July 11, 2019 / 4:37 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 11

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/03.50     00.25/01.00       01.00/02.50    
               01.67%         01.34%             01.78%
                            (Jul 10)          
1000        00.50/02.00     00.25/01.00       00.25/01.00    
               01.33%         01.33%             01.33%
----------------------------------------------------------------
 TIME       JUL           AUG           SEP           OCT
----------------------------------------------------------------
 1000   10.50/12.00    34.50/36.50    59.00/61.00   88.50/90.50
 1100   10.50/12.00    34.00/36.00    58.50/60.50   87.50/89.50
 1200   10.50/12.00    34.25/36.25    59.00/61.00   88.00/90.00
 1300   10.25/12.25    34.00/36.00    59.00/61.00   88.00/90.00
 1400   10.50/12.00    34.00/36.00    58.50/60.50   87.50/89.50
 1500   10.50/12.00    34.25/36.25    59.00/61.00   88.00/90.00
 1600   10.00/12.00    33.50/35.50    58.00/60.00   86.50/88.50
 1715   10.50/12.00    33.50/35.50    58.00/60.00   87.00/89.00
                         (Closing Jul 10) 
 1715   12.00/14.00    35.50/37.50    59.50/61.50   87.50/89.50
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000  113.50/115.50 142.50/144.50  172.00/174.00  197.50/199.50
 1100  112.50/114.50 141.00/143.00  170.00/172.00  195.50/197.50
 1200  113.00/115.00 141.00/143.00  170.00/172.00  195.50/197.50
 1300  113.00/115.00 141.50/143.50  170.50/172.50  195.50/197.50
 1400  112.00/114.00 140.00/142.00  169.00/171.00  194.50/196.50
 1500  112.50/114.50 140.50/142.50  169.50/171.50  195.00/197.00
 1600  110.50/112.50 138.00/140.00  167.00/169.00  192.00/194.00
 1715  111.00/113.00 138.00/140.00  166.00/168.00  191.00/193.00
                         (Closing Jul 10) 
 1715  112.00/114.00 140.50/142.50  169.50/171.50  194.50/196.50
----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
----------------------------------------------------------------
 1000 225.50/227.50  260.00/262.00  285.50/287.50  314.00/316.00
 1100 223.50/225.50  258.00/260.00  283.50/285.50  312.00/314.00
 1200 223.50/225.50  258.00/260.00  283.50/285.50  312.00/314.00
 1300 224.00/226.00  258.50/260.50  284.00/286.00  312.00/314.00
 1400 222.50/224.50  257.00/259.00  282.00/284.00  310.00/312.00
 1500 223.00/225.00  257.50/259.50  282.75/284.75  311.00/313.00
 1600 219.50/221.50  254.00/256.00  279.00/281.00  307.00/309.00
 1715 219.00/221.00  253.00/255.00  278.00/280.00  306.00/308.00
                         (Closing Jul 10) 
 1715 222.00/224.00  256.00/258.00  281.00/283.00  309.00/311.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.04%    4.15%    4.31%       4.45%     4.51%   4.58%
 1100   3.99%    4.11%    4.27%       4.40%     4.46%   4.53%
 1200   4.01%    4.14%    4.30%       4.42%     4.47%   4.53%
 1300   3.99%    4.12%    4.29%       4.42%     4.47%   4.54%
 1400   3.99%    4.10%    4.26%       4.39%     4.43%   4.50%
 1500   4.01%    4.13%    4.29%       4.41%     4.45%   4.51%
 1600   3.92%    4.06%    4.22%       4.33%     4.37%   4.44%
 1715   3.94%    4.06%    4.23%       4.35%     4.38%   4.42%
                         (Closing Jul 10)
 1715   3.86%    4.00%    4.15%       4.27%     4.33%   4.42%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.64%    4.65%    4.74%       4.80%     4.80%   4.80%
 1100   4.59%    4.61%    4.69%       4.77%     4.76%   4.76%
 1200   4.59%    4.61%    4.69%       4.76%     4.76%   4.77%
 1300   4.59%    4.61%    4.70%       4.77%     4.76%   4.76%
 1400   4.56%    4.58%    4.67%       4.74%     4.73%   4.74%
 1500   4.57%    4.59%    4.68%       4.75%     4.74%   4.75%
 1600   4.50%    4.52%    4.61%       4.68%     4.68%   4.69%
 1715   4.48%    4.50%    4.60%       4.67%     4.66%   4.68%
                         (Closing Jul 10)
 1715   4.49%    4.51%    4.59%       4.67%     4.66%   4.67%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.4400/68.4500 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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