August 14, 2019 / 4:41 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 14

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.50/05.00     00.50/01.50       01.00/03.50
               01.54%          01.29%            01.72%
                             (Aug 13)          
1000        00.75/03.75     00.25/01.25       00.50/02.50
               01.28%         01.28%             01.28%
----------------------------------------------------------------
 TIME       AUG           SEP           OCT           NOV
----------------------------------------------------------------
 1000   07.00/08.50    29.50/31.50    54.50/56.50   76.50/78.50
 1100   07.00/08.50    29.50/31.50    54.50/56.50   76.50/78.50
 1200   07.00/08.50    29.50/31.50    54.50/56.50   76.50/78.50
 1300   07.00/08.50    29.50/31.50    54.50/56.50   76.50/78.50
 1400   07.00/08.50    29.50/31.50    54.50/56.50   76.50/78.50
 1500   07.00/08.50    29.50/31.50    54.50/56.50   76.75/78.75
 1600   07.00/08.50    29.50/31.50    54.50/56.50   76.50/78.50
 1715   07.00/08.50    29.50/31.50    54.50/56.50   76.50/78.50
                        (Closing Aug 13) 
 1715   09.00/11.00    31.50/33.50    56.50/58.50   78.50/80.50
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 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  100.50/102.50 125.50/127.50  148.00/150.00  173.00/175.00
 1100  100.50/102.50 125.50/127.50  148.00/150.00  173.00/175.00
 1200  100.50/102.50 125.50/127.50  148.00/150.00  173.00/175.00
 1300  100.50/102.50 126.00/128.00  148.50/150.50  173.50/175.50
 1400  100.50/102.50 125.50/127.50  148.00/150.00  173.00/175.00
 1500  101.25/103.25 126.75/128.75  148.75/150.75  173.75/175.75
 1600  101.00/103.00 126.50/128.50  148.50/150.50  173.50/175.50
 1715  100.50/102.50 125.50/127.50  147.50/149.50  172.50/174.50
                        (Closing Aug 13) 
 1715  103.00/105.00 128.00/130.00  150.00/152.00  175.00/177.00
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 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 204.50/206.50  226.00/228.00  251.50/253.50  276.00/278.00
 1100 204.50/206.50  226.00/228.00  251.50/253.50  276.00/278.00
 1200 204.50/206.50  226.50/228.50  251.50/253.50  276.00/278.00
 1300 205.00/207.00  227.00/229.00  252.00/254.00  276.50/278.50
 1400 204.50/206.50  226.00/228.00  251.00/253.00  275.50/277.50
 1500 205.25/207.25  227.25/229.25  252.25/254.25  276.50/278.50
 1600 205.00/207.00  227.00/229.00  252.00/254.00  276.50/278.50
 1715 204.00/206.00  226.00/228.00  251.00/253.00  275.00/277.00
                        (Closing Aug 13) 
 1715 206.50/208.50  228.00/230.00  253.50/255.50  278.00/280.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.72%    3.87%    3.91%       3.90%     3.93%   3.97%
 1100   3.72%    3.87%    3.90%       3.90%     3.93%   3.96%
 1200   3.71%    3.87%    3.90%       3.89%     3.92%   3.96%
 1300   3.71%    3.86%    3.89%       3.89%     3.93%   3.96%
 1400   3.70%    3.86%    3.89%       3.88%     3.91%   3.95%
 1500   3.70%    3.86%    3.90%       3.91%     3.95%   3.97%
 1600   3.70%    3.85%    3.89%       3.89%     3.94%   3.96%
 1715   3.70%    3.86%    3.89%       3.88%     3.91%   3.94%
                        (Closing Aug 13)
 1715   3.68%    3.80%    3.87%       3.88%     3.91%   3.93%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.98%    4.10%    4.12%       4.11%     4.12%   4.12%
 1100   3.97%    4.09%    4.12%       4.11%     4.11%   4.11%
 1200   3.97%    4.09%    4.12%       4.11%     4.11%   4.11%
 1300   3.97%    4.09%    4.12%       4.11%     4.11%   4.11%
 1400   3.96%    4.08%    4.10%       4.09%     4.09%   4.09%
 1500   3.98%    4.09%    4.12%       4.11%     4.11%   4.11%
 1600   3.97%    4.08%    4.12%       4.10%     4.10%   4.10%
 1715   3.95%    4.07%    4.10%       4.09%     4.08%   4.08%
                        (Closing Aug 13)
 1715   3.94%    4.04%    4.09%       4.08%     4.08%   4.09%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.2700/71.2800 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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