July 23, 2019 / 4:41 AM / in a month

RPT-India fwd/annualised dlr premia-(close)-Jul 23

            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    
               01.32%         01.32%             01.32%
                            (Jul 22)          
1000        00.50/01.00     00.25/01.00       00.25/01.00    
               01.32%         01.32%             01.32%
----------------------------------------------------------------
 TIME       JUL           AUG           SEP           OCT
----------------------------------------------------------------
 1000   03.00/04.50    25.50/27.50    48.00/50.00   74.00/76.00
 1100   03.00/04.50    25.50/27.50    48.00/50.00   74.00/76.00
 1200   03.00/04.50    25.50/27.50    48.00/50.00   74.00/76.00
 1300   03.00/04.50    25.25/27.25    47.75/49.75   73.50/75.50
 1400   03.00/04.50    25.25/27.25    47.75/49.75   73.50/75.50
 1500   03.00/04.50    25.25/27.25    47.75/49.75   73.50/75.50
 1600   03.00/04.50    25.50/27.50    48.00/50.00   73.50/75.50
 1715   03.00/04.50    25.50/27.50    48.00/50.00   73.50/75.50
                        (Closing Jul 22) 
 1715   04.00/05.50    26.50/28.50    49.00/51.00   75.00/77.00
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000  97.00/99.00  123.00/125.00  149.00/151.00  172.00/174.00
 1100  97.00/99.00  122.50/124.50  148.50/150.50  171.50/173.50
 1200  97.00/99.00  123.00/125.00  149.50/151.50  173.00/175.00
 1300  96.50/98.50  122.50/124.50  149.00/151.00  172.00/174.00
 1400  96.50/98.50  122.50/124.50  149.00/151.00  172.00/174.00
 1500  96.50/98.50  122.50/124.50  149.00/151.00  172.00/174.00
 1600  96.50/98.50  122.50/124.50  149.00/151.00  172.00/174.00
 1715  96.50/98.50  122.50/124.50  149.00/151.00  172.00/174.00
                        (Closing Jul 22) 
 1715  98.00/100.00 124.00/126.00  150.00/152.00  173.00/175.00
----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
----------------------------------------------------------------
 1000 198.50/200.50  231.50/233.50  254.75/256.75  281.00/283.00
 1100 198.00/200.00  231.00/233.00  254.00/256.00  280.00/282.00
 1200 199.50/201.50  232.50/234.50  255.75/257.75  282.00/284.00
 1300 198.50/200.50  231.50/233.50  254.75/256.75  281.00/283.00
 1400 198.50/200.50  231.50/233.50  254.75/256.75  281.00/283.00
 1500 198.50/200.50  231.50/233.50  254.75/256.75  281.00/283.00
 1600 198.50/200.50  231.50/233.50  254.75/256.75  281.00/283.00
 1715 198.50/200.50  231.50/233.50  254.75/256.75  281.00/283.00
                        (Closing Jul 22) 
 1715 199.50/201.50  232.50/234.50  255.75/257.75  282.00/284.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.88%    3.87%    4.02%       4.08%     4.12%   4.17%
 1100   3.88%    3.87%    4.02%       4.08%     4.11%   4.16%
 1200   3.88%    3.87%    4.02%       4.08%     4.12%   4.18%
 1300   3.85%    3.85%    4.00%       4.06%     4.11%   4.17%
 1400   3.85%    3.85%    4.00%       4.06%     4.11%   4.17%
 1500   3.85%    3.85%    4.00%       4.06%     4.11%   4.17%
 1600   3.88%    3.87%    4.00%       4.06%     4.11%   4.17%
 1715   3.88%    3.87%    4.00%       4.06%     4.11%   4.17%
                        (Closing Jul 22) 
 1715   3.93%    3.90%    4.04%       4.09%     4.13%   4.18%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.19%    4.22%    4.38%       4.38%     4.37%   4.39%
 1100   4.18%    4.21%    4.37%       4.37%     4.36%   4.37%
 1200   4.22%    4.24%    4.40%       4.40%     4.39%   4.40%
 1300   4.20%    4.22%    4.38%       4.38%     4.38%   4.39%
 1400   4.20%    4.22%    4.38%       4.38%     4.38%   4.39%
 1500   4.20%    4.22%    4.38%       4.38%     4.38%   4.39%
 1600   4.20%    4.22%    4.38%       4.38%     4.38%   4.39%
 1715   4.20%    4.22%    4.38%       4.38%     4.38%   4.39%
                        (Closing Jul 22)
 1715   4.21%    4.23%    4.37%       4.39%     4.38%   4.40%
------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.9400/68.9500 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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