July 26, 2019 / 4:50 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 26

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/03.50     01.00/02.50       00.25/01.00    
               01.65%         01.76%             01.32%
                            (Jul 25)          
1000        01.25/03.50     00.25/01.00       01.00/02.50    
               01.65%         01.32%             01.76%
----------------------------------------------------------------
 TIME       JUL           AUG           SEP           OCT
----------------------------------------------------------------
 1000   00.25/01.25    22.00/24.00    45.00/47.00   71.00/73.00
 1100   00.25/01.25    21.50/23.50    44.50/46.50   70.50/72.50
 1200   00.25/01.25    21.50/23.50    44.50/46.50   70.50/72.50
 1300   00.25/01.25    21.50/23.50    44.50/46.50   70.50/72.50
 1400   00.25/01.25    21.50/23.50    44.25/46.25   70.50/72.50
 1500   00.25/01.25    21.50/23.50    44.00/46.00   70.50/72.50
 1600   00.25/01.25    21.50/23.50    44.25/46.25   70.50/72.50
 1715   00.40/00.90    21.50/23.50    44.00/46.00   70.00/72.00
                        (Closing Jul 25) 
 1715   00.50/01.75    22.50/24.50    45.50/47.50   72.00/74.00
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000  95.00/97.00   122.00/124.00  149.00/151.00  172.50/174.50
 1100  94.50/96.50   121.50/123.50  148.00/150.00  171.50/173.50
 1200  94.50/96.50   121.50/123.50  148.50/150.50  172.00/174.00
 1300  94.50/96.50   121.50/123.50  148.00/150.00  171.50/173.50
 1400  94.50/96.50   121.00/123.00  147.50/149.50  171.00/173.00
 1500  94.25/96.25   121.00/123.00  148.00/150.00  171.50/173.50
 1600  94.50/96.50   121.00/123.00  147.50/149.50  171.00/173.00
 1715  94.00/96.00   121.00/123.00  148.00/150.00  171.50/173.50
                        (Closing Jul 25) 
 1715  96.00/98.00   123.00/125.00  150.00/152.00  173.50/175.50
----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
----------------------------------------------------------------
 1000 199.00/201.00  233.00/235.00  256.50/258.50  283.00/285.00
 1100 198.00/200.00  231.50/233.50  255.00/257.00  281.50/283.50
 1200 198.50/200.50  231.50/233.50  255.00/257.00  281.50/283.50
 1300 198.00/200.00  231.00/233.00  254.50/256.50  281.00/283.00
 1400 197.50/199.50  230.50/232.50  254.00/256.00  280.50/282.50
 1500 198.00/200.00  231.00/233.00  254.50/256.50  281.00/283.00
 1600 197.50/199.50  230.50/232.50  254.00/256.00  280.50/282.50
 1715 198.00/200.00  231.00/233.00  254.50/256.50  281.00/283.00
                        (Closing Jul 25) 
 1715 200.00/202.00  234.00/236.00  257.50/259.50  284.00/286.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.92%    3.92%    4.09%       4.16%     4.22%   4.28%
 1100   3.84%    3.88%    4.06%       4.14%     4.20%   4.26%
 1200   3.84%    3.88%    4.06%       4.14%     4.20%   4.27%
 1300   3.84%    3.88%    4.06%       4.14%     4.20%   4.26%
 1400   3.84%    3.86%    4.06%       4.14%     4.19%   4.24%
 1500   3.84%    3.84%    4.06%       4.13%     4.19%   4.26%
 1600   3.84%    3.86%    4.06%       4.14%     4.19%   4.25%
 1715   3.84%    3.84%    4.04%       4.12%     4.19%   4.26%
                        (Closing Jul 25) 
 1715   3.88%    3.90%    4.10%       4.17%     4.23%   4.29%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.31%    4.31%    4.50%       4.48%     4.47%   4.47%
 1100   4.28%    4.29%    4.47%       4.45%     4.45%   4.45%
 1200   4.29%    4.30%    4.47%       4.45%     4.44%   4.45%
 1300   4.28%    4.29%    4.46%       4.44%     4.44%   4.45%
 1400   4.27%    4.28%    4.45%       4.44%     4.43%   4.44%
 1500   4.28%    4.29%    4.46%       4.44%     4.44%   4.45%
 1600   4.27%    4.29%    4.45%       4.44%     4.43%   4.44%
 1715   4.29%    4.30%    4.47%       4.45%     4.45%   4.45%
                        (Closing Jul 25)
 1715   4.31%    4.32%    4.50%       4.48%     4.47%   4.48%
------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.8975/68.9075 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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