July 3, 2019 / 4:40 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 3

             Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.00/02.50    01.00/02.50            N/A    
               02.65%         02.65%              N/A  
                            (Jul 2)          
1000        01.50/03.50    00.50/01.25        01.00/02.25
               02.64%         02.64%             02.64%
----------------------------------------------------------------
 TIME       JUL           AUG           SEP           OCT
----------------------------------------------------------------
 1000   19.00/21.00    44.00/46.00   70.00/72.00    98.50/100.50
 1100   18.50/20.50    43.50/45.50   69.50/71.50    98.00/100.00
 1200   18.50/20.50    43.50/45.50   69.50/71.50    98.00/100.00
 1300   18.50/20.50    43.50/45.50   69.50/71.50    98.00/100.00
 1400   18.50/20.50    43.50/45.50   69.50/71.50    98.00/100.00
 1500   18.50/20.50    43.50/45.50   69.50/71.50    98.00/100.00
 1600   18.50/20.50    43.50/45.50   69.50/71.50    98.00/100.00
 1715   18.50/20.50    43.50/45.50   69.50/71.50    98.25/100.25
                         (Closing Jul 2) 
 1715   19.25/21.25    45.00/47.00   71.75/73.75   100.50/102.50
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 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000  123.50/125.50 151.50/153.50  180.50/182.50  205.50/207.50
 1100  123.00/125.00 151.00/153.00  179.50/181.50  204.50/206.50
 1200  123.00/125.00 151.00/153.00  179.50/181.50  205.00/207.00
 1300  123.00/125.00 151.00/153.00  180.00/182.00  205.00/207.00
 1400  123.00/125.00 151.00/153.00  180.00/182.00  205.00/207.00
 1500  123.00/125.00 151.00/153.00  179.50/181.50  204.50/206.50 
 1600  123.50/125.50 152.00/154.00  181.00/183.00  206.00/208.00
 1715  124.00/126.00 152.50/154.50  181.75/183.75  206.75/208.75
                         (Closing Jul 2) 
 1715  126.00/128.00 154.00/156.00  184.00/186.00  208.50/210.50
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 TIME       MAR           APR           MAY           JUN
----------------------------------------------------------------
 1000 233.50/235.50  266.00/268.00  292.00/294.00  320.00/322.00
 1100 232.50/234.50  265.00/267.00  291.00/293.00  319.00/321.00
 1200 233.00/235.00  265.50/267.50  291.50/293.50  319.50/321.50
 1300 233.00/235.00  266.00/268.00  292.00/294.00  320.00/322.00
 1400 233.00/235.00  266.00/268.00  291.50/293.50  319.50/321.50
 1500 232.50/234.50  265.50/267.50  291.50/293.50  319.50/321.50
 1600 234.00/236.00  267.50/269.50  293.50/295.50  321.50/323.50
 1715 235.75/237.75  269.00/271.00  295.00/297.00  323.50/325.50
                         (Closing Jul 2) 
 1715 236.50/238.50  269.50/271.50  295.25/297.25  323.50/325.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.13%    4.28%    4.37%       4.47%     4.49%   4.53%
 1100   4.04%    4.23%    4.34%       4.45%     4.48%   4.51%
 1200   4.05%    4.23%    4.34%       4.45%     4.48%   4.51%
 1300   4.04%    4.23%    4.33%       4.45%     4.47%   4.51%
 1400   4.05%    4.23%    4.34%       4.45%     4.48%   4.52%
 1500   4.04%    4.23%    4.33%       4.45%     4.47%   4.51%
 1600   4.04%    4.23%    4.33%       4.45%     4.49%   4.54%
 1715   4.04%    4.23%    4.34%       4.46%     4.51%   4.56%
                         (Closing Jul 2) 
 1715   4.19%    4.37%    4.46%       4.56%     4.58%   4.60%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.58%    4.60%    4.63%       4.72%     4.72%   4.71%
 1100   4.56%    4.58%    4.61%       4.70%     4.70%   4.70%
 1200   4.56%    4.59%    4.62%       4.71%     4.71%   4.71%
 1300   4.57%    4.59%    4.62%       4.71%     4.72%   4.71%
 1400   4.57%    4.59%    4.62%       4.72%     4.71%   4.71%
 1500   4.55%    4.57%    4.61%       4.70%     4.71%   4.70%
 1600   4.59%    4.61%    4.64%       4.74%     4.74%   4.73%
 1715   4.61%    4.63%    4.68%       4.77%     4.76%   4.76%
                         (Closing Jul 2)
 1715   4.66%    4.66%    4.69%       4.77%     4.77%   4.76%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.9100/68.9200 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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