June 17, 2019 / 4:43 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jun 17

             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
               02.61%         02.61%             02.61%
                            (Jun 14)          
1000        02.00/04.75    01.50/03.50        00.50/01.25
               02.62%         02.62%             02.62%
----------------------------------------------------------------
 TIME       JUN           JUL           AUG           SEP
----------------------------------------------------------------
 1000   07.00/08.50    35.50/37.50    60.00/62.00   85.00/87.00
 1100   06.75/08.25    34.75/36.75    59.75/61.75   84.75/86.75
 1200   07.00/08.50    35.00/37.00    59.50/61.50   84.50/86.50
 1300   07.00/08.50    36.50/38.50    61.50/63.50   86.50/88.50
 1400   07.00/08.50    37.00/39.00    62.00/64.00   87.00/89.00
 1500   07.00/08.50    38.00/40.00    63.50/65.50   89.00/91.00
 1600   07.50/09.00    39.00/41.00    65.00/67.00   90.50/92.50
 1715   07.00/08.50    38.25/40.25    64.00/66.00   90.50/92.50
                       (Closing Jun 14) 
 1715   07.50/09.00    35.25/37.25    59.75/61.75   85.25/87.25
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000  110.50/112.50 134.50/136.50  161.00/163.00  186.50/188.50
 1100  110.00/112.00 134.00/136.00  160.25/162.25  185.75/187.75
 1200  109.50/111.50 133.00/135.00  159.00/161.00  184.50/186.50
 1300  112.00/114.00 136.00/138.00  162.00/164.00  187.00/189.00
 1400  113.00/115.00 137.00/139.00  163.00/165.00  188.50/190.50
 1500  115.00/117.00 139.50/141.50  166.00/168.00  191.50/193.50
 1600  117.00/119.00 141.50/143.50  168.00/170.00  193.50/195.50
 1715  116.00/118.00 140.50/142.50  168.00/170.00  193.50/195.50
                       (Closing Jun 14) 
 1715  111.00/113.00 135.25/137.25  162.00/164.00  187.50/189.50
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 TIME      FEB           MAR           APR           MAY
----------------------------------------------------------------
 1000 210.00/212.00  236.50/238.50  265.50/267.50  289.50/291.50
 1100 209.25/211.25  235.50/237.50  264.25/266.25  288.00/290.00
 1200 208.00/210.00  234.00/236.00  262.50/264.50  286.00/288.00
 1300 210.50/212.50  236.50/238.50  265.00/267.00  288.50/290.50
 1400 212.00/214.00  238.00/240.00  266.50/268.50  290.00/292.00
 1500 215.00/217.00  241.50/243.50  270.25/272.25  294.00/296.00
 1600 217.25/219.25  244.00/246.00  273.00/275.00  297.00/299.00
 1715 217.00/219.00  244.00/246.00  273.00/275.00  297.00/299.00
                       (Closing Jun 14) 
 1715 210.75/212.75  237.00/239.00  265.50/267.50  289.50/291.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.54%    4.45%    4.38%       4.35%     4.34%   4.34%
 1100   4.44%    4.42%    4.37%       4.33%     4.33%   4.32%
 1200   4.48%    4.41%    4.35%       4.32%     4.30%   4.29%
 1300   4.65%    4.57%    4.47%       4.42%     4.40%   4.38%
 1400   4.71%    4.62%    4.50%       4.46%     4.44%   4.41%
 1500   4.81%    4.72%    4.60%       4.54%     4.51%   4.49%
 1600   4.95%    4.83%    4.68%       4.61%     4.57%   4.54%
 1715   4.84%    4.76%    4.66%       4.58%     4.54%   4.53%
                       (Closing Jun 14) 
 1715   4.40%    4.37%    4.34%       4.34%     4.34%   4.35%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.34%    4.34%    4.34%       4.38%     4.40%   4.39%
 1100   4.32%    4.32%    4.32%       4.37%     4.38%   4.37%
 1200   4.29%    4.30%    4.30%       4.34%     4.35%   4.34%
 1300   4.36%    4.35%    4.35%       4.38%     4.39%   4.38%
 1400   4.39%    4.39%    4.38%       4.41%     4.42%   4.41%
 1500   4.46%    4.45%    4.44%       4.47%     4.47%   4.46%
 1600   4.50%    4.49%    4.48%       4.51%     4.51%   4.50%
 1715   4.50%    4.48%    4.48%       4.51%     4.52%   4.50%
                       (Closing Jun 14)
 1715   4.34%    4.34%    4.34%       4.38%     4.39%   4.39%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.9000/69.9100 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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