May 23, 2019 / 4:45 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 23

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        02.50/05.25     00.50/01.25        02.00/04.00
               02.63%          02.63%             02.63%
                              (May 22)          
1000        01.00/02.50     00.50/01.25        00.50/01.25
               02.62%          02.62%             02.62%
----------------------------------------------------------------
 TIME       MAY            JUN           JUL           AUG
----------------------------------------------------------------
 1000   01.50/03.00    24.00/26.00    50.50/52.50   75.00/77.00
 1100   01.50/03.00    23.50/25.50    50.50/52.50   75.00/77.00
 1200   01.50/03.00    24.00/26.00    51.00/53.00   75.50/77.50
 1300   01.50/03.00    24.00/26.00    51.00/53.00   75.50/77.50
 1400   01.50/03.00    23.50/25.50    50.50/52.50   75.00/77.00
 1500   01.50/03.00    23.50/25.50    50.50/52.50   75.00/77.00
 1600   01.50/03.00    24.00/26.00    51.00/53.00   75.50/77.50
 1715   01.25/02.75    23.50/25.50    50.50/52.50   75.00/77.00
                        (Closing May 22)
 1715   04.25/05.75    27.25/29.25    54.50/56.50   79.25/81.25
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 TIME       SEP           OCT           NOV           DEC
----------------------------------------------------------------
 1000   99.50/101.50 124.50/126.50  147.00/149.00  171.50/173.50
 1100   99.50/101.50 124.50/126.50  147.00/149.00  171.50/173.50
 1200  100.00/102.00 125.00/127.00  148.00/150.00  173.00/175.00
 1300  100.00/102.00 125.00/127.00  147.50/149.50  172.50/174.50
 1400  100.00/102.00 125.00/127.00  147.50/149.50  172.00/174.00
 1500  100.00/102.00 125.00/127.00  147.50/149.50  172.50/174.50
 1600  100.50/102.50 125.50/127.50  148.50/150.50  173.50/175.50
 1715  100.00/102.00 125.00/127.00  147.50/149.50  172.50/174.50
                        (Closing May 22)
 1715  104.00/106.00 129.00/131.00  152.00/154.00  177.00/179.00
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 TIME      JAN            FEB           MAR           APR
----------------------------------------------------------------
 1000 195.00/197.00  216.50/218.50  241.00/243.00  268.50/270.50
 1100 195.00/197.00  216.50/218.50  241.00/243.00  268.50/270.50
 1200 196.50/198.50  218.00/220.00  242.50/244.50  270.00/272.00
 1300 196.50/198.50  218.00/220.00  242.50/244.50  270.00/272.00
 1400 195.50/197.50  217.00/219.00  242.00/244.00  269.50/271.50
 1500 196.00/198.00  217.50/219.50  242.50/244.50  270.00/272.00
 1600 197.00/199.00  219.00/221.00  244.00/246.00  271.50/273.50
 1715 196.00/198.00  218.00/220.00  243.00/245.00  270.50/272.50
                        (Closing May 22)
 1715 201.00/203.00  223.00/225.00  248.00/250.00  276.00/278.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.24%    4.23%    4.25%       4.22%     4.22%   4.20%
 1100   4.15%    4.22%    4.24%       4.22%     4.22%   4.20%
 1200   4.23%    4.26%    4.27%       4.24%     4.24%   4.22%
 1300   4.23%    4.26%    4.26%       4.23%     4.23%   4.21%
 1400   4.13%    4.21%    4.23%       4.23%     4.22%   4.20%
 1500   4.13%    4.20%    4.22%       4.22%     4.22%   4.19%
 1600   4.20%    4.23%    4.24%       4.23%     4.23%   4.21%
 1715   4.12%    4.19%    4.21%       4.21%     4.21%   4.18%
                        (Closing May 22)
 1715   4.21%    4.27%    4.29%       4.27%     4.26%   4.24%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.18%    4.15%    4.14%       4.13%     4.18%   4.18%
 1100   4.18%    4.15%    4.14%       4.13%     4.18%   4.18%
 1200   4.20%    4.18%    4.16%       4.15%     4.20%   4.19%
 1300   4.19%    4.17%    4.16%       4.14%     4.20%   4.19%
 1400   4.17%    4.15%    4.13%       4.13%     4.18%   4.18%
 1500   4.18%    4.15%    4.14%       4.13%     4.18%   4.18%
 1600   4.19%    4.16%    4.15%       4.15%     4.20%   4.19%
 1715   4.17%    4.14%    4.14%       4.13%     4.18%   4.18%
                        (Closing May 22)
 1715   4.22%    4.20%    4.19%       4.18%     4.23%   4.23%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.0100/70.0200 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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