May 3, 2019 / 4:43 AM / 16 days ago

RPT-India fwd/annualised dlr premia-(close)-May 3

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/05.00     01.50/03.50        00.50/01.50
               02.63%          02.63%            02.63%
                              (May 2)          
1000        02.00/04.75     00.50/01.25        01.50/03.50
               02.62%          02.62%            02.62%
----------------------------------------------------------------
 TIME       MAY            JUN           JUL           AUG
----------------------------------------------------------------
 1000   20.50/22.50    45.50/47.50    72.50/74.50   96.50/98.50
 1100   20.50/22.50    45.50/47.50    72.50/74.50   96.50/98.50
 1200   20.50/22.50    45.50/47.50    72.50/74.50   97.00/99.00
 1300   20.50/22.50    45.50/47.50    72.50/74.50   97.00/99.00
 1400   20.50/22.50    45.50/47.50    72.50/74.50   96.50/98.50
 1500   20.50/22.50    45.50/47.50    73.00/75.00   97.50/99.50
 1600   20.50/22.50    45.50/47.50    73.00/75.00   97.50/99.50
 1715   20.50/22.50    45.50/47.50    73.00/75.00   97.50/99.50
                        (Closing May 2)
 1715   22.00/24.00    47.00/49.00    74.00/76.00   99.00/101.00
----------------------------------------------------------------
 TIME       SEP           OCT           NOV           DEC
----------------------------------------------------------------
 1000  121.00/123.00 145.50/147.50  167.50/169.50  192.00/194.00
 1100  121.00/123.00 145.50/147.50  168.00/170.00  193.00/195.00
 1200  121.50/123.50 146.50/148.50  169.00/171.00  194.00/196.00
 1300  121.50/123.50 146.00/148.00  168.00/170.00  193.00/195.00
 1400  121.00/123.00 145.50/147.50  167.50/169.50  192.50/194.50
 1500  122.00/124.00 146.50/148.50  169.00/171.00  194.00/196.00
 1600  122.50/124.50 147.50/149.50  170.00/172.00  195.00/197.00
 1715  122.00/124.00 147.00/149.00  169.50/171.50  194.50/196.50
                        (Closing May 2)
 1715  123.50/125.50 148.00/150.00  170.50/172.50  195.50/197.50
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 TIME      JAN            FEB           MAR           APR
----------------------------------------------------------------
 1000 215.50/217.50  238.50/240.50  264.00/266.00  293.00/295.00
 1100 216.50/218.50  239.50/241.50  265.00/267.00  294.00/296.00
 1200 217.50/219.50  240.50/242.50  266.00/268.00  295.00/297.00
 1300 216.50/218.50  239.50/241.50  265.00/267.00  294.00/296.00
 1400 216.00/218.00  239.00/241.00  264.50/266.50  293.50/295.50
 1500 217.50/219.50  240.50/242.50  266.00/268.00  295.00/297.00
 1600 218.50/220.50  241.50/243.50  267.00/269.00  296.50/298.50
 1715 218.50/220.50  241.50/243.50  267.00/269.00  296.00/298.00
                        (Closing May 2)
 1715 219.00/221.00  242.00/244.00  267.50/269.50  296.50/298.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.72%    4.65%    4.53%       4.44%     4.39%   4.35%
 1100   4.72%    4.65%    4.53%       4.44%     4.39%   4.35%
 1200   4.72%    4.65%    4.54%       4.47%     4.41%   4.38%
 1300   4.72%    4.65%    4.54%       4.46%     4.41%   4.36%
 1400   4.72%    4.65%    4.53%       4.44%     4.39%   4.35%
 1500   4.71%    4.66%    4.56%       4.48%     4.42%   4.38%
 1600   4.71%    4.66%    4.56%       4.49%     4.45%   4.41%
 1715   4.72%    4.66%    4.57%       4.49%     4.43%   4.40%
                        (Closing May 2)
 1715   4.81%    4.69%    4.58%       4.51%     4.44%   4.39%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.30%    4.27%    4.24%       4.25%     4.26%   4.31%
 1100   4.31%    4.29%    4.26%       4.26%     4.28%   4.32%
 1200   4.34%    4.31%    4.28%       4.28%     4.29%   4.34%
 1300   4.31%    4.29%    4.26%       4.26%     4.28%   4.32%
 1400   4.30%    4.28%    4.25%       4.26%     4.27%   4.32%
 1500   4.33%    4.30%    4.28%       4.28%     4.29%   4.33%
 1600   4.36%    4.33%    4.30%       4.30%     4.31%   4.36%
 1715   4.35%    4.32%    4.30%       4.30%     4.31%   4.35%
                        (Closing May 2)
 1715   4.35%    4.32%    4.29%       4.29%     4.30%   4.34%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.2150/69.2250 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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