August 7, 2019 / 4:40 AM / 16 days ago

RPT-India fwd/annualised dlr premia-(close)-Aug 7

            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 6)          
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   14.25/15.75    37.00/39.00    61.50/63.50   83.50/85.50
 1100   14.25/16.25    36.00/38.00    60.50/62.50   82.00/84.00
 1200   14.25/16.25    37.00/39.00    61.50/63.50   83.00/85.00
 1300   14.00/16.00    36.50/38.50    61.00/63.00   83.00/85.00
 1400   13.75/15.25    36.00/38.00    61.00/63.00   83.00/85.00
 1500   13.25/15.25    36.25/38.25    60.75/62.75   82.50/84.50
 1600   13.50/15.00    36.00/38.00    60.50/62.50   82.25/84.25
 1715   13.50/15.00    35.25/37.25    60.00/62.00   81.75/83.75
                        (Closing Aug 6) 
 1715   15.00/16.50    37.00/39.00    62.00/64.00   84.00/86.00
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  108.00/110.00 132.50/134.50  154.50/156.50  179.00/181.00
 1100  106.00/108.00 131.00/133.00  152.50/154.50  177.00/179.00
 1200  107.00/109.00 132.00/134.00  153.50/155.50  178.00/180.00
 1300  106.50/108.50 131.50/133.50  153.50/155.50  178.00/180.00
 1400  107.50/109.50 132.50/134.50  154.50/156.50  179.00/181.00
 1500  106.50/108.50 131.50/133.50  153.50/155.50  178.00/180.00
 1600  106.25/108.25 131.25/133.25  153.25/155.25  178.25/180.25
 1715  105.50/107.50 130.00/132.00  151.50/153.50  176.00/178.00
                        (Closing Aug 6) 
 1715  108.50/110.50 133.50/135.50  155.50/157.50  180.00/182.00
----------------------------------------------------------------
 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 211.00/213.00  233.50/235.50  259.25/261.25  284.00/286.00
 1100 208.50/210.50  230.50/232.50  256.00/258.00  280.50/282.50
 1200 210.50/212.50  233.00/235.00  258.50/260.50  283.00/285.00
 1300 210.50/212.50  232.50/234.50  258.00/260.00  282.50/284.50
 1400 211.00/213.00  233.50/235.50  259.25/261.25  284.00/286.00
 1500 210.50/212.50  232.50/234.50  258.00/260.00  282.50/284.50
 1600 210.00/212.00  232.00/234.00  257.50/259.50  282.00/284.00
 1715 207.50/209.50  230.00/232.00  255.50/257.50  280.00/282.00
                        (Closing Aug 6) 
 1715 212.00/214.00  234.50/236.50  260.25/262.25  285.00/287.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.72%    3.81%    3.88%       3.89%     3.91%   3.93%
 1100   3.70%    3.72%    3.81%       3.82%     3.84%   3.89%
 1200   3.75%    3.81%    3.87%       3.86%     3.88%   3.91%
 1300   3.71%    3.78%    3.87%       3.87%     3.87%   3.92%
 1400   3.62%    3.74%    3.86%       3.87%     3.90%   3.94%
 1500   3.60%    3.75%    3.84%       3.84%     3.86%   3.91%
 1600   3.59%    3.73%    3.82%       3.83%     3.86%   3.90%
 1715   3.55%    3.67%    3.79%       3.81%     3.82%   3.86%
                        (Closing Aug 6)
 1715   3.69%    3.76%    3.87%       3.88%     3.91%   3.94%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   3.94%    4.00%    4.11%       4.11%     4.11%   4.12%
 1100   3.89%    3.95%    4.06%       4.05%     4.06%   4.07%
 1200   3.92%    3.98%    4.10%       4.10%     4.10%   4.11%
 1300   3.93%    3.99%    4.11%       4.10%     4.11%   4.11%
 1400   3.95%    4.01%    4.12%       4.11%     4.12%   4.13%
 1500   3.92%    3.98%    4.10%       4.09%     4.09%   4.10%
 1600   3.92%    3.99%    4.10%       4.09%     4.09%   4.10%
 1715   3.87%    3.93%    4.05%       4.05%     4.06%   4.07%
                        (Closing Aug 6)
 1715   3.95%    4.00%    4.12%       4.12%     4.12%   4.13%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.8850/70.8950 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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