July 29, 2019 / 4:48 AM / 22 days ago

RPT-India fwd/annualised dlr premia-(close)-Jul 29

            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 26)          
1000        01.25/03.50     01.00/02.50       00.25/01.00    
               01.65%         01.76%             01.32%
----------------------------------------------------------------
 TIME       AUG           SEP           OCT           NOV
----------------------------------------------------------------
 1000   20.00/22.00    42.50/44.50    68.00/70.00   91.50/93.50
 1100   19.50/21.50    42.00/44.00    68.00/70.00   91.50/93.50
 1200   19.50/21.50    42.00/44.00    68.00/70.00   91.50/93.50
 1300   19.50/21.50    41.50/43.50    67.50/69.50   91.00/93.00
 1400   19.50/21.50    42.00/44.00    67.50/69.50   91.00/93.00
 1500   19.50/21.50    41.50/43.50    67.00/69.00   90.50/92.50
 1600   19.25/21.25    41.50/43.50    67.00/69.00   90.00/92.00
 1715   19.25/21.25    41.50/43.50    67.00/69.00   90.25/92.25
                        (Closing Jul 26) 
 1715   21.50/23.50    44.00/46.00    70.00/72.00   94.00/96.00
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  118.00/120.00 144.50/146.50  167.50/169.50  194.00/196.00
 1100  118.00/120.00 144.50/146.50  168.00/170.00  194.50/196.50
 1200  118.00/120.00 144.50/146.50  167.50/169.50  194.00/196.00
 1300  117.50/119.50 144.00/146.00  167.00/169.00  193.50/195.50
 1400  117.50/119.50 144.00/146.00  167.00/169.00  193.00/195.00
 1500  117.00/119.00 143.50/145.50  166.50/168.50  193.00/195.00
 1600  116.25/118.25 142.75/144.75  165.75/167.75  191.75/193.75
 1715  116.25/118.25 142.50/144.50  165.50/167.50  191.50/193.50
                        (Closing Jul 26) 
 1715  121.00/123.00 148.00/150.00  171.50/173.50  198.00/200.00
----------------------------------------------------------------
 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 226.50/228.50  249.75/251.75  276.00/278.00  302.00/304.00
 1100 227.00/229.00  250.00/252.00  276.00/278.00  302.00/304.00
 1200 226.50/228.50  249.50/251.50  275.50/277.50  301.50/303.50
 1300 226.00/228.00  249.25/251.25  275.50/277.50  301.00/303.00
 1400 226.00/228.00  249.25/251.25  275.50/277.50  301.00/303.00
 1500 225.50/227.50  248.75/250.75  275.00/277.00  300.50/302.50
 1600 224.50/226.50  247.75/249.75  274.00/276.00  299.50/301.50
 1715 224.00/226.00  247.25/249.25  273.50/275.50  299.00/301.00
                        (Closing Jul 26) 
 1715 231.00/233.00  254.50/256.50  281.00/283.00   00.40/00.90
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.71%    3.78%    3.97%       4.05%     4.12%   4.19%
 1100   3.62%    3.73%    3.97%       4.05%     4.12%   4.19%
 1200   3.62%    3.73%    3.97%       4.05%     4.12%   4.19%
 1300   3.62%    3.69%    3.95%       4.03%     4.11%   4.18%
 1400   3.62%    3.74%    3.95%       4.03%     4.11%   4.18%
 1500   3.62%    3.69%    3.92%       4.01%     4.09%   4.16%
 1600   3.58%    3.69%    3.92%       3.99%     4.06%   4.14%
 1715   3.58%    3.70%    3.92%       4.00%     4.07%   4.14%
                        (Closing Jul 26) 
 1715   3.84%    3.84%    4.04%       4.12%     4.19%   4.26%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.21%    4.23%    4.40%       4.38%     4.38%   4.39%
 1100   4.22%    4.24%    4.41%       4.39%     4.38%   4.40%
 1200   4.21%    4.23%    4.40%       4.38%     4.37%   4.39%
 1300   4.20%    4.23%    4.39%       4.38%     4.37%   4.39%
 1400   4.20%    4.22%    4.39%       4.38%     4.38%   4.39%
 1500   4.19%    4.22%    4.38%       4.37%     4.37%   4.38%
 1600   4.17%    4.19%    4.36%       4.35%     4.35%   4.36%
 1715   4.17%    4.19%    4.36%       4.35%     4.35%   4.36%
                        (Closing Jul 26)
 1715   4.29%    4.30%    4.47%       4.45%     4.45%   4.45%
------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.7300/68.7400 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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