March 6, 2019 / 4:38 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 6

             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 
               02.59%          02.59%            02.59%
                              (Mar 5)          
1000        01.00/02.50     00.50/01.25       00.50/01.25 
               02.58%          02.58%            02.58%
----------------------------------------------------------------
 TIME       MAR             APR           MAY          JUN
----------------------------------------------------------------
 1000   17.25/19.25    48.25/50.25    72.50/74.50   94.25/96.25
 1100   17.50/19.50    49.00/51.00    73.25/75.25   95.25/97.25
 1200   17.25/19.25    49.00/51.00    73.50/75.50   95.25/97.25
 1300   17.25/19.25    49.00/51.00    73.50/75.50   95.25/97.25
 1400   17.25/19.25    49.00/51.00    73.50/75.50   95.25/97.25
 1500   17.25/19.25    49.00/51.00    73.50/75.50   95.25/97.25
 1600   17.25/19.25    49.00/51.00    73.25/75.25   95.00/97.00
 1715   17.25/19.25    49.00/51.00    73.50/75.50   95.00/97.00
                        (Closing Mar 5)
 1715   18.25/20.25    49.25/51.25    73.50/75.50   95.25/97.25
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 TIME       JUL            AUG           SEP           OCT
----------------------------------------------------------------
 1000  119.25/121.25 141.75/143.75  164.75/166.75  187.75/189.75
 1100  120.25/122.25 142.75/144.75  166.00/168.00  189.25/191.25
 1200  120.25/122.25 142.75/144.75  166.00/168.00  189.25/191.25
 1300  120.25/122.25 142.75/144.75  166.00/168.00  189.25/191.25
 1400  120.25/122.25 142.75/144.75  166.00/168.00  189.25/191.25
 1500  120.25/122.25 142.75/144.75  166.00/168.00  189.25/191.25
 1600  120.00/122.00 142.00/144.00  165.25/167.25  188.50/190.50
 1715  120.00/122.00 142.25/144.25  165.25/167.25  188.25/190.25
                        (Closing Mar 5)
 1715  120.25/122.25 142.75/144.75  165.75/167.75  188.75/190.75
----------------------------------------------------------------
 TIME      NOV            DEC            JAN           FEB
----------------------------------------------------------------
 1000 209.50/211.50  233.50/235.50  256.75/258.75  278.00/280.00
 1100 211.00/213.00  235.00/237.00  258.25/260.25  279.50/281.50
 1200 211.00/213.00  235.00/237.00  258.25/260.25  279.50/281.50
 1300 211.00/213.00  235.00/237.00  258.25/260.25  279.50/281.50
 1400 211.00/213.00  235.00/237.00  258.25/260.25  279.50/281.50
 1500 211.00/213.00  235.00/237.00  258.25/260.25  279.50/281.50
 1600 210.25/212.25  234.25/236.25  257.75/259.75  279.00/281.00
 1715 210.00/212.00  234.00/236.00  257.25/259.25  278.50/280.50
                        (Closing Mar 5)
 1715 210.25/212.25  234.25/236.25  257.75/259.75  279.00/281.00
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.66%    4.71%    4.47%       4.36%     4.27%   4.20%
 1100   4.73%    4.77%    4.52%       4.40%     4.30%   4.23%
 1200   4.70%    4.77%    4.53%       4.40%     4.30%   4.23%
 1300   4.70%    4.77%    4.52%       4.40%     4.30%   4.23%
 1400   4.70%    4.78%    4.53%       4.40%     4.30%   4.23%
 1500   4.70%    4.78%    4.53%       4.40%     4.30%   4.23%
 1600   4.71%    4.78%    4.52%       4.40%     4.30%   4.22%
 1715   4.72%    4.79%    4.54%       4.41%     4.31%   4.23%
                        (Closing Mar 5)
 1715   4.68%    4.73%    4.50%       4.37%     4.28%   4.21%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.15%    4.11%    4.09%       4.07%     4.05%   4.04%
 1100   4.18%    4.14%    4.11%       4.09%     4.07%   4.06%
 1200   4.18%    4.14%    4.11%       4.09%     4.07%   4.06%
 1300   4.18%    4.14%    4.11%       4.09%     4.07%   4.06%
 1400   4.18%    4.14%    4.11%       4.09%     4.07%   4.06%
 1500   4.18%    4.15%    4.12%       4.09%     4.07%   4.06%
 1600   4.17%    4.14%    4.11%       4.09%     4.07%   4.06%
 1715   4.18%    4.14%    4.11%       4.09%     4.07%   4.06%
                        (Closing Mar 5)
 1715   4.16%    4.12%    4.09%       4.07%     4.06%   4.05%
---------------------------------------------------------------
       (CONVERSION RATE - $1 = 70.2800/70.2900 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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