August 30, 2019 / 4:46 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 30

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.75/05.75     01.50/04.50       00.25/01.25
               01.78%          01.91%            01.27%
                             (Aug 29)          
1000        01.75/05.75     00.25/01.25       01.50/04.50
               01.78%          01.27%            01.90%
----------------------------------------------------------------
 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   19.00/20.50    47.50/49.50    70.50/72.50   96.50/98.50
 1100   19.00/21.00    47.50/49.50    70.50/72.50   96.50/98.50
 1200   19.00/21.00    47.50/49.50    70.50/72.50   96.50/98.50
 1300   19.00/21.00    47.00/49.00    70.00/72.00   96.00/98.00
 1400   18.50/20.50    46.50/48.50    69.50/71.50   95.50/97.50
 1500   18.50/20.50    47.00/49.00    70.00/72.00   95.75/97.75
 1600   18.50/20.50    46.50/48.50    69.50/71.50   95.50/97.50
 1715   18.50/20.50    46.50/48.50    69.50/71.50   95.50/97.50
                       (Closing Aug 29)
 1715   20.50/22.50    49.00/51.00    72.50/74.50   98.50/100.50
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 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  125.00/127.00  148.00/150.00  174.00/176.00  206.00/208.00
 1100  125.50/127.50  148.50/150.50  174.50/176.50  207.00/209.00
 1200  125.50/127.50  148.50/150.50  174.50/176.50  207.00/209.00
 1300  125.00/127.00  148.00/150.00  174.00/176.00  206.50/208.50
 1400  124.00/126.00  146.50/148.50  172.50/174.50  204.50/206.50
 1500  124.50/126.50  147.00/149.00  172.50/174.50  204.50/206.50
 1600  124.50/126.50  147.50/149.50  173.50/175.50  206.00/208.00
 1715  124.50/126.50  147.00/149.00  173.00/175.00  204.00/206.00
                       (Closing Aug 29) 
 1715  127.50/129.50  150.50/152.50  176.50/178.50  208.50/210.50
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 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 227.50/229.50  252.00/254.00  276.50/278.50  301.00/303.00
 1100 228.50/230.50  253.00/255.00  277.50/279.50  302.00/304.00
 1200 228.50/230.50  253.00/255.00  277.50/279.50  302.50/304.50
 1300 228.50/230.50  253.00/255.00  277.50/279.50  302.50/304.50
 1400 226.00/228.00  250.00/252.00  274.50/276.50  299.00/301.00
 1500 226.00/228.00  250.00/252.00  274.50/276.50  299.00/301.00
 1600 227.50/229.50  252.00/254.00  276.50/278.50  301.00/303.00
 1715 225.50/227.50  249.75/251.75  274.00/276.00  298.50/300.50
                       (Closing Aug 29) 
 1715 230.25/232.25  255.00/257.00  279.75/281.75  304.50/306.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.98%    4.31%    4.23%       4.23%     4.30%   4.28%
 1100   4.01%    4.31%    4.22%       4.23%     4.31%   4.29%
 1200   4.01%    4.31%    4.22%       4.23%     4.31%   4.29%
 1300   4.02%    4.28%    4.21%       4.22%     4.31%   4.29%
 1400   3.93%    4.24%    4.18%       4.20%     4.28%   4.25%
 1500   3.94%    4.28%    4.21%       4.21%     4.29%   4.26%
 1600   3.93%    4.24%    4.18%       4.20%     4.29%   4.28%
 1715   3.94%    4.25%    4.19%       4.21%     4.30%   4.27%
                       (Closing Aug 29)
 1715   4.11%    4.37%    4.29%       4.26%     4.35%   4.32%
----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.30%    4.40%    4.33%       4.29%     4.27%   4.24%
 1100   4.31%    4.41%    4.34%       4.30%     4.28%   4.25%
 1200   4.31%    4.42%    4.35%       4.30%     4.29%   4.26%
 1300   4.31%    4.42%    4.36%       4.32%     4.30%   4.27%
 1400   4.28%    4.38%    4.31%       4.27%     4.26%   4.23%
 1500   4.28%    4.38%    4.31%       4.27%     4.26%   4.23%
 1600   4.30%    4.41%    4.34%       4.30%     4.28%   4.25%
 1715   4.29%    4.37%    4.31%       4.27%     4.25%   4.23%
                       (Closing Aug 29)
 1715   4.31%    4.43%    4.36%       4.32%     4.31%   4.28%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.4000/71.4100 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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