August 16, 2019 / 4:40 AM / 2 days ago

India fwd/annualised dlr premia-(closing)-Aug 16

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/04.50     01.00/03.50       00.25/01.00
               01.60%          01.71%            01.28%
                             (Aug 14)          
1000        01.50/05.00     00.50/01.50       01.00/03.50
               01.54%          01.29%            01.72%
----------------------------------------------------------------
 TIME       AUG           SEP           OCT           NOV
----------------------------------------------------------------
 1000   06.00/08.00    28.25/30.25    53.00/55.00   75.00/77.00
 1100   06.00/07.50    28.50/30.50    53.50/55.50   75.50/77.50
 1200   06.00/07.50    28.50/30.50    53.50/55.50   75.50/77.50
 1300   06.00/07.50    28.50/30.50    53.50/55.50   75.50/77.50
 1400   05.75/07.25    28.00/30.00    53.00/55.00   75.00/77.00
 1500   06.00/07.50    28.25/30.25    53.00/55.00   75.00/77.00
 1600   06.00/08.00    28.25/30.25    53.00/55.00   75.00/77.00
 1715   06.00/08.00    28.50/30.50    53.00/55.00   75.00/77.00
                        (Closing Aug 14) 
 1715   07.00/08.50    29.50/31.50    54.50/56.50   76.50/78.50
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  98.50/100.50 123.00/125.00  145.00/147.00  170.00/172.00
 1100  99.50/101.50 124.50/126.50  146.50/148.50  171.00/173.00
 1200  99.50/101.50 124.50/126.50  146.50/148.50  171.00/173.00
 1300  99.50/101.50 125.00/127.00  147.00/149.00  172.00/174.00
 1400  99.00/101.00 124.50/126.50  146.50/148.50  171.50/173.50
 1500  99.00/101.00 124.50/126.50  146.50/148.50  171.00/173.00
 1600  99.00/101.00 124.00/126.00  146.00/148.00  171.00/173.00
 1715  99.00/101.00 124.00/126.00  146.00/148.00  171.00/173.00
                        (Closing Aug 14) 
 1715  100.50/102.50 125.50/127.50  147.50/149.50 172.50/174.50
----------------------------------------------------------------
 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 201.50/203.50  223.50/225.50  248.00/250.00  272.00/274.00
 1100 202.50/204.50  224.00/226.00  248.50/250.50  273.00/275.00
 1200 202.50/204.50  224.50/226.50  249.00/251.00  273.50/275.50
 1300 203.50/205.50  225.00/227.00  249.50/251.50  273.50/275.50
 1400 203.00/205.00  224.50/226.50  249.00/251.00  273.00/275.00
 1500 202.50/204.50  224.00/226.00  248.50/250.50  272.50/274.50
 1600 202.50/204.50  224.00/226.00  248.50/250.50  272.50/274.50
 1715 202.50/204.50  224.00/226.00  248.50/250.50  272.50/274.50
                        (Closing Aug 14) 
 1715 204.00/206.00  226.00/228.00  251.00/253.00  275.00/277.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.64%    3.80%    3.85%       3.84%     3.86%   3.89%
 1100   3.66%    3.83%    3.87%       3.87%     3.90%   3.93%
 1200   3.66%    3.83%    3.88%       3.87%     3.90%   3.93%
 1300   3.66%    3.84%    3.88%       3.87%     3.92%   3.95%
 1400   3.60%    3.80%    3.86%       3.86%     3.91%   3.94%
 1500   3.64%    3.81%    3.86%       3.86%     3.91%   3.94%
 1600   3.66%    3.81%    3.86%       3.86%     3.90%   3.93%
 1715   3.68%    3.81%    3.86%       3.86%     3.90%   3.92%
                        (Closing Aug 14)
 1715   3.70%    3.86%    3.89%       3.88%     3.91%   3.94%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.90%    4.03%    4.07%       4.05%     4.05%   4.05%
 1100   3.93%    4.05%    4.08%       4.06%     4.06%   4.06%
 1200   3.93%    4.05%    4.09%       4.07%     4.07%   4.07%
 1300   3.95%    4.07%    4.10%       4.08%     4.08%   4.08%
 1400   3.95%    4.07%    4.10%       4.08%     4.07%   4.08%
 1500   3.94%    4.06%    4.09%       4.07%     4.07%   4.07%
 1600   3.94%    4.06%    4.09%       4.07%     4.07%   4.07%
 1715   3.94%    4.06%    4.09%       4.07%     4.07%   4.07%
                        (Closing Aug 14)
 1715   3.95%    4.07%    4.10%       4.09%     4.08%   4.08%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.1500/71.1600 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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