August 13, 2019 / 4:44 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 13

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.75/03.75     00.25/01.25       00.50/02.50
               01.28%         01.28%             01.28%
                             (Aug 9)          
1000        01.50/04.25     01.25/03.25       00.25/01.00
               01.55%         01.62%             01.29%
----------------------------------------------------------------
 TIME       AUG           SEP           OCT           NOV
----------------------------------------------------------------
 1000   09.25/10.75    31.50/33.50    56.50/58.50   78.50/80.50
 1100   09.25/11.25    31.50/33.50    56.50/58.50   78.50/80.50
 1200   09.25/11.25    31.50/33.50    56.50/58.50   78.50/80.50
 1300   09.25/11.25    31.50/33.50    56.50/58.50   78.50/80.50
 1400   09.25/10.75    31.50/33.50    56.50/58.50   78.50/80.50
 1500   09.00/11.00    31.50/33.50    56.50/58.50   78.50/80.50
 1600   09.00/10.50    31.50/33.50    56.50/58.50   78.50/80.50
 1715   09.00/11.00    31.50/33.50    56.50/58.50   78.50/80.50
                        (Closing Aug 9) 
 1715   10.25/12.25    32.25/34.25    57.00/59.00   79.00/81.00
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 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  102.50/104.50 127.50/129.50  150.00/152.00  174.50/176.50
 1100  102.50/104.50 127.50/129.50  150.00/152.00  174.50/176.50
 1200  102.50/104.50 127.50/129.50  150.00/152.00  174.50/176.50
 1300  103.00/105.00 128.00/130.00  150.50/152.50  175.50/177.50
 1400  103.00/105.00 129.00/131.00  151.00/153.00  175.00/177.00
 1500  103.00/105.00 128.00/130.00  150.25/152.25  175.25/177.25
 1600  103.00/105.00 128.00/130.00  150.50/152.50  175.50/177.50
 1715  103.00/105.00 128.00/130.00  150.00/152.00  175.00/177.00
                        (Closing Aug 9) 
 1715  103.50/105.50 128.25/130.25  150.00/152.00  174.50/176.50
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 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 206.50/208.50  228.50/230.50  254.00/256.00  278.50/280.50
 1100 206.50/208.50  228.50/230.50  254.00/256.00  278.50/280.50
 1200 206.50/208.50  228.00/230.00  253.50/255.50  278.00/280.00
 1300 207.00/209.00  228.50/230.50  254.00/256.00  278.50/280.50
 1400 207.00/209.00  228.50/230.50  254.00/256.00  278.50/280.50
 1500 207.00/209.00  228.50/230.50  254.00/256.00  278.50/280.50
 1600 207.00/209.00  228.50/230.50  254.00/256.00  278.50/280.50
 1715 206.50/208.50  228.00/230.00  253.50/255.50  278.00/280.00
                        (Closing Aug 9) 
 1715 206.50/208.50  228.50/230.50  253.75/255.75  278.00/280.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.70%    3.82%    3.89%       3.89%     3.91%   3.95%
 1100   3.72%    3.82%    3.88%       3.88%     3.90%   3.94%
 1200   3.71%    3.81%    3.88%       3.87%     3.90%   3.94%
 1300   3.71%    3.81%    3.88%       3.89%     3.92%   3.95%
 1400   3.69%    3.81%    3.88%       3.89%     3.93%   3.97%
 1500   3.69%    3.81%    3.88%       3.88%     3.91%   3.95%
 1600   3.67%    3.81%    3.88%       3.89%     3.92%   3.95%
 1715   3.68%    3.80%    3.87%       3.88%     3.91%   3.93%
                        (Closing Aug 9)
 1715   3.64%    3.76%    3.84%       3.87%     3.90%   3.93%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.96%    4.06%    4.12%       4.11%     4.11%   4.11%
 1100   3.95%    4.05%    4.11%       4.10%     4.11%   4.11%
 1200   3.95%    4.04%    4.10%       4.09%     4.09%   4.10%
 1300   3.96%    4.06%    4.11%       4.10%     4.10%   4.10%
 1400   3.96%    4.05%    4.11%       4.10%     4.10%   4.10%
 1500   3.96%    4.06%    4.11%       4.10%     4.10%   4.10%
 1600   3.96%    4.06%    4.11%       4.10%     4.10%   4.10%
 1715   3.94%    4.04%    4.09%       4.08%     4.08%   4.09%
                        (Closing Aug 9)
 1715   3.93%    4.03%    4.10%       4.09%     4.09%   4.10%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.4000/71.4100 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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