August 20, 2019 / 4:41 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 20

            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
               01.27%          01.27%            01.27%
                             (Aug 19)          
1000        00.50/02.00     00.25/01.00       00.25/01.00
               01.28%          01.28%            01.28%
----------------------------------------------------------------
 TIME       AUG           SEP           OCT           NOV
----------------------------------------------------------------
 1000   05.00/06.00    27.50/29.50    53.00/55.00   75.50/77.50
 1100   05.00/06.00    28.00/29.50    53.50/55.50   76.00/78.00
 1200   05.00/06.50    28.00/30.00    53.50/55.50   76.00/78.00
 1300   05.00/06.00    28.00/29.50    53.50/55.50   75.50/77.50
 1400   05.00/06.50    27.75/29.75    53.25/55.25   75.75/77.75
 1500   05.00/06.00    28.00/29.50    54.00/56.00   76.50/78.50
 1600   04.75/06.25    27.75/29.75    53.50/55.50   76.00/78.00
 1715   04.75/06.25    27.50/29.50    53.50/55.50   76.00/78.00
                        (Closing Aug 19) 
 1715   05.50/06.50    27.50/29.50    52.50/54.50   74.50/76.50
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 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000 100.50/102.50 126.00/128.00  148.50/150.50  173.50/175.50
 1100 100.50/102.50 126.00/128.00  148.50/150.50  173.50/175.50
 1200 100.50/102.50 126.00/128.00  148.50/150.50  173.50/175.50
 1300 100.50/102.50 126.00/128.00  148.50/150.50  173.50/175.50
 1400 100.50/102.50 126.00/128.00  148.50/150.50  174.00/176.00
 1500 101.50/103.50 127.00/129.00  149.50/151.50  174.50/176.50
 1600 101.00/103.00 126.50/128.50  149.00/151.00  174.00/176.00
 1715 101.00/103.00 126.50/128.50  149.00/151.00  174.00/176.00
                        (Closing Aug 19) 
 1715  99.00/101.00 124.50/126.50  146.50/148.50  171.50/173.50
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 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 205.50/207.50  227.50/229.50  252.25/254.25  276.50/278.50
 1100 205.50/207.50  227.50/229.50  252.00/254.00  276.00/278.00
 1200 205.50/207.50  227.50/229.50  252.00/254.00  276.00/278.00
 1300 205.50/207.50  227.50/229.50  252.00/254.00  276.00/278.00
 1400 206.00/208.00  228.00/230.00  253.00/255.00  277.00/279.00
 1500 206.50/208.50  228.50/230.50  253.00/255.00  277.00/279.00
 1600 206.00/208.00  228.00/230.00  252.50/254.50  276.50/278.50
 1715 206.00/208.00  228.00/230.00  252.50/254.50  276.50/278.50
                        (Closing Aug 19) 
 1715 203.00/205.00  225.00/227.00  249.50/251.50  273.50/275.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.71%    3.89%    3.94%       3.95%     3.98%   4.01%
 1100   3.75%    3.93%    3.97%       3.96%     3.99%   4.01%
 1200   3.78%    3.93%    3.96%       3.95%     3.98%   4.01%
 1300   3.74%    3.93%    3.94%       3.94%     3.98%   4.01%
 1400   3.75%    3.91%    3.95%       3.95%     3.98%   4.01%
 1500   3.74%    3.95%    3.98%       3.98%     4.01%   4.03%
 1600   3.74%    3.93%    3.96%       3.96%     4.00%   4.02%
 1715   3.71%    3.92%    3.96%       3.96%     4.00%   4.02%
                        (Closing Aug 19)
 1715   3.63%    3.81%    3.86%       3.87%     3.92%   3.94%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.01%    4.13%    4.15%       4.13%     4.12%   4.11%
 1100   4.01%    4.14%    4.16%       4.13%     4.12%   4.11%
 1200   4.01%    4.13%    4.15%       4.12%     4.12%   4.11%
 1300   4.00%    4.13%    4.15%       4.12%     4.11%   4.10%
 1400   4.01%    4.14%    4.16%       4.14%     4.13%   4.12%
 1500   4.02%    4.15%    4.16%       4.13%     4.12%   4.11%
 1600   4.02%    4.14%    4.16%       4.13%     4.12%   4.11%
 1715   4.01%    4.14%    4.16%       4.13%     4.12%   4.11%
                        (Closing Aug 19)
 1715   3.95%    4.07%    4.10%       4.08%     4.08%   4.07%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.7025/71.7125 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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