June 3, 2019 / 4:48 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 3

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.50/03.75    00.50/01.25        01.00/02.50
               02.63%         02.63%             02.63%
                            (May 31)          
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   15.50/17.50    40.00/42.00    62.00/64.00   84.50/86.50
 1100   15.25/17.25    39.75/41.75    61.75/63.75   84.50/86.50
 1200   15.50/17.00    39.50/41.50    61.50/63.50   84.50/86.50
 1300   15.50/17.00    39.75/41.75    62.00/64.00   85.00/87.00
 1400   15.50/17.00    39.50/41.50    62.00/64.00   85.25/87.25
 1500   15.25/17.25    39.75/41.75    62.00/64.00   85.25/87.25
 1600   15.50/17.00    40.00/42.00    62.50/64.50   86.00/88.00
 1715   15.25/16.75    40.00/42.00    63.00/65.00   86.50/88.50
                       (Closing May 31) 
 1715   17.00/19.00    41.75/43.75    64.25/66.25   87.50/89.50
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000 107.25/109.25  128.50/130.50  152.00/154.00  174.50/176.50
 1100 107.50/109.50  129.00/131.00  152.50/154.50  175.00/177.00
 1200 107.50/109.50  129.00/131.00  152.50/154.50  175.00/177.00
 1300 108.00/110.00  129.50/131.50  153.25/155.25  176.00/178.00
 1400 108.50/110.50  130.00/132.00  154.00/156.00  177.00/179.00
 1500 108.50/110.50  130.00/132.00  154.00/156.00  177.25/179.25
 1600 109.50/111.50  131.50/133.50  156.50/158.50  180.00/182.00
 1715 110.00/112.00  132.25/134.25  156.75/158.75  180.75/182.75
                       (Closing May 31) 
 1715 110.75/112.75  132.25/134.25  156.00/158.00  179.00/181.00
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 TIME      FEB           MAR           APR           MAY
----------------------------------------------------------------
 1000 195.00/197.00  218.50/220.50  245.00/247.00  267.00/269.00
 1100 195.50/197.50  219.00/221.00  245.50/247.50  267.50/269.50
 1200 195.50/197.50  219.00/221.00  245.50/247.50  267.50/269.50
 1300 197.00/199.00  221.00/223.00  247.75/249.75  270.00/272.00
 1400 198.00/200.00  222.00/224.00  248.75/250.75  271.00/273.00
 1500 198.00/200.00  222.00/224.00  248.75/250.75  271.00/273.00
 1600 200.75/202.75  224.50/226.50  251.00/253.00  273.00/275.00
 1715 201.50/203.50  225.00/227.00  251.75/253.75  274.00/276.00
                       (Closing May 31) 
 1715 200.00/202.00  224.00/226.00  251.00/253.00  273.50/275.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.93%    3.91%    3.89%       3.87%     3.87%   3.87%
 1100   3.89%    3.89%    3.88%       3.88%     3.88%   3.88%
 1200   3.88%    3.87%    3.87%       3.88%     3.88%   3.88%
 1300   3.89%    3.89%    3.90%       3.90%     3.90%   3.90%
 1400   3.88%    3.88%    3.90%       3.91%     3.92%   3.92%
 1500   3.90%    3.90%    3.91%       3.92%     3.92%   3.92%
 1600   3.91%    3.93%    3.94%       3.95%     3.96%   3.97%
 1715   3.88%    3.94%    3.97%       3.98%     3.98%   3.99%
                       (Closing May 31) 
 1715   3.93%    3.93%    3.93%       3.93%     3.93%   3.92%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.86%    3.86%    3.86%       3.88%     3.93%   3.94%
 1100   3.88%    3.87%    3.87%       3.88%     3.94%   3.94%
 1200   3.88%    3.87%    3.87%       3.89%     3.94%   3.94%
 1300   3.90%    3.89%    3.90%       3.92%     3.98%   3.98%
 1400   3.92%    3.92%    3.92%       3.94%     3.99%   4.00%
 1500   3.93%    3.93%    3.93%       3.95%     4.00%   4.00%
 1600   3.99%    3.99%    3.98%       3.99%     4.03%   4.03%
 1715   4.00%    4.01%    3.99%       4.00%     4.05%   4.05%
                       (Closing May 31)
 1715   3.92%    3.91%    3.91%       3.93%     3.99%   3.99%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.2550/69.2650 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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