August 2, 2019 / 4:42 AM / 13 days ago

RPT-India fwd/annualised dlr premia-(close)-Aug 2

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.00/03.25     00.75/02.25       00.25/01.00
               01.32%         01.32%             01.32%
                            (Aug 1)          
1000        02.00/03.50     00.50/01.00       01.50/02.50
               02.64%         02.64%             02.64%
----------------------------------------------------------------
 TIME       AUG           SEP           OCT           NOV
----------------------------------------------------------------
 1000   16.50/18.00    38.50/40.50    64.00/66.00   86.50/88.50
 1100   16.50/18.00    39.00/41.00    64.50/66.50   87.00/89.00
 1200   16.25/18.25    39.25/41.25    65.00/67.00   87.50/89.50
 1300   16.00/18.00    39.00/41.00    65.00/67.00   87.50/89.50
 1400   16.50/18.00    39.50/41.50    65.00/67.00   87.50/89.50
 1500   16.25/18.25    39.25/41.25    65.00/67.00   87.50/89.50
 1600   16.50/18.00    39.50/41.50    65.50/67.50   88.00/90.00
 1715   16.25/18.25    39.50/41.50    65.25/67.25   87.75/89.75
                        (Closing Aug 1) 
 1715   16.25/18.25    38.50/40.50    64.50/66.50   87.00/89.00
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  112.00/114.00 137.50/139.50  160.00/162.00  185.50/187.50
 1100  112.50/114.50 138.00/140.00  160.50/162.50  185.50/187.50
 1200  113.00/115.00 138.50/140.50  161.00/163.00  186.00/188.00
 1300  113.00/115.00 138.50/140.50  161.00/163.00  186.00/188.00
 1400  113.00/115.00 138.50/140.50  161.00/163.00  186.00/188.00
 1500  113.00/115.00 138.50/140.50  161.00/163.00  186.00/188.00
 1600  113.50/115.50 138.50/140.50  161.00/163.00  186.00/188.00
 1715  113.50/115.50 139.00/141.00  161.50/163.50  186.50/188.50
                        (Closing Aug 1) 
 1715  112.50/114.50 138.00/140.00  160.50/162.50  186.00/188.00
----------------------------------------------------------------
 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 217.50/219.50  240.00/242.00  265.75/267.75  290.50/292.50
 1100 217.50/219.50  240.00/242.00  265.75/267.75  290.50/292.50
 1200 218.00/220.00  241.00/243.00  266.75/268.75  291.50/293.50
 1300 218.00/220.00  241.00/243.00  267.00/269.00  292.00/294.00
 1400 218.00/220.00  241.00/243.00  267.00/269.00  292.00/294.00
 1500 218.00/220.00  241.00/243.00  267.00/269.00  292.00/294.00
 1600 218.00/220.00  241.00/243.00  267.00/269.00  292.00/294.00
 1715 218.50/220.50  241.50/243.50  267.00/269.00  291.50/293.50
                        (Closing Aug 1) 
 1715 218.00/220.00  240.50/242.50  266.50/268.50  291.50/293.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.78%    3.84%    3.99%       4.02%     4.06%   4.10%
 1100   3.80%    3.88%    4.01%       4.04%     4.07%   4.11%
 1200   3.81%    3.91%    4.04%       4.05%     4.09%   4.12%
 1300   3.75%    3.88%    4.03%       4.04%     4.07%   4.11%
 1400   3.80%    3.91%    4.03%       4.04%     4.08%   4.11%
 1500   3.80%    3.90%    4.03%       4.05%     4.08%   4.12%
 1600   3.81%    3.92%    4.06%       4.07%     4.09%   4.12%
 1715   3.81%    3.92%    4.04%       4.06%     4.09%   4.13%
                        (Closing Aug 1) 
 1715   3.68%    3.81%    3.99%       4.02%     4.06%   4.11%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.12%    4.17%    4.29%       4.27%     4.27%   4.28%
 1100   4.13%    4.17%    4.29%       4.27%     4.27%   4.27%
 1200   4.13%    4.17%    4.29%       4.28%     4.28%   4.28%
 1300   4.12%    4.16%    4.28%       4.27%     4.27%   4.28%
 1400   4.12%    4.16%    4.28%       4.27%     4.27%   4.28%
 1500   4.13%    4.17%    4.29%       4.28%     4.28%   4.28%
 1600   4.13%    4.16%    4.28%       4.27%     4.28%   4.28%
 1715   4.14%    4.17%    4.29%       4.28%     4.27%   4.27%
                        (Closing Aug 1)
 1715   4.13%    4.18%    4.30%       4.28%     4.29%   4.30%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.5850/69.5950 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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