       AUG            SEP           OCT           NOV
----------------------------------------------------------------
 1000 113.25/115.25  133.50/135.50  153.75/155.75  173.00/175.00
 1100 115.50/117.50  136.00/138.00  156.50/158.50  175.75/177.75
 1200 114.00/116.00  134.25/136.25  154.50/156.50  173.50/175.50
 1300 116.50/118.50  136.50/138.50  156.50/158.50  175.50/177.50
 1400 120.50/122.50  140.75/142.75  161.00/163.00  180.00/182.00
 1500 121.00/124.00  141.25/144.25  161.50/164.50  181.00/184.00
 1600 117.00/119.00  137.00/139.00  157.00/159.00  175.50/177.50
 1715 121.00/123.00  141.25/143.25  161.50/163.50  180.25/182.25
                        (Closing Mar 28)
 1715 113.50/115.50  133.75/135.75  154.00/156.00  173.25/175.25
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 TIME      DEC            JAN            FEB           MAR
----------------------------------------------------------------
 1000 194.00/196.00  214.25/216.25  232.50/234.50  254.00/256.00
 1100 197.00/199.00  217.50/219.50  236.00/238.00  257.50/259.50
 1200 194.50/196.50  214.75/216.75  233.00/235.00  254.50/256.50
 1300 196.50/198.50  216.75/218.75  235.00/237.00  256.50/258.50
 1400 201.00/203.00  221.25/223.25  239.50/241.50  261.00/263.00
 1500 201.50/204.50  221.75/224.75  240.00/243.00  261.50/264.50
 1600 196.00/198.00  216.00/218.00  234.00/236.00  255.50/257.50
 1715 201.00/203.00  221.25/223.25  239.50/241.50  261.00/263.00
                        (Closing Mar 28)
 1715 194.50/196.50  214.75/216.75  233.00/235.00  254.50/256.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.93%    4.46%    4.31%       4.15%     4.03%   3.94%
 1100   5.25%    4.62%    4.45%       4.26%     4.12%   4.01%
 1200   5.25%    4.65%    4.41%       4.20%     4.06%   3.96%
 1300   5.51%    4.78%    4.52%       4.29%     4.14%   4.02%
 1400   6.03%    5.04%    4.70%       4.44%     4.28%   4.14%
 1500   6.26%    5.17%    4.78%       4.50%     4.32%   4.17%
 1600   5.59%    4.82%    4.55%       4.32%     4.15%   4.03%
 1715   6.06%    5.13%    4.76%       4.48%     4.30%   4.16%
                        (Closing Mar 28)
 1715   4.83%    4.40%    4.27%       4.13%     4.00%   3.91%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.87%    3.82%    3.78%       3.75%     3.72%   3.71%
 1100   3.94%    3.89%    3.84%       3.81%     3.78%   3.77%
 1200   3.88%    3.83%    3.79%       3.76%     3.73%   3.72%
 1300   3.93%    3.87%    3.83%       3.79%     3.76%   3.75%
 1400   4.04%    3.97%    3.91%       3.86%     3.83%   3.81%
 1500   4.07%    4.00%    3.93%       3.89%     3.85%   3.83%
 1600   3.93%    3.87%    3.81%       3.77%     3.74%   3.73%
 1715   4.05%    3.98%    3.91%       3.87%     3.83%   3.81%
                        (Closing Mar 28)
 1715   3.84%    3.80%    3.77%       3.73%     3.71%   3.70%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.1500/69.1600 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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