August 28, 2019 / 4:46 AM / 24 days ago

RPT-India fwd/annualised dlr premia-(close)-Aug 28

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.27%          01.27%            01.27%
                             (Aug 27)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.27%          01.27%            01.27%
----------------------------------------------------------------
 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   23.50/25.50    51.00/53.00    74.00/76.00   99.50/101.50
 1100   23.50/25.50    51.00/53.00    74.00/76.00   99.50/101.50
 1200   23.50/25.00    51.00/53.00    74.00/76.00   99.50/101.50
 1300   23.50/25.50    51.50/53.50    74.50/76.50  100.00/102.00
 1400   23.75/25.25    51.50/53.50    74.50/76.50  100.00/102.00
 1500   23.75/25.25    51.50/53.50    74.50/76.50  100.00/102.00
 1600   23.75/25.25    51.50/53.50    74.50/76.50  100.50/102.50
 1715   23.50/25.50    52.00/54.00    75.50/77.50  102.00/104.00
                       (Closing Aug 27)
 1715   24.00/26.00    51.50/53.50    74.50/76.50  100.50/102.50
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 TIME       JAN           FEB           MAR           APR
----------------------------------------------------------------
 1000  126.00/128.00  148.00/150.00  172.50/174.50  203.00/205.00
 1100  126.00/128.00  148.50/150.50  173.50/175.50  204.00/206.00
 1200  126.00/128.00  148.50/150.50  174.00/176.00  204.50/206.50
 1300  126.50/128.50  149.00/151.00  174.50/176.50  205.00/207.00
 1400  126.50/128.50  149.00/151.00  174.50/176.50  205.50/207.50
 1500  127.00/129.00  149.50/151.50  175.00/177.00  206.50/208.50
 1600  127.50/129.50  150.50/152.50  176.00/178.00  208.50/210.50
 1715  130.00/132.00  153.00/155.00  179.00/181.00  211.50/213.50
                       (Closing Aug 27) 
 1715  127.25/129.25  148.75/150.75  173.75/175.75  204.25/206.25
----------------------------------------------------------------
 TIME       MAY           JUN           JUL           AUG
----------------------------------------------------------------
 1000 224.50/226.50  248.75/250.75  272.50/274.50  297.00/299.00
 1100 225.50/227.50  249.75/251.75  273.50/275.50  298.00/300.00
 1200 226.00/228.00  250.25/252.25  274.00/276.00  298.50/300.50
 1300 226.50/228.50  251.00/253.00  275.00/277.00  299.50/301.50
 1400 227.00/229.00  251.25/253.25  275.00/277.00  299.50/301.50
 1500 228.00/230.00  252.50/254.50  276.50/278.50  301.00/303.00
 1600 230.00/232.00  254.50/256.50  278.50/280.50  303.00/305.00
 1715 233.50/235.50  258.50/260.50  282.75/284.75  307.50/309.50
                       (Closing Aug 27) 
 1715 225.75/227.75  249.75/251.75  273.50/275.50   00.25/01.25
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.03%    4.28%    4.20%       4.16%     4.20%   4.17%
 1100   4.03%    4.27%    4.20%       4.16%     4.20%   4.19%
 1200   3.98%    4.27%    4.19%       4.16%     4.20%   4.18%
 1300   4.02%    4.31%    4.22%       4.18%     4.21%   4.19%
 1400   4.02%    4.31%    4.22%       4.18%     4.21%   4.19%
 1500   4.02%    4.31%    4.22%       4.18%     4.23%   4.21%
 1600   4.02%    4.31%    4.22%       4.20%     4.24%   4.23%
 1715   4.02%    4.35%    4.28%       4.26%     4.33%   4.30%
                       (Closing Aug 27)
 1715   3.99%    4.25%    4.19%       4.18%     4.22%   4.18%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.13%    4.26%    4.21%       4.17%     4.16%   4.14%
 1100   4.16%    4.28%    4.23%       4.19%     4.18%   4.15%
 1200   4.16%    4.29%    4.23%       4.19%     4.18%   4.15%
 1300   4.17%    4.30%    4.24%       4.21%     4.19%   4.17%
 1400   4.17%    4.30%    4.25%       4.21%     4.19%   4.16%
 1500   4.19%    4.33%    4.27%       4.23%     4.22%   4.19%
 1600   4.21%    4.37%    4.30%       4.26%     4.24%   4.21%
 1715   4.28%    4.43%    4.37%       4.33%     4.31%   4.27%
                       (Closing Aug 27)
 1715   4.15%    4.27%    4.23%       4.19%     4.17%   4.15%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.7700/71.7800 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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