May 15, 2019 / 4:47 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-May 15

             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
               02.60%          02.60%             02.60%
                              (May 14)          
1000        01.00/02.50     00.50/01.25        00.50/01.25
               02.59%          02.59%             02.59%
----------------------------------------------------------------
 TIME       MAY            JUN           JUL           AUG
----------------------------------------------------------------
 1000   10.50/12.50    34.75/36.75    62.50/64.50   86.50/88.50
 1100   10.50/12.50    34.50/36.50    62.00/64.00   86.50/88.50
 1200   10.50/12.50    34.50/36.50    62.00/64.00   86.50/88.50
 1300   10.50/12.50    35.00/37.00    62.50/64.50   87.50/89.50
 1400   10.00/12.00    34.50/36.50    62.50/64.50   87.50/89.50
 1500   10.00/12.00    34.50/36.50    62.00/64.00   87.00/89.00
 1600   10.25/12.25    34.75/36.75    62.50/64.50   87.50/89.50
 1715   10.25/12.25    34.75/36.75    62.50/64.50   87.50/89.50
                        (Closing May 14)
 1715   11.00/13.00    35.50/37.50    63.50/65.50   87.75/89.75    
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 TIME       SEP           OCT           NOV           DEC
----------------------------------------------------------------
 1000  111.00/113.00 135.50/137.50  158.50/160.50  183.50/185.50
 1100  111.50/113.50 136.50/138.50  159.50/161.50  184.50/186.50
 1200  111.50/113.50 136.50/138.50  159.50/161.50  184.50/186.50
 1300  112.50/114.50 137.50/139.50  160.50/162.50  185.50/187.50
 1400  112.50/114.50 137.50/139.50  160.50/162.50  185.50/187.50
 1500  112.00/114.00 137.50/139.50  160.50/162.50  185.50/187.50
 1600  113.00/115.00 138.50/140.50  161.75/163.75  187.00/189.00
 1715  112.50/114.50 138.00/140.00  161.50/163.50  187.00/189.00 
                        (Closing May 14)
 1715  112.75/114.75 137.75/139.75  160.75/162.75  185.75/187.75
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 TIME      JAN            FEB           MAR           APR
----------------------------------------------------------------
 1000 206.50/208.50  228.00/230.00  252.50/254.50  281.00/283.00
 1100 207.50/209.50  229.00/231.00  253.50/255.50  282.00/284.00
 1200 207.50/209.50  229.00/231.00  253.50/255.50  282.00/284.00
 1300 209.00/211.00  230.50/232.50  255.00/257.00  283.50/285.50
 1400 209.00/211.00  230.75/232.75  255.50/257.50  283.50/285.50
 1500 209.00/211.00  231.00/233.00  256.00/258.00  284.00/286.00
 1600 210.50/212.50  232.50/234.50  257.50/259.50  286.00/288.00
 1715 210.50/212.50  232.50/234.50  257.50/259.50  285.50/287.50
                        (Closing May 14)
 1715 208.75/210.75  230.50/232.50  255.00/257.00  283.50/285.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.40%    4.41%    4.35%       4.30%     4.26%   4.23%
 1100   4.37%    4.37%    4.34%       4.31%     4.29%   4.26%
 1200   4.37%    4.37%    4.34%       4.31%     4.29%   4.26%
 1300   4.42%    4.42%    4.39%       4.35%     4.32%   4.29%
 1400   4.34%    4.40%    4.39%       4.35%     4.32%   4.29%
 1500   4.33%    4.37%    4.35%       4.33%     4.31%   4.29%
 1600   4.37%    4.40%    4.38%       4.36%     4.34%   4.32%
 1715   4.37%    4.40%    4.38%       4.35%     4.32%   4.31%
                        (Closing May 14)
 1715   4.35%    4.40%    4.36%       4.32%     4.29%   4.26%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.21%    4.18%    4.15%       4.14%     4.17%   4.20%
 1100   4.24%    4.20%    4.17%       4.15%     4.18%   4.21%
 1200   4.24%    4.20%    4.17%       4.15%     4.19%   4.21%
 1300   4.26%    4.23%    4.20%       4.18%     4.21%   4.23%
 1400   4.26%    4.23%    4.20%       4.19%     4.21%   4.23%
 1500   4.26%    4.23%    4.20%       4.19%     4.22%   4.24%
 1600   4.29%    4.25%    4.22%       4.21%     4.24%   4.26%
 1715   4.29%    4.25%    4.23%       4.21%     4.24%   4.25%
                        (Closing May 14)
 1715   4.24%    4.20%    4.17%       4.15%     4.18%   4.21%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.3350/70.3450 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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