May 10, 2019 / 4:47 AM / in 7 days

RPT-India fwd/annualised dlr premia-(close)-May 10

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/04.75     01.50/03.50        00.50/01.25
              02.61%          02.61%            02.61%
                              (May 9)          
1000        01.50/04.25     00.50/01.25        01.00/03.00
               01.96%          02.61%            01.74%
----------------------------------------------------------------
 TIME       MAY            JUN           JUL           AUG
----------------------------------------------------------------
 1000   13.00/15.00    36.50/38.50    64.00/66.00   87.50/89.50
 1100   13.25/15.25    37.25/39.25    64.75/66.75   88.50/90.50
 1200   13.50/15.50    37.50/39.50    65.00/67.00   88.50/90.50
 1300   13.50/15.50    37.50/39.50    65.00/67.00   88.50/90.50
 1400   13.25/15.25    37.00/39.00    64.75/66.75   88.50/90.50
 1500   13.50/15.50    37.50/39.50    65.00/67.00   88.50/90.50
 1600   13.50/15.50    37.50/39.50    65.25/67.25   89.25/91.25
 1715   13.25/15.25    37.75/39.75    65.50/67.50   89.75/91.75
                        (Closing May 9)
 1715   13.50/15.50    37.00/39.00    64.50/66.50   88.00/90.00
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 TIME       SEP           OCT           NOV           DEC
----------------------------------------------------------------
 1000  111.50/113.50 136.00/138.00  158.50/160.50  183.50/185.50
 1100  112.50/114.50 137.00/139.00  160.00/162.00  185.00/187.00
 1200  112.50/114.50 137.00/139.00  160.00/162.00  185.00/187.00
 1300  112.50/114.50 137.00/139.00  160.00/162.00  185.00/187.00
 1400  112.50/114.50 137.00/139.00  160.00/162.00  185.00/187.00
 1500  112.50/114.50 137.00/139.00  160.00/162.00  185.00/187.00
 1600  113.50/115.50 138.00/140.00  161.00/163.00  186.00/188.00
 1715  114.00/116.00 138.50/140.50  161.50/163.50  186.50/188.50
                        (Closing May 9)
 1715  112.00/114.00 136.00/138.00  158.50/160.50  183.50/185.50
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 TIME      JAN            FEB           MAR           APR
----------------------------------------------------------------
 1000 207.00/209.00  229.00/231.00  254.00/256.00  283.50/285.50
 1100 208.50/210.50  230.50/232.50  255.50/257.50  285.00/287.00
 1200 208.00/210.00  230.00/232.00  255.00/257.00  284.50/286.50
 1300 208.50/210.50  230.50/232.50  255.50/257.50  284.50/286.50
 1400 208.00/210.00  229.50/231.50  254.50/256.50  283.00/285.00
 1500 208.00/210.00  230.00/232.00  255.00/257.00  283.50/285.50
 1600 209.00/211.00  230.50/232.50  255.50/257.50  284.00/286.00
 1715 209.50/211.50  231.00/233.00  256.00/258.00  284.50/286.50
                        (Closing May 9)
 1715 207.00/209.00  229.00/231.00  254.00/256.00  283.00/285.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.33%    4.34%    4.30%       4.24%     4.21%   4.19%
 1100   4.41%    4.41%    4.35%       4.28%     4.24%   4.23%
 1200   4.46%    4.44%    4.37%       4.29%     4.25%   4.23%
 1300   4.47%    4.44%    4.37%       4.29%     4.26%   4.24%
 1400   4.41%    4.41%    4.37%       4.29%     4.26%   4.24%
 1500   4.47%    4.44%    4.37%       4.29%     4.25%   4.23%
 1600   4.46%    4.45%    4.40%       4.33%     4.28%   4.26%
 1715   4.46%    4.47%    4.42%       4.35%     4.30%   4.27%
                        (Closing May 9)
 1715   4.28%    4.32%    4.29%       4.24%     4.20%   4.17%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.17%    4.15%    4.14%       4.13%     4.17%   4.21%
 1100   4.21%    4.18%    4.17%       4.16%     4.20%   4.23%
 1200   4.21%    4.19%    4.16%       4.16%     4.20%   4.23%
 1300   4.22%    4.19%    4.18%       4.17%     4.20%   4.24%
 1400   4.22%    4.19%    4.16%       4.15%     4.19%   4.22%
 1500   4.22%    4.19%    4.17%       4.16%     4.19%   4.22%
 1600   4.24%    4.21%    4.18%       4.16%     4.20%   4.22%
 1715   4.25%    4.22%    4.19%       4.17%     4.20%   4.23%
                        (Closing May 9)
 1715   4.16%    4.14%    4.13%       4.12%     4.16%   4.20%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.9100/69.9200 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
bank, Indusind Bank, Bank of  India, Union Bank of India, Axis Bank,State Bank Of India, Central
bank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com 
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