July 12, 2019 / 4:44 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 12

            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    
               01.66%         01.78%             01.33%
                            (Jul 11)          
1000        01.25/03.50     00.25/01.00       01.00/02.50    
               01.67%         01.34%             01.78%
----------------------------------------------------------------
 TIME       JUL           AUG           SEP           OCT
----------------------------------------------------------------
 1000   09.50/11.00    32.50/34.50    56.50/58.50   85.00/87.00
 1100   09.25/11.25    32.00/34.00    56.25/58.25   84.75/86.75
 1200   09.00/11.00    32.00/34.00    56.25/58.25   84.75/86.75
 1300   09.00/11.00    32.25/34.25    56.25/58.25   84.50/86.50
 1400   09.00/11.00    32.25/34.25    56.50/58.50   85.00/87.00
 1500   09.25/10.75    32.25/34.25    56.50/58.50   85.50/87.50
 1600   09.25/11.25    32.25/34.25    56.00/58.00   84.50/86.50
 1715   09.25/11.25    32.25/34.25    56.25/58.25   84.75/86.75 
                         (Closing Jul 11) 
 1715   10.50/12.00    33.50/35.50    58.00/60.00   87.00/89.00
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000  109.00/111.00 136.00/138.00  164.00/166.00  188.50/190.50
 1100  108.75/110.75 136.25/138.25  164.25/166.25  188.75/190.75
 1200  109.25/111.25 136.50/138.50  164.50/166.50  189.00/191.00
 1300  109.00/111.00 136.50/138.50  164.50/166.50  189.50/191.50
 1400  109.50/111.50 137.00/139.00  166.00/168.00  191.00/193.00
 1500  110.00/112.00 137.50/139.50  166.00/168.00  191.50/193.50
 1600  109.00/111.00 136.50/138.50  164.50/166.50  190.00/192.00
 1715  109.50/111.50 137.00/139.00  165.00/167.00  189.50/191.50
                         (Closing Jul 11) 
 1715  111.00/113.00 138.00/140.00  166.00/168.00  191.00/193.00
----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
----------------------------------------------------------------
 1000 216.00/218.00  250.00/252.00  275.00/277.00  303.00/305.00
 1100 216.50/218.50  250.50/252.50  275.50/277.50  303.50/305.50
 1200 216.50/218.50  250.50/252.50  275.50/277.50  303.50/305.50
 1300 217.50/219.50  251.50/253.50  276.50/278.50  304.50/306.50
 1400 219.50/221.50  254.00/256.00  279.50/281.50  308.00/310.00
 1500 219.50/221.50  254.00/256.00  279.50/281.50  308.00/310.00
 1600 218.00/220.00  252.50/254.50  277.75/279.75  306.00/308.00
 1715 217.50/219.50  251.50/253.50  277.00/279.00  305.00/307.00
                         (Closing Jul 11) 
 1715 219.00/221.00  253.00/255.00  278.00/280.00  306.00/308.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.89%    4.01%    4.18%       4.30%     4.33%   4.38%
 1100   3.84%    3.98%    4.16%       4.29%     4.33%   4.39%
 1200   3.82%    3.97%    4.16%       4.30%     4.34%   4.39%
 1300   3.85%    3.99%    4.16%       4.29%     4.34%   4.40%
 1400   3.85%    4.00%    4.18%       4.31%     4.35%   4.43%
 1500   3.85%    4.00%    4.19%       4.33%     4.37%   4.43%
 1600   3.86%    3.97%    4.15%       4.28%     4.33%   4.39%
 1715   3.86%    3.98%    4.16%       4.30%     4.35%   4.40%
                         (Closing Jul 11)
 1715   3.94%    4.06%    4.23%       4.35%     4.38%   4.42%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.44%    4.46%    4.56%       4.62%     4.63%   4.63%
 1100   4.44%    4.46%    4.56%       4.63%     4.63%   4.64%
 1200   4.45%    4.46%    4.56%       4.63%     4.63%   4.64%
 1300   4.46%    4.48%    4.58%       4.65%     4.65%   4.65%
 1400   4.49%    4.52%    4.62%       4.70%     4.70%   4.70%
 1500   4.50%    4.53%    4.63%       4.70%     4.70%   4.70%
 1600   4.46%    4.49%    4.59%       4.66%     4.66%   4.67%
 1715   4.45%    4.47%    4.57%       4.64%     4.65%   4.65%
                         (Closing Jul 11)
 1715   4.48%    4.50%    4.60%       4.67%     4.66%   4.68%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.6800/68.6900 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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