June 13, 2019 / 4:42 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jun 13

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/04.75    00.50/01.25        01.50/03.50
               02.63%         02.63%             02.63%
                            (Jun 12)          
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   07.50/09.00    33.00/35.00    56.25/58.25   80.25/82.25
 1100   07.75/09.25    33.75/35.75    57.00/59.00   81.50/83.50
 1200   08.00/09.50    34.00/36.00    57.50/59.50   82.00/84.00
 1300   08.00/09.50    34.00/36.00    57.50/59.50   82.00/84.00
 1400   08.25/09.75    34.25/36.25    57.75/59.75   82.25/84.25
 1500   07.75/09.25    34.00/36.00    57.50/59.50   82.00/84.00
 1600   07.75/09.25    34.00/36.00    57.75/59.75   82.50/84.50
 1715   07.75/09.25    33.75/35.75    57.50/59.50   82.00/84.00
                       (Closing Jun 12) 
 1715   10.00/11.50    35.50/37.50    58.50/60.50   82.75/84.75
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 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000  105.00/107.00 128.50/130.50  154.00/156.00  178.50/180.50
 1100  106.50/108.50 130.50/132.50  156.50/158.50  181.50/183.50
 1200  107.00/109.00 130.50/132.50  156.50/158.50  182.00/184.00
 1300  107.00/109.00 130.50/132.50  156.50/158.50  182.00/184.00
 1400  107.25/109.25 130.75/132.75  157.25/159.25  182.75/184.75
 1500  107.00/109.00 131.00/133.00  157.00/159.00  182.50/184.50
 1600  107.50/109.50 131.50/133.50  157.50/159.50  182.75/184.75
 1715  107.00/109.00 131.00/133.00  157.00/159.00  182.50/184.50
                       (Closing Jun 12) 
 1715  107.50/109.50 131.00/133.00  156.50/158.50  181.25/183.25
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 TIME      FEB           MAR           APR           MAY
----------------------------------------------------------------
 1000 201.00/203.00  226.00/228.00  253.50/255.50  276.50/278.50
 1100 204.50/206.50  230.50/232.50  259.00/261.00  282.50/284.50
 1200 205.00/207.00  231.00/233.00  259.50/261.50  283.00/285.00
 1300 205.00/207.00  231.00/233.00  259.50/261.50  283.00/285.00
 1400 205.75/207.75  231.75/233.75  260.25/262.25  284.00/286.00
 1500 205.50/207.50  231.50/233.50  260.00/262.00  283.50/285.50
 1600 205.75/207.75  231.75/233.75  260.00/262.00  283.50/285.50
 1715 206.00/208.00  232.00/234.00  260.50/262.50  284.00/286.00
                       (Closing Jun 12) 
 1715 203.75/205.75  229.00/231.00  256.75/258.75  280.00/282.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.05%    4.07%    4.07%       4.09%     4.12%   4.14%
 1100   4.14%    4.13%    4.13%       4.15%     4.18%   4.20%
 1200   4.19%    4.17%    4.16%       4.17%     4.19%   4.20%
 1300   4.18%    4.16%    4.16%       4.17%     4.19%   4.20%
 1400   4.22%    4.18%    4.17%       4.18%     4.19%   4.21%
 1500   4.16%    4.16%    4.15%       4.16%     4.19%   4.21%
 1600   4.16%    4.17%    4.17%       4.18%     4.21%   4.22%
 1715   4.13%    4.15%    4.15%       4.16%     4.19%   4.21%
                       (Closing Jun 12) 
 1715   4.08%    4.08%    4.08%       4.10%     4.12%   4.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.14%    4.15%    4.15%       4.19%     4.21%   4.21%
 1100   4.21%    4.22%    4.23%       4.27%     4.30%   4.29%
 1200   4.22%    4.23%    4.24%       4.28%     4.31%   4.30%
 1300   4.21%    4.23%    4.23%       4.28%     4.30%   4.30%
 1400   4.23%    4.24%    4.24%       4.29%     4.32%   4.31%
 1500   4.22%    4.23%    4.24%       4.28%     4.31%   4.30%
 1600   4.23%    4.24%    4.24%       4.28%     4.31%   4.30%
 1715   4.22%    4.24%    4.25%       4.29%     4.31%   4.30%
                       (Closing Jun 12)
 1715   4.15%    4.16%    4.16%       4.19%     4.23%   4.22%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.5100/69.5200 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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