July 31, 2019 / 4:44 AM / 18 days ago

RPT-India fwd/annualised dlr premia-(close)-Jul 31

            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 30)          
1000        00.50/02.00     00.25/01.00       00.25/01.00
               01.33%         01.33%             01.33%
----------------------------------------------------------------
 TIME       AUG           SEP           OCT           NOV
----------------------------------------------------------------
 1000   17.50/19.50    39.50/41.50    65.50/67.50   88.50/90.50
 1100   18.00/19.50    40.00/42.00    66.50/68.50   89.50/91.50
 1200   18.50/20.00    40.50/42.50    67.00/69.00   90.00/92.00
 1300   18.25/20.25    40.50/42.50    67.00/69.00   90.00/92.00
 1400   18.00/19.50    40.50/42.50    66.50/68.50   89.50/91.50
 1500   18.25/19.75    40.50/42.50    66.50/68.50   89.25/91.25
 1600   18.00/19.50    40.00/42.00    66.00/68.00   89.00/91.00
 1715   18.25/20.25    40.50/42.50    66.50/68.50   89.50/91.50
                        (Closing Jul 30) 
 1715   18.50/20.50    40.50/42.50    67.00/69.00   90.25/92.25
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  114.50/116.50 140.50/142.50  163.50/165.50  189.50/191.50
 1100  115.50/117.50 141.50/143.50  164.50/166.50  190.50/192.50
 1200  116.00/118.00 142.50/144.50  165.50/167.50  191.50/193.50
 1300  116.00/118.00 142.00/144.00  165.00/167.00  191.00/193.00
 1400  115.50/117.50 141.50/143.50  164.50/166.50  190.50/192.50
 1500  115.00/117.00 141.00/143.00  164.00/166.00  189.50/191.50
 1600  115.00/117.00 141.00/143.00  164.00/166.00  190.00/192.00
 1715  115.50/117.50 141.50/143.50  164.50/166.50  190.50/192.50
                        (Closing Jul 30) 
 1715  116.50/118.50 143.00/145.00  166.00/168.00  192.00/194.00
----------------------------------------------------------------
 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 222.50/224.50  245.50/247.50  271.50/273.50  296.50/298.50
 1100 223.00/225.00  246.00/248.00  272.00/274.00  297.00/299.00
 1200 224.50/226.50  247.50/249.50  273.50/275.50  298.50/300.50
 1300 223.50/225.50  246.50/248.50  272.50/274.50  297.50/299.50
 1400 223.00/225.00  246.00/248.00  272.00/274.00  297.00/299.00
 1500 221.50/223.50  244.50/246.50  270.50/272.50  295.50/297.50
 1600 222.00/224.00  245.00/247.00  271.00/273.00  296.00/298.00
 1715 222.50/224.50  245.50/247.50  271.50/273.50  296.50/298.50
                        (Closing Jul 30) 
 1715 225.00/227.00  248.25/250.25  274.50/276.50  300.00/302.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.53%    3.68%    3.93%       3.99%     4.06%   4.12%
 1100   3.58%    3.72%    3.99%       4.04%     4.09%   4.15%
 1200   3.66%    3.77%    4.01%       4.06%     4.11%   4.18%
 1300   3.66%    3.76%    4.01%       4.06%     4.11%   4.16%
 1400   3.59%    3.76%    3.98%       4.04%     4.09%   4.15%
 1500   3.63%    3.76%    3.98%       4.03%     4.08%   4.14%
 1600   3.58%    3.72%    3.96%       4.02%     4.08%   4.14%
 1715   3.67%    3.77%    3.99%       4.04%     4.10%   4.16%
                        (Closing Jul 30) 
 1715   3.59%    3.68%    3.96%       4.04%     4.10%   4.17%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.15%    4.19%    4.35%       4.34%     4.34%   4.34%
 1100   4.18%    4.21%    4.36%       4.35%     4.35%   4.35%
 1200   4.20%    4.24%    4.39%       4.37%     4.37%   4.37%
 1300   4.19%    4.22%    4.37%       4.35%     4.35%   4.36%
 1400   4.18%    4.21%    4.36%       4.35%     4.34%   4.35%
 1500   4.17%    4.19%    4.33%       4.32%     4.32%   4.33%
 1600   4.17%    4.20%    4.35%       4.34%     4.33%   4.34%
 1715   4.18%    4.22%    4.36%       4.34%     4.34%   4.35%
                        (Closing Jul 30)
 1715   4.20%    4.23%    4.39%       4.37%     4.37%   4.38%
------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.7900/68.8000 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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