July 18, 2019 / 4:42 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jul 18

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/04.00     00.25/01.00       01.00/03.00    
               01.66%         01.33%             01.77%
                            (Jul 17)          
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   05.00/06.50    26.75/28.75    49.50/51.50   76.00/78.00
 1100   05.25/06.75    27.25/29.25    50.00/52.00   77.00/79.00
 1200   05.25/06.75    27.25/29.25    50.25/52.25   77.25/79.25
 1300   05.25/06.75    27.50/29.50    50.50/52.50   77.25/79.25
 1400   05.25/06.75    27.50/29.50    50.50/52.50   77.25/79.25
 1500   05.25/06.75    27.50/29.50    50.50/52.50   77.25/79.25
 1600   05.25/06.75    27.50/29.50    50.25/52.25   77.25/79.25
 1715   05.25/06.75    27.50/29.50    50.25/52.25   77.00/79.00
                         (Closing Jul 17) 
 1715   07.00/08.50    29.00/31.00    51.75/53.75   78.50/80.50
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000  99.25/101.25 126.00/128.00  153.00/155.00   176.50/178.50
 1100 100.50/102.50 127.00/129.00  154.00/156.00   177.50/179.50
 1200 101.00/103.00 128.00/130.00  155.50/157.50   179.50/181.50
 1300 101.00/103.00 128.00/130.00  155.50/157.50   179.50/181.50
 1400 101.00/103.00 128.00/130.00  155.50/157.50   179.50/181.50
 1500 101.00/103.00 128.00/130.00  155.50/157.50   179.50/181.50
 1600 101.00/103.00 128.00/130.00  154.75/156.75   178.50/180.50
 1715 100.75/102.75 127.50/129.50  154.50/156.50   178.00/180.00
                         (Closing Jul 17) 
 1715  101.50/103.50 128.00/130.00  155.00/157.00  178.50/180.50
----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
----------------------------------------------------------------
 1000 203.00/205.00  236.50/238.50  260.50/262.50  287.50/289.50
 1100 204.50/206.50  238.00/240.00  262.50/264.50  289.50/291.50
 1200 206.50/208.50  240.50/242.50  264.50/266.50  291.50/293.50
 1300 206.50/208.50  240.50/242.50  264.50/266.50  291.50/293.50
 1400 206.50/208.50  240.50/242.50  264.50/266.50  291.50/293.50
 1500 206.50/208.50  240.00/242.00  264.00/266.00  291.00/293.00
 1600 205.50/207.50  239.00/241.00  263.00/265.00  290.00/292.00
 1715 205.00/207.00  238.50/240.50  262.50/264.50  289.50/291.50
                         (Closing Jul 17) 
 1715 205.50/207.50  239.00/241.00  263.00/265.00  290.00/292.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.75%    3.82%    4.00%       4.08%     4.15%   4.22%
 1100   3.82%    3.86%    4.05%       4.13%     4.18%   4.24%
 1200   3.82%    3.88%    4.06%       4.15%     4.21%   4.28%
 1300   3.85%    3.90%    4.06%       4.15%     4.21%   4.28%
 1400   3.85%    3.89%    4.06%       4.15%     4.21%   4.28%
 1500   3.84%    3.89%    4.06%       4.14%     4.20%   4.27%
 1600   3.84%    3.87%    4.05%       4.14%     4.20%   4.26%
 1715   3.84%    3.87%    4.04%       4.13%     4.19%   4.25%
                         (Closing Jul 17) 
 1715   3.74%    3.82%    4.00%       4.08%     4.13%   4.20%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.26%    4.27%    4.41%       4.45%     4.45%   4.46%
 1100   4.28%    4.30%    4.44%       4.48%     4.48%   4.49%
 1200   4.33%    4.34%    4.48%       4.51%     4.51%   4.52%
 1300   4.33%    4.34%    4.48%       4.51%     4.51%   4.52%
 1400   4.32%    4.34%    4.48%       4.51%     4.51%   4.52%
 1500   4.32%    4.34%    4.47%       4.50%     4.50%   4.51%
 1600   4.29%    4.31%    4.45%       4.48%     4.48%   4.49%
 1715   4.28%    4.30%    4.44%       4.47%     4.47%   4.48%
                         (Closing Jul 17) 
 1715   4.24%    4.27%    4.40%       4.45%     4.45%   4.46%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.9500/68.9600 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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