June 24, 2019 / 4:49 AM / 25 days ago

RPT-India fwd/annualised dlr premia-(close)-Jun 24

             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
               02.62%         02.62%             02.62%
                            (Jun 21)          
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   01.25/02.25    32.00/34.00    57.50/59.50   83.50/85.50
 1100   01.00/02.00    32.25/34.25    58.00/60.00   84.00/86.00
 1200   01.00/02.00    32.00/34.00    58.00/60.00   84.00/86.00
 1300   01.00/02.00    32.00/34.00    57.50/59.50   83.50/85.50
 1400   01.00/02.00    32.00/34.00    57.50/59.50   83.50/85.50
 1500   01.25/02.25    33.75/34.75    59.75/60.75   86.25/87.25
 1600   01.25/02.25    35.50/37.50    61.50/63.50   88.00/90.00
 1715   01.25/02.25    35.00/37.00    61.50/63.50   88.00/90.00
                       (Closing Jun 21) 
 1715   02.00/03.50    33.00/35.00    58.50/60.50   84.50/86.50
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000  110.50/112.50 134.50/136.50  161.50/163.50  187.00/189.00
 1100  111.50/113.50 136.00/138.00  163.00/165.00  188.50/190.50
 1200  111.00/113.00 135.00/137.00  161.50/163.50  187.00/189.00
 1300  110.50/112.50 134.50/136.50  161.00/163.00  186.00/188.00
 1400  110.00/112.00 134.00/136.00  161.00/163.00  186.00/188.00
 1500  113.25/115.25 138.00/140.00  165.50/167.50  191.50/193.50
 1600  116.00/118.00 140.50/142.50  168.00/170.00  194.50/196.50
 1715  116.00/118.00 141.00/143.00  169.00/171.00  196.50/198.50
                       (Closing Jun 21) 
 1715  112.00/114.00 136.50/138.50  163.50/165.50  189.00/191.00
----------------------------------------------------------------
 TIME      FEB           MAR           APR           MAY
----------------------------------------------------------------
 1000 210.50/212.50  236.50/238.50  265.50/267.50  289.50/291.50
 1100 212.00/214.00  238.00/240.00  267.00/269.00  291.00/293.00
 1200 210.50/212.50  236.50/238.50  265.50/267.50  289.50/291.50
 1300 210.00/212.00  236.00/238.00  265.00/267.00  288.50/290.50
 1400 210.00/212.00  236.00/238.00  265.00/267.00  289.00/291.00
 1500 215.50/217.50  242.00/244.00  271.50/273.50  296.00/298.00
 1600 219.50/221.50  247.00/249.00  277.00/279.00  302.00/304.00
 1715 221.50/223.50  249.00/251.00  279.50/281.50  304.50/306.50
                       (Closing Jun 21) 
 1715 212.50/214.50  238.50/240.50  267.50/269.50  291.50/293.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.94%    4.74%    4.63%       4.61%     4.56%   4.54%
 1100   4.98%    4.78%    4.66%       4.65%     4.61%   4.58%
 1200   4.94%    4.78%    4.66%       4.63%     4.58%   4.55%
 1300   4.94%    4.74%    4.63%       4.61%     4.56%   4.53%
 1400   4.94%    4.75%    4.64%       4.59%     4.55%   4.53%
 1500   5.14%    4.89%    4.76%       4.73%     4.69%   4.66%
 1600   5.48%    5.09%    4.89%       4.85%     4.78%   4.73%
 1715   5.40%    5.09%    4.90%       4.85%     4.80%   4.76%
                       (Closing Jun 21) 
 1715   4.95%    4.75%    4.64%       4.63%     4.60%   4.57%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.51%    4.49%    4.47%       4.52%     4.51%   4.49%
 1100   4.55%    4.53%    4.50%       4.55%     4.54%   4.51%
 1200   4.51%    4.50%    4.48%       4.53%     4.52%   4.49%
 1300   4.49%    4.48%    4.46%       4.51%     4.50%   4.48%
 1400   4.49%    4.49%    4.47%       4.52%     4.51%   4.49%
 1500   4.62%    4.61%    4.58%       4.63%     4.62%   4.59%
 1600   4.70%    4.69%    4.68%       4.73%     4.72%   4.68%
 1715   4.75%    4.74%    4.72%       4.77%     4.76%   4.72%
                       (Closing Jun 21)
 1715   4.54%    4.52%    4.49%       4.54%     4.53%   4.51%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.3500/69.3600 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 from Andhra Bank, Bank Of
Baroda,Canara Bank, Syndicate Bank, ICICI Bank, Credit Agricole CIB, 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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