May 31, 2019 / 4:43 AM / 22 days ago

RPT-India fwd/annualised dlr premia-(close)-May 31

             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%
                            (May 30)          
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   16.50/18.00    41.00/43.00    63.50/65.50   87.00/89.00
 1100   17.00/18.50    41.50/43.50    64.00/66.00   87.25/89.25
 1200   17.00/19.00    41.50/43.50    64.00/66.00   87.50/89.50
 1300   17.00/18.50    41.50/43.50    64.00/66.00   87.50/89.50
 1400   17.00/18.50    41.50/43.50    64.00/66.00   87.50/89.50
 1500   17.00/18.50    41.50/43.50    64.00/66.00   87.25/89.25
 1600   17.00/19.00    41.50/43.50    64.00/66.00   87.25/89.25
 1715   17.00/19.00    41.75/43.75    64.25/66.25   87.50/89.50
                       (Closing May 30) 
 1715   17.75/19.75    42.50/44.50    65.50/67.50   89.25/91.25
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000 110.50/112.50  132.00/134.00  156.00/158.00  178.50/180.50
 1100 110.50/112.50  132.00/134.00  156.00/158.00  179.00/181.00
 1200 111.00/113.00  132.50/134.50  156.50/158.50  179.50/181.50
 1300 111.00/113.00  132.50/134.50  156.50/158.50  179.50/181.50
 1400 111.00/113.00  132.50/134.50  156.50/158.50  179.50/181.50
 1500 110.50/112.50  132.00/134.00  156.00/158.00  178.50/180.50
 1600 110.50/112.50  131.75/133.75  155.50/157.50  178.50/180.50
 1715 110.75/112.75  132.25/134.25  156.00/158.00  179.00/181.00
                       (Closing May 30) 
 1715 113.25/115.25  135.00/137.00  159.00/161.00  182.00/184.00
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 TIME      FEB           MAR           APR           MAY
----------------------------------------------------------------
 1000 199.50/201.50  223.50/225.50  250.50/252.50  273.00/275.00
 1100 200.00/202.00  224.00/226.00  251.00/253.00  273.50/275.50
 1200 200.50/202.50  225.00/227.00  252.00/254.00  274.50/276.50
 1300 200.75/202.75  225.00/227.00  252.00/254.00  274.50/276.50
 1400 200.75/202.75  225.00/227.00  252.25/254.25  275.00/277.00
 1500 199.50/201.50  223.50/225.50  250.50/252.50  273.00/275.00
 1600 199.50/201.50  223.50/225.50  250.50/252.50  273.00/275.00
 1715 200.00/202.00  224.00/226.00  251.00/253.00  273.50/275.50
                       (Closing May 30) 
 1715 203.50/205.50  228.00/230.00  255.00/257.00  277.50/279.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.80%    3.86%    3.88%       3.90%     3.92%   3.91%
 1100   3.88%    3.90%    3.91%       3.91%     3.91%   3.91%
 1200   3.91%    3.90%    3.91%       3.92%     3.93%   3.92%
 1300   3.88%    3.90%    3.91%       3.92%     3.93%   3.92%
 1400   3.88%    3.90%    3.91%       3.92%     3.93%   3.92%
 1500   3.88%    3.90%    3.91%       3.91%     3.91%   3.91%
 1600   3.92%    3.90%    3.91%       3.91%     3.91%   3.90%
 1715   3.93%    3.93%    3.93%       3.93%     3.93%   3.92%
                       (Closing May 30) 
 1715   3.92%    3.92%    3.95%       3.96%     3.98%   3.97%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.91%    3.90%    3.90%       3.92%     3.98%   3.98%
 1100   3.91%    3.91%    3.91%       3.93%     3.98%   3.99%
 1200   3.92%    3.92%    3.92%       3.94%     4.00%   4.00%
 1300   3.92%    3.92%    3.92%       3.94%     4.00%   4.00%
 1400   3.92%    3.91%    3.92%       3.94%     4.00%   4.01%
 1500   3.91%    3.89%    3.90%       3.92%     3.97%   3.98%
 1600   3.90%    3.90%    3.90%       3.92%     3.98%   3.98%
 1715   3.92%    3.91%    3.91%       3.93%     3.99%   3.99%
                       (Closing May 30)
 1715   3.96%    3.95%    3.96%       3.97%     4.03%   4.03%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.6750/69.6850 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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