June 14, 2019 / 4:38 AM / a day ago

India fwd/annualised dlr premia-(closing)-Jun 14

             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
               02.62%         02.62%             02.62%
                            (Jun 13)          
1000        02.00/04.75    00.50/01.25        01.50/03.50
               02.63%         02.63%             02.63%
----------------------------------------------------------------
 TIME       JUN           JUL           AUG           SEP
----------------------------------------------------------------
 1000   07.50/09.00    34.00/36.00    58.00/60.00   82.50/84.50
 1100   07.25/08.75    33.75/35.75    57.50/59.50   82.00/84.00
 1200   07.50/09.00    34.00/36.00    58.00/60.00   82.50/84.50
 1300   07.25/08.75    33.75/35.75    57.75/59.75   82.50/84.50
 1400   07.50/09.00    34.00/36.00    58.00/60.00   82.50/84.50
 1500   07.50/09.00    34.50/36.50    58.50/60.50   83.00/85.00
 1600   08.00/09.50    35.25/37.25    59.25/61.25   84.25/86.25
 1715   07.50/09.00    35.25/37.25    59.75/61.75   85.25/87.25
                       (Closing Jun 13) 
 1715   07.75/09.25    33.75/35.75    57.50/59.50   82.00/84.00
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000  107.50/109.50 131.50/133.50  157.50/159.50  183.00/185.00
 1100  107.00/109.00 131.00/133.00  157.00/159.00  182.50/184.50
 1200  107.50/109.50 131.50/133.50  157.50/159.50  183.00/185.00
 1300  107.50/109.50 131.50/133.50  157.50/159.50  183.00/185.00
 1400  107.50/109.50 131.50/133.50  157.50/159.50  183.00/185.00
 1500  108.00/110.00 132.00/134.00  158.00/160.00  183.50/185.50
 1600  109.25/111.25 133.25/135.25  159.25/161.25  184.75/186.75
 1715  111.00/113.00 135.25/137.25  162.00/164.00  187.50/189.50
                       (Closing Jun 13) 
 1715  107.00/109.00 131.00/133.00  157.00/159.00  182.50/184.50
----------------------------------------------------------------
 TIME      FEB           MAR           APR           MAY
----------------------------------------------------------------
 1000 206.50/208.50  233.00/235.00  262.00/264.00  286.00/288.00
 1100 206.00/208.00  232.00/234.00  261.00/263.00  285.00/287.00
 1200 206.50/208.50  232.50/234.50  261.50/263.50  285.50/287.50
 1300 206.50/208.50  232.50/234.50  261.50/263.50  285.00/287.00
 1400 206.50/208.50  232.50/234.50  261.50/263.50  285.50/287.50
 1500 207.00/209.00  233.50/235.50  262.50/264.50  286.50/288.50
 1600 208.50/210.50  234.75/236.75  263.50/265.50  287.50/289.50
 1715 210.75/212.75  237.00/239.00  265.50/267.50  289.50/291.50
                       (Closing Jun 13) 
 1715 206.00/208.00  232.00/234.00  260.50/262.50  284.00/286.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.28%    4.25%    4.22%       4.22%     4.23%   4.24%
 1100   4.23%    4.21%    4.19%       4.19%     4.21%   4.23%
 1200   4.28%    4.25%    4.22%       4.22%     4.23%   4.24%
 1300   4.23%    4.22%    4.21%       4.21%     4.23%   4.24%
 1400   4.27%    4.24%    4.22%       4.21%     4.23%   4.24%
 1500   4.32%    4.28%    4.24%       4.23%     4.24%   4.25%
 1600   4.44%    4.34%    4.30%       4.28%     4.28%   4.28%
 1715   4.40%    4.37%    4.34%       4.34%     4.34%   4.35%
                       (Closing Jun 13) 
 1715   4.13%    4.15%    4.15%       4.16%     4.19%   4.21%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.25%    4.26%    4.28%       4.33%     4.35%   4.35%
 1100   4.24%    4.25%    4.26%       4.31%     4.34%   4.34%
 1200   4.25%    4.26%    4.27%       4.32%     4.34%   4.34%
 1300   4.25%    4.26%    4.26%       4.32%     4.34%   4.33%
 1400   4.25%    4.26%    4.26%       4.32%     4.34%   4.34%
 1500   4.25%    4.27%    4.28%       4.33%     4.35%   4.35%
 1600   4.28%    4.30%    4.30%       4.35%     4.37%   4.36%
 1715   4.34%    4.34%    4.34%       4.38%     4.39%   4.39%
                       (Closing Jun 13)
 1715   4.22%    4.24%    4.25%       4.29%     4.31%   4.30%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.8000/69.8100 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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