August 23, 2019 / 4:48 AM / 24 days ago

RPT-India fwd/annualised dlr premia-(close)-Aug 23

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.00/04.00     00.75/03.00       00.25/01.00
               01.27%          01.27%            01.27%
                             (Aug 22)          
1000        01.25/03.50     00.25/01.00       01.00/02.50
               01.59%          01.27%            01.70%
----------------------------------------------------------------
 TIME       AUG           SEP            OCT           NOV
----------------------------------------------------------------
 1000   01.50/02.50    25.00/27.00    53.50/55.50   76.50/78.50
 1100   01.50/02.50    25.00/27.00    53.00/55.00   76.00/78.00
 1200   01.50/02.50    25.00/27.00    53.50/55.50   76.50/78.50
 1300   01.50/02.50    25.00/27.00    53.50/55.50   77.00/79.00
 1400   01.50/02.50    24.75/26.75    53.25/55.25   76.50/78.50
 1500   01.50/02.50    25.00/27.00    53.50/55.50   76.50/78.50
 1600   01.50/02.50    24.50/26.50    53.00/55.00   76.00/78.00
 1715   01.50/02.50    25.00/27.00    53.50/55.50   76.50/78.50
                       (Closing Aug 22)
 1715   02.00/03.00   25.50/27.50    53.50/55.50   77.00/79.00
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 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  102.50/104.50 129.00/131.00  151.50/153.50  176.50/178.50
 1100  102.00/104.00 128.50/130.50  151.00/153.00  175.50/177.50
 1200  102.50/104.50 129.00/131.00  151.50/153.50  176.00/178.00
 1300  102.50/104.50 129.00/131.00  151.50/153.50  176.00/178.00
 1400  102.50/104.50 129.00/131.00  151.50/153.50  175.50/177.50
 1500  102.00/104.00 128.50/130.50  151.50/153.50  176.00/178.00
 1600  101.50/103.50 128.00/130.00  150.50/152.50  175.00/177.00
 1715  102.00/104.00 128.50/130.50  151.00/153.00  175.50/177.50
                       (Closing Aug 22) 
 1715  102.50/104.50 129.00/131.00  151.00/153.00  176.00/178.00
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 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 208.00/210.00  230.00/232.00  254.50/256.50  278.50/280.50
 1100 207.00/209.00  228.50/230.50  253.00/255.00  277.00/279.00
 1200 207.25/209.25  228.75/230.75  253.50/255.50  277.50/279.50
 1300 207.00/209.00  228.50/230.50  253.00/255.00  277.00/279.00
 1400 206.50/208.50  228.00/230.00  252.50/254.50  276.50/278.50
 1500 207.00/209.00  228.50/230.50  253.00/255.00  277.00/279.00
 1600 206.00/208.00  227.50/229.50  252.00/254.00  276.00/278.00
 1715 206.50/208.50  228.00/230.00  252.50/254.50  276.50/278.50
                       (Closing Aug 22) 
 1715 207.25/209.25  229.25/231.25  253.50/255.50  277.50/279.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.87%    4.24%    4.18%       4.17%     4.19%   4.18%
 1100   3.89%    4.22%    4.17%       4.16%     4.19%   4.18%
 1200   3.89%    4.25%    4.20%       4.18%     4.21%   4.19%
 1300   3.88%    4.25%    4.22%       4.18%     4.21%   4.19%
 1400   3.86%    4.24%    4.21%       4.19%     4.22%   4.20%
 1500   3.89%    4.26%    4.20%       4.17%     4.20%   4.20%
 1600   3.82%    4.22%    4.18%       4.15%     4.18%   4.17%
 1715   3.89%    4.26%    4.20%       4.17%     4.20%   4.19%
                       (Closing Aug 22)
 1715   3.84%    4.18%    4.17%       4.15%     4.18%   4.16%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.15%    4.28%    4.25%       4.21%     4.19%   4.17%
 1100   4.14%    4.27%    4.23%       4.20%     4.19%   4.16%
 1200   4.15%    4.28%    4.24%       4.20%     4.19%   4.17%
 1300   4.15%    4.27%    4.23%       4.20%     4.18%   4.16%
 1400   4.15%    4.27%    4.23%       4.20%     4.19%   4.16%
 1500   4.16%    4.28%    4.24%       4.20%     4.19%   4.17%
 1600   4.14%    4.26%    4.22%       4.19%     4.18%   4.15%
 1715   4.15%    4.27%    4.23%       4.19%     4.18%   4.16%
                       (Closing Aug 22)
 1715   4.13%    4.26%    4.23%       4.19%     4.18%   4.16%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.6600/71.6700 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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