June 6, 2019 / 4:40 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 6

             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 4)          
1000        01.50/03.75    01.00/02.50        00.50/01.25
               02.64%         02.64%             02.64%
----------------------------------------------------------------
 TIME       JUN           JUL           AUG           SEP
----------------------------------------------------------------
 1000   13.00/14.50    38.00/40.00    61.00/63.00   84.75/86.75
 1100   12.50/14.50    37.50/39.50    60.25/62.25   84.25/86.25
 1200   12.50/14.50    37.25/39.25    60.00/62.00   83.75/85.75
 1300   12.50/14.00    37.25/39.25    60.00/62.00   83.50/85.50
 1400   12.75/14.25    37.50/39.50    60.50/62.50   84.00/86.00
 1500   12.50/14.50    37.50/39.50    60.50/62.50   84.50/86.50
 1600   12.50/14.50    37.50/39.50    60.50/62.50   84.50/86.50
 1715   12.50/14.50    37.25/39.25    60.25/62.25   84.25/86.25
                       (Closing Jun 4) 
 1715   15.00/16.50    40.00/42.00    63.00/65.00   87.00/89.00
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 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000  108.50/110.50 130.75/132.75  155.50/157.50  178.50/180.50
 1100  108.25/110.25 130.75/132.75  155.75/157.75  179.25/181.25
 1200  107.50/109.50 129.75/131.75  154.25/156.25  177.50/179.50
 1300  107.00/109.00 129.25/131.25  154.00/156.00  177.50/179.50
 1400  107.50/109.50 129.75/131.75  154.50/156.50  178.00/180.00
 1500  108.50/110.50 130.75/132.75  155.25/157.25  178.75/180.75
 1600  108.50/110.50 131.00/133.00  155.75/157.75  179.25/181.25
 1715  108.25/110.25 131.00/133.00  156.00/158.00  179.50/181.50
                       (Closing Jun 4) 
 1715  111.50/113.50 134.00/136.00  159.00/161.00  182.25/184.25
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 TIME      FEB           MAR           APR           MAY
----------------------------------------------------------------
 1000 200.00/202.00  224.00/226.00  250.75/252.75  273.00/275.00
 1100 200.75/202.75  224.75/226.75  251.75/253.75  274.00/276.00
 1200 198.75/200.75  222.50/224.50  249.00/251.00  271.00/273.00
 1300 199.00/201.00  222.75/224.75  249.50/251.50  271.50/273.50
 1400 199.50/201.50  223.50/225.50  250.25/252.25  272.50/274.50
 1500 200.25/202.25  224.25/226.25  251.25/253.25  273.50/275.50
 1600 200.75/202.75  224.75/226.75  251.50/253.50  274.00/276.00
 1715 201.25/203.25  225.25/227.25  252.00/254.00  274.50/276.50
                       (Closing Jun 4) 
 1715 203.75/205.75  227.75/229.75  254.50/256.50  277.00/279.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.02%    4.02%    4.03%       4.03%     4.03%   4.03%
 1100   3.96%    3.98%    3.99%       4.01%     4.03%   4.04%
 1200   3.95%    3.96%    3.97%       3.99%     4.00%   4.00%
 1300   3.92%    3.96%    3.97%       3.98%     3.98%   3.99%
 1400   3.97%    3.99%    4.00%       4.00%     4.00%   4.01%
 1500   3.97%    3.99%    4.01%       4.03%     4.04%   4.04%
 1600   3.97%    3.99%    4.01%       4.03%     4.04%   4.04%
 1715   3.95%    3.97%    4.00%       4.02%     4.03%   4.05%
                       (Closing Jun 4) 
 1715   3.98%    4.01%    4.02%       4.04%     4.06%   4.07%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.03%    4.02%    4.02%       4.04%     4.07%   4.07%
 1100   4.04%    4.04%    4.03%       4.06%     4.09%   4.09%
 1200   4.00%    4.00%    3.99%       4.02%     4.05%   4.04%
 1300   4.00%    4.00%    4.00%       4.02%     4.06%   4.05%
 1400   4.02%    4.02%    4.01%       4.04%     4.07%   4.07%
 1500   4.03%    4.03%    4.03%       4.05%     4.09%   4.08%
 1600   4.04%    4.04%    4.04%       4.06%     4.09%   4.09%
 1715   4.05%    4.05%    4.05%       4.07%     4.10%   4.10%
                       (Closing Jun 4)
 1715   4.07%    4.06%    4.05%       4.06%     4.10%   4.10%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.2650/69.2750 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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