June 12, 2019 / 4:40 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jun 12

             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 11)          
1000        01.00/02.50    00.50/01.25        00.50/01.25
               02.63%         02.63%             02.63%
----------------------------------------------------------------
 TIME       JUN           JUL           AUG           SEP
----------------------------------------------------------------
 1000   10.25/11.75    36.00/38.00    59.00/61.00   83.00/85.00
 1100   10.00/11.50    35.50/37.50    58.50/60.50   82.50/84.50
 1200   10.00/11.50    35.50/37.50    58.50/60.50   82.50/84.50
 1300   10.00/11.50    35.50/37.50    58.50/60.50   82.50/84.50
 1400   10.00/11.50    35.50/37.50    58.50/60.50   82.50/84.50
 1500   10.00/11.50    35.50/37.50    58.50/60.50   82.75/84.75
 1600   10.00/11.50    35.50/37.50    58.50/60.50   82.50/84.50
 1715   10.00/11.50    35.50/37.50    58.50/60.50   82.75/84.75
                       (Closing Jun 11) 
 1715   11.00/12.50    36.75/38.75    60.00/62.00   84.00/86.00
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 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000  107.50/109.50 130.50/132.50  156.00/158.00  180.50/182.50
 1100  106.50/108.50 129.50/131.50  155.00/157.00  179.50/181.50
 1200  107.00/109.00 130.00/132.00  155.50/157.50  180.00/182.00
 1300  106.50/108.50 129.50/131.50  155.00/157.00  179.50/181.50
 1400  107.00/109.00 130.00/132.00  155.50/157.50  180.00/182.00
 1500  107.25/109.25 130.75/132.75  156.50/158.50  181.00/183.00
 1600  107.00/109.00 130.25/132.25  155.75/157.75  180.50/182.50
 1715  107.50/109.50 131.00/133.00  156.50/158.50  181.25/183.25
                       (Closing Jun 11) 
 1715  108.50/110.50 132.00/134.00  157.50/159.50  182.00/184.00
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 TIME      FEB           MAR           APR           MAY
----------------------------------------------------------------
 1000 203.00/205.00  228.00/230.00  255.50/257.50  278.50/280.50
 1100 202.00/204.00  227.00/229.00  254.50/256.50  277.50/279.50
 1200 202.50/204.50  227.50/229.50  255.00/257.00  278.00/280.00
 1300 202.00/204.00  227.00/229.00  254.50/256.50  277.50/279.50
 1400 202.50/204.50  227.50/229.50  255.00/257.00  278.00/280.00
 1500 203.25/205.25  228.50/230.50  256.00/258.00  279.00/281.00
 1600 203.00/205.00  228.50/230.50  256.00/258.00  279.00/281.00
 1715 203.75/205.75  229.00/231.00  256.75/258.75  280.00/282.00
                       (Closing Jun 11) 
 1715 204.50/206.50  230.00/232.00  257.75/259.75  281.00/283.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.14%    4.12%    4.09%       4.10%     4.11%   4.12%
 1100   4.07%    4.07%    4.06%       4.06%     4.07%   4.09%
 1200   4.08%    4.07%    4.07%       4.08%     4.10%   4.11%
 1300   4.08%    4.07%    4.07%       4.07%     4.08%   4.10%
 1400   4.08%    4.08%    4.07%       4.08%     4.10%   4.11%
 1500   4.08%    4.08%    4.08%       4.09%     4.12%   4.14%
 1600   4.08%    4.07%    4.07%       4.08%     4.10%   4.12%
 1715   4.08%    4.08%    4.08%       4.10%     4.12%   4.14%
                       (Closing Jun 11) 
 1715   4.13%    4.12%    4.10%       4.11%     4.12%   4.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.13%    4.14%    4.14%       4.17%     4.20%   4.20%
 1100   4.10%    4.11%    4.12%       4.15%     4.18%   4.18%
 1200   4.12%    4.13%    4.13%       4.16%     4.19%   4.19%
 1300   4.11%    4.12%    4.12%       4.16%     4.19%   4.18%
 1400   4.12%    4.13%    4.13%       4.17%     4.20%   4.19%
 1500   4.15%    4.15%    4.15%       4.19%     4.21%   4.21%
 1600   4.13%    4.14%    4.15%       4.18%     4.21%   4.20%
 1715   4.15%    4.16%    4.16%       4.19%     4.23%   4.22%
                       (Closing Jun 11)
 1715   4.15%    4.15%    4.16%       4.19%     4.22%   4.22%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.3400/69.3500 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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