August 6, 2019 / 4:38 AM / 16 days ago

RPT-India fwd/annualised dlr premia-(close)-Aug 6

            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
               01.29%         01.29%             01.29%
                            (Aug 5)          
1000        00.50/02.00     00.25/01.00       00.25/01.00
               01.29%         01.29%             01.29%
----------------------------------------------------------------
 TIME       AUG           SEP           OCT           NOV
----------------------------------------------------------------
 1000   16.50/18.50    39.50/41.50    65.00/67.00   87.50/89.50
 1100   16.00/18.00    38.50/40.50    64.00/66.00   86.50/88.50
 1200   15.50/17.00    38.00/40.00    63.00/65.00   85.50/87.50
 1300   15.50/17.50    38.00/40.00    62.75/64.75   85.50/87.50
 1400   15.25/16.75    38.00/40.00    63.25/65.25   85.75/87.75
 1500   15.50/17.50    38.00/40.00    62.50/64.50   85.25/87.25
 1600   15.00/16.50    37.50/39.50    62.50/64.50   84.50/86.50
 1715   15.00/16.50    37.00/39.00    62.00/64.00   84.00/86.00
                        (Closing Aug 5) 
 1715   17.50/19.00    41.50/43.50    67.50/69.50   90.00/92.00
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  112.50/114.50 137.50/139.50  160.50/162.50  185.50/187.50
 1100  111.50/113.50 136.50/138.50  159.00/161.00  184.00/186.00
 1200  110.50/112.50 135.50/137.50  158.00/160.00  183.00/185.00
 1300  110.75/112.75 135.75/137.75  158.25/160.25  183.25/185.25
 1400  111.00/113.00 136.00/138.00  158.50/160.50  184.00/186.00
 1500  110.50/112.50 135.25/137.25  157.75/159.75  182.50/184.50
 1600  109.50/111.50 134.50/136.50  156.50/158.50  181.50/183.50
 1715  108.50/110.50 133.50/135.50  155.50/157.50  180.00/182.00
                        (Closing Aug 5) 
 1715  115.50/117.50 141.00/143.00  164.00/166.00  189.50/191.50
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 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 217.50/219.50  239.50/241.50  265.25/267.25  290.00/292.00
 1100 216.50/218.50  239.00/241.00  264.75/266.75  289.50/291.50
 1200 215.00/217.00  237.50/239.50  263.25/265.25  288.00/290.00
 1300 215.00/217.00  238.00/240.00  263.75/265.75  288.50/290.50
 1400 216.50/218.50  239.50/241.50  265.25/267.25  290.00/292.00
 1500 215.50/217.50  237.75/239.75  263.50/265.50  288.00/290.00
 1600 214.00/216.00  236.50/238.50  262.25/264.25  287.00/289.00
 1715 212.00/214.00  234.50/236.50  260.25/262.25  285.00/287.00
                        (Closing Aug 5) 
 1715 222.00/224.00  244.50/246.50  270.50/272.50  295.50/297.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.03%    3.99%    4.06%       4.05%     4.05%   4.08%
 1100   3.92%    3.91%    4.00%       4.00%     4.02%   4.04%
 1200   3.80%    3.85%    3.94%       3.95%     3.98%   4.01%
 1300   3.83%    3.85%    3.93%       3.96%     3.99%   4.02%
 1400   3.78%    3.86%    3.95%       3.97%     3.99%   4.02%
 1500   3.83%    3.84%    3.91%       3.95%     3.97%   4.00%
 1600   3.72%    3.80%    3.90%       3.91%     3.94%   3.97%
 1715   3.69%    3.76%    3.87%       3.88%     3.91%   3.94%
                        (Closing Aug 5) 
 1715   4.08%    4.09%    4.15%       4.12%     4.12%   4.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.09%    4.13%    4.24%       4.21%     4.21%   4.21%
 1100   4.05%    4.10%    4.22%       4.20%     4.20%   4.20%
 1200   4.02%    4.07%    4.18%       4.17%     4.17%   4.18%
 1300   4.03%    4.08%    4.19%       4.18%     4.18%   4.19%
 1400   4.04%    4.10%    4.21%       4.20%     4.20%   4.21%
 1500   4.01%    4.07%    4.19%       4.17%     4.17%   4.18%
 1600   3.98%    4.04%    4.16%       4.15%     4.15%   4.16%
 1715   3.95%    4.00%    4.12%       4.12%     4.12%   4.13%
                        (Closing Aug 5)
 1715   4.15%    4.19%    4.30%       4.28%     4.27%   4.27%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.8100/70.8200 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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