June 21, 2019 / 4:44 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 21

             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 20)          
1000        02.00/04.75    00.50/01.25        01.50/03.50
               02.62%         02.62%             02.62%
----------------------------------------------------------------
 TIME       JUN           JUL           AUG           SEP
----------------------------------------------------------------
 1000   02.00/03.50    33.00/35.00    58.50/60.50   84.50/86.50
 1100   02.00/03.50    33.00/35.00    58.50/60.50   84.50/86.50
 1200   02.00/03.50    33.00/35.00    59.00/61.00   85.00/87.00
 1300   02.00/03.50    33.00/35.00    58.50/60.50   85.00/87.00
 1400   02.50/04.00    33.50/35.50    59.00/61.00   85.00/87.00
 1500   02.25/03.75    33.50/35.50    59.00/61.00   85.50/87.50
 1600   02.25/03.75    33.25/35.25    58.50/60.50   84.50/86.50
 1715   02.00/03.50    33.00/35.00    58.50/60.50   84.50/86.50
                       (Closing Jun 20) 
 1715   02.50/04.00    34.00/36.00    59.50/61.50   85.50/87.50
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000  111.50/113.50 135.00/137.00  162.00/164.00  188.00/190.00
 1100  111.50/113.50 135.50/137.50  162.50/164.50  188.00/190.00
 1200  112.00/114.00 136.00/138.00  163.00/165.00  188.50/190.50
 1300  112.50/114.50 136.50/138.50  164.00/166.00  190.00/192.00
 1400  112.00/114.00 137.00/139.00  164.00/166.00  190.00/192.00
 1500  112.25/114.25 136.25/138.25  163.00/165.00  188.00/190.00
 1600  111.50/113.50 135.50/137.50  163.00/165.00  188.50/190.50
 1715  112.00/114.00 136.50/138.50  163.50/165.50  189.00/191.00
                       (Closing Jun 20) 
 1715  113.00/115.00 137.50/139.50  165.00/167.00  191.50/193.50
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 TIME      FEB           MAR           APR           MAY
----------------------------------------------------------------
 1000 212.00/214.00  239.00/241.00  268.50/270.50  293.00/295.00
 1100 212.00/214.00  238.50/240.50  267.50/269.50  291.50/293.50
 1200 212.50/214.50  239.00/241.00  268.00/270.00  292.00/294.00
 1300 214.00/216.00  240.50/242.50  269.50/271.50  293.50/295.50
 1400 214.00/216.00  240.50/242.50  269.50/271.50  293.50/295.50
 1500 212.00/214.00  238.50/240.50  267.00/269.00  291.00/293.00
 1600 212.00/214.00  238.00/240.00  267.00/269.00  291.00/293.00
 1715 212.50/214.50  238.50/240.50  267.50/269.50  291.50/293.50
                       (Closing Jun 20) 
 1715 215.50/217.50  242.50/244.50  272.00/274.00  296.00/298.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.94%    4.74%    4.63%       4.61%     4.54%   4.52%
 1100   4.95%    4.74%    4.63%       4.61%     4.56%   4.54%
 1200   4.95%    4.78%    4.66%       4.63%     4.58%   4.55%
 1300   4.95%    4.74%    4.66%       4.65%     4.60%   4.58%
 1400   5.03%    4.78%    4.66%       4.63%     4.61%   4.58%
 1500   5.03%    4.79%    4.69%       4.65%     4.60%   4.56%
 1600   5.00%    4.75%    4.64%       4.61%     4.57%   4.56%
 1715   4.95%    4.75%    4.64%       4.63%     4.60%   4.57%
                       (Closing Jun 20) 
 1715   4.95%    4.76%    4.65%       4.64%     4.61%   4.59%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.50%    4.50%    4.49%       4.55%     4.54%   4.52%
 1100   4.51%    4.50%    4.49%       4.53%     4.52%   4.50%
 1200   4.52%    4.51%    4.49%       4.54%     4.53%   4.51%
 1300   4.55%    4.55%    4.52%       4.57%     4.56%   4.53%
 1400   4.55%    4.54%    4.52%       4.57%     4.55%   4.53%
 1500   4.51%    4.51%    4.49%       4.53%     4.52%   4.50%
 1600   4.52%    4.51%    4.48%       4.53%     4.52%   4.50%
 1715   4.54%    4.52%    4.49%       4.54%     4.53%   4.51%
                       (Closing Jun 20)
 1715   4.58%    4.57%    4.56%       4.60%     4.59%   4.57%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.5500/69.5600 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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