June 10, 2019 / 4:42 AM / a month ago

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

             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
               02.63%         02.63%             02.63%
                            (Jun 7)          
1000        02.00/04.75    01.50/03.50        00.50/01.25
               02.64%         02.64%             02.64%
----------------------------------------------------------------
 TIME       JUN           JUL           AUG           SEP
----------------------------------------------------------------
 1000   11.50/13.00    36.75/38.75    60.00/62.00   84.50/86.50
 1100   11.50/13.00    36.75/38.75    60.00/62.00   84.00/86.00
 1200   11.50/13.00    36.75/38.75    60.00/62.00   84.00/86.00
 1300   11.50/13.00    37.00/39.00    60.00/62.00   84.00/86.00
 1400   11.50/13.00    37.00/39.00    60.00/62.00   84.00/86.00
 1500   11.50/13.00    37.00/39.00    60.00/62.00   84.00/86.00
 1600   11.75/13.25    37.00/39.00    60.00/62.00   84.00/86.00
 1715   11.50/13.00    37.00/39.00    60.50/62.50   84.50/86.50
                       (Closing Jun 7) 
 1715   12.00/13.50    37.25/39.25    60.25/62.25   84.25/86.25
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 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000  109.00/111.00 132.50/134.50  157.50/159.50  181.75/183.75
 1100  108.50/110.50 132.00/134.00  157.50/159.50  182.00/184.00
 1200  108.50/110.50 132.00/134.00  157.50/159.50  182.00/184.00
 1300  108.50/110.50 132.00/134.00  157.50/159.50  181.75/183.75
 1400  108.50/110.50 132.00/134.00  157.50/159.50  182.00/184.00
 1500  108.50/110.50 132.00/134.00  157.50/159.50  182.00/184.00
 1600  108.50/110.50 132.00/134.00  157.50/159.50  182.00/184.00
 1715  109.00/111.00 132.50/134.50  158.00/160.00  182.50/184.50
                       (Closing Jun 7) 
 1715  108.75/110.75 132.00/134.00  157.00/159.00  181.00/183.00
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 TIME      FEB           MAR           APR           MAY
----------------------------------------------------------------
 1000 203.75/205.75  228.75/230.75  256.50/258.50  279.50/281.50
 1100 204.50/206.50  229.50/231.50  257.00/259.00  280.00/282.00
 1200 204.50/206.50  229.25/231.25  256.50/258.50  279.50/281.50
 1300 204.25/206.25  229.25/231.25  256.50/258.50  279.50/281.50
 1400 204.50/206.50  229.50/231.50  257.00/259.00  280.00/282.00
 1500 204.50/206.50  229.50/231.50  257.00/259.00  280.00/282.00
 1600 204.50/206.50  229.50/231.50  257.00/259.00  280.00/282.00
 1715 205.00/207.00  230.25/232.25  257.75/259.75  281.00/283.00
                       (Closing Jun 7) 
 1715 203.00/205.00  227.75/229.75  255.00/257.00  278.00/280.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.04%    4.05%    4.07%       4.09%     4.11%   4.13%
 1100   4.04%    4.06%    4.06%       4.07%     4.10%   4.12%
 1200   4.04%    4.05%    4.06%       4.07%     4.10%   4.12%
 1300   4.06%    4.06%    4.06%       4.07%     4.09%   4.11%
 1400   4.05%    4.06%    4.05%       4.07%     4.09%   4.11%
 1500   4.05%    4.06%    4.05%       4.07%     4.09%   4.11%
 1600   4.08%    4.06%    4.05%       4.06%     4.09%   4.11%
 1715   4.05%    4.07%    4.08%       4.08%     4.10%   4.12%
                       (Closing Jun 7) 
 1715   3.99%    4.02%    4.03%       4.05%     4.07%   4.09%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.12%    4.12%    4.12%       4.15%     4.19%   4.19%
 1100   4.13%    4.13%    4.14%       4.17%     4.20%   4.19%
 1200   4.13%    4.13%    4.13%       4.16%     4.19%   4.18%
 1300   4.12%    4.12%    4.13%       4.15%     4.19%   4.18%
 1400   4.12%    4.13%    4.13%       4.16%     4.19%   4.19%
 1500   4.12%    4.13%    4.13%       4.16%     4.19%   4.19%
 1600   4.12%    4.12%    4.13%       4.16%     4.19%   4.18%
 1715   4.13%    4.13%    4.14%       4.16%     4.20%   4.19%
                       (Closing Jun 7)
 1715   4.09%    4.09%    4.09%       4.12%     4.15%   4.15%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.6500/69.6600 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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