August 19, 2019 / 4:45 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Aug 19

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.50/02.00     00.25/01.00       00.25/01.00
               01.28%          01.28%            01.28%
                             (Aug 16)          
1000        01.25/04.50     01.00/03.50       00.25/01.00
               01.60%          01.71%            01.28%
----------------------------------------------------------------
 TIME       AUG           SEP           OCT           NOV
----------------------------------------------------------------
 1000   05.00/06.50    27.50/29.50    52.00/54.00   73.50/75.50
 1100   05.00/06.50    27.50/29.50    52.50/54.50   74.50/76.50
 1200   05.00/06.50    27.50/29.50    52.50/54.50   74.50/76.50
 1300   05.00/06.50    27.50/29.50    52.50/54.50   74.25/76.25
 1400   05.00/06.50    27.50/29.50    52.25/54.25   74.00/76.00
 1500   05.00/06.50    27.50/29.50    52.50/54.50   74.50/76.50
 1600   05.50/06.50    27.50/29.50    52.50/54.50   74.50/76.50
 1715   05.50/06.50    27.50/29.50    52.50/54.50   74.50/76.50
                        (Closing Aug 16) 
 1715   06.00/08.00    28.50/30.50    53.00/55.00   75.00/77.00
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  97.50/99.50  122.50/124.50  144.50/146.50  169.00/171.00
 1100  98.50/100.50 123.50/125.50  145.50/147.50  170.00/172.00
 1200  98.50/100.50 123.50/125.50  145.50/147.50  170.50/172.50
 1300  98.50/100.50 123.50/125.50  145.50/147.50  170.50/172.50
 1400  98.00/100.00 123.00/125.00  145.00/147.00  170.00/172.00
 1500  99.00/101.00 124.00/126.00  146.00/148.00  171.00/173.00
 1600  99.00/101.00 124.50/126.50  146.50/148.50  171.50/173.50
 1715  99.00/101.00 124.50/126.50  146.50/148.50  171.50/173.50
                        (Closing Aug 16) 
 1715  99.00/101.00 124.00/126.00  146.00/148.00  171.00/173.00
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 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 200.00/202.00  221.50/223.50  246.00/248.00  270.00/272.00
 1100 201.00/203.00  222.50/224.50  247.00/249.00  271.00/273.00
 1200 202.00/204.00  223.50/225.50  248.00/250.00  272.00/274.00
 1300 202.00/204.00  223.50/225.50  248.00/250.00  272.00/274.00
 1400 201.50/203.50  223.00/225.00  247.50/249.50  271.50/273.50
 1500 202.50/204.50  224.00/226.00  248.50/250.50  272.50/274.50
 1600 203.00/205.00  225.00/227.00  249.50/251.50  273.50/275.50
 1715 203.00/205.00  225.00/227.00  249.50/251.50  273.50/275.50
                        (Closing Aug 16) 
 1715 202.50/204.50  224.00/226.00  248.50/250.50  272.50/274.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.63%    3.79%    3.83%       3.83%     3.87%   3.91%
 1100   3.63%    3.82%    3.87%       3.87%     3.90%   3.93%
 1200   3.62%    3.81%    3.86%       3.86%     3.89%   3.92%
 1300   3.62%    3.81%    3.85%       3.86%     3.89%   3.92%
 1400   3.62%    3.79%    3.83%       3.83%     3.87%   3.90% 
 1500   3.62%    3.81%    3.86%       3.87%     3.91%   3.93%
 1600   3.63%    3.81%    3.86%       3.87%     3.92%   3.94%
 1715   3.63%    3.81%    3.86%       3.87%     3.92%   3.94%
                        (Closing Aug 16)
 1715   3.68%    3.81%    3.86%       3.86%     3.90%   3.92%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.91%    4.03%    4.06%       4.04%     4.04%   4.04%
 1100   3.93%    4.05%    4.07%       4.05%     4.05%   4.05%
 1200   3.93%    4.06%    4.08%       4.06%     4.06%   4.06%
 1300   3.93%    4.06%    4.08%       4.06%     4.06%   4.06%
 1400   3.92%    4.04%    4.07%       4.05%     4.05%   4.05%
 1500   3.94%    4.06%    4.09%       4.06%     4.06%   4.06%
 1600   3.95%    4.07%    4.10%       4.08%     4.08%   4.07%
 1715   3.95%    4.07%    4.10%       4.08%     4.08%   4.07%
                        (Closing Aug 16)
 1715   3.94%    4.06%    4.09%       4.07%     4.07%   4.07%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.4300/71.4400 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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