July 22, 2019 / 4:45 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 22

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.50/01.00     00.25/01.00       00.25/01.00    
               01.32%         01.32%             01.32%
                            (Jul 19)          
1000        01.25/04.00     01.00/03.00       00.25/01.00    
               01.66%         01.77%             01.33%
----------------------------------------------------------------
 TIME       JUL           AUG           SEP           OCT
----------------------------------------------------------------
 1000   04.00/05.50    26.75/28.75    49.50/51.50   76.25/78.25
 1100   04.00/05.50    26.75/28.75    49.50/51.50   76.00/78.00
 1200   04.00/05.50    26.75/28.75    49.50/51.50   76.00/78.00
 1300   04.00/05.50    26.75/28.75    49.50/51.50   76.00/78.00
 1400   04.00/05.50    26.50/28.50    49.00/51.00   75.50/77.50
 1500   04.05/05.55    26.75/28.75    49.50/51.50   75.50/77.50
 1600   04.00/05.50    26.75/28.75    49.50/51.50   75.50/77.50
 1715   04.00/05.50    26.50/28.50    49.00/51.00   75.00/77.00
                         (Closing Jul 19) 
 1715   04.50/06.00    27.25/29.25    50.00/52.00   76.50/78.50
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000  99.75/101.75 126.00/128.00  152.50/154.50  175.50/177.50
 1100  99.00/101.00 125.50/127.50  152.00/154.00  175.50/177.50
 1200  99.00/101.00 124.50/126.50  151.00/153.00  174.25/176.25
 1300  99.00/101.00 125.00/127.00  151.50/153.50  174.50/176.50
 1400  98.50/100.50 124.00/126.00  150.00/152.00  173.50/175.50
 1500  98.50/100.50 124.50/126.50  151.00/153.00  174.25/176.25
 1600  98.50/100.50 124.50/126.50  150.50/152.50  174.00/176.00
 1715  98.00/100.00 124.00/126.00  150.00/152.00  173.00/175.00
                         (Closing Jul 19) 
 1715  99.50/101.50 125.50/127.50  152.00/154.00  175.50/177.50
----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
----------------------------------------------------------------
 1000 202.00/204.00  235.00/237.00  258.50/260.50  285.00/287.00
 1100 202.00/204.00  235.00/237.00  258.50/260.50  285.00/287.00
 1200 200.75/202.75  234.00/236.00  257.50/259.50  284.00/286.00
 1300 201.00/203.00  234.00/236.00  257.50/259.50  284.00/286.00
 1400 200.00/202.00  233.00/235.00  256.50/258.50  283.00/285.00
 1500 200.50/202.50  233.50/235.50  256.75/258.75  283.00/285.00
 1600 200.50/202.50  233.50/235.50  256.75/258.75  283.00/285.00
 1715 199.50/201.50  232.50/234.50  255.75/257.75  282.00/284.00
                         (Closing Jul 19) 
 1715 202.00/204.00  234.50/236.50  258.00/260.00  284.50/286.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.96%    3.93%    4.10%       4.16%     4.19%   4.24%
 1100   3.96%    3.93%    4.08%       4.13%     4.17%   4.23%
 1200   3.96%    3.93%    4.08%       4.13%     4.15%   4.20%
 1300   3.96%    3.93%    4.08%       4.13%     4.16%   4.21%
 1400   3.92%    3.90%    4.06%       4.11%     4.13%   4.17%
 1500   3.96%    3.93%    4.06%       4.11%     4.14%   4.20%
 1600   3.96%    3.93%    4.06%       4.11%     4.14%   4.19%
 1715   3.93%    3.90%    4.04%       4.09%     4.13%   4.18%
                         (Closing Jul 19) 
 1715   3.92%    3.92%    4.07%       4.13%     4.16%   4.21%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.26%    4.28%    4.41%       4.43%     4.43%   4.44%
 1100   4.26%    4.27%    4.41%       4.43%     4.42%   4.44%
 1200   4.23%    4.25%    4.39%       4.41%     4.41%   4.42%
 1300   4.24%    4.25%    4.39%       4.41%     4.41%   4.42%
 1400   4.21%    4.23%    4.38%       4.40%     4.39%   4.41%
 1500   4.23%    4.25%    4.39%       4.40%     4.40%   4.41%
 1600   4.22%    4.24%    4.39%       4.40%     4.40%   4.41%
 1715   4.21%    4.23%    4.37%       4.39%     4.38%   4.40%
                         (Closing Jul 19) 
 1715   4.25%    4.27%    4.40%       4.42%     4.42%   4.43%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.9125/68.9225 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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