July 5, 2019 / 4:37 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 5

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/04.00     01.50/03.50       00.50/01.25    
               02.66%         02.66%             02.66%
                            (Jul 4 )          
1000            N/A            N/A            01.50/03.50    
                N/A            N/A               02.65%
----------------------------------------------------------------
 TIME       JUL           AUG           SEP           OCT
----------------------------------------------------------------
 1000   16.00/17.50    42.50/44.50    69.00/71.00  98.00/100.00
 1100   16.00/17.50    43.00/45.00    70.00/72.00  99.00/101.00
 1200   16.00/18.00    42.25/44.25    69.50/71.50  98.50/100.50
 1300   16.00/17.50    42.50/44.50    69.50/71.50  98.50/100.50
 1400   16.00/17.50    42.00/44.00    68.50/70.50  97.50/99.50
 1500   15.75/17.25    41.75/43.75    68.50/70.50  98.00/100.00
 1600   15.75/17.25    41.75/43.75    68.50/70.50  98.00/100.00
 1715   15.75/17.75    41.50/43.50    68.25/70.25  97.25/99.25
                         (Closing Jul 4 ) 
 1715   16.75/18.75    43.00/45.00    70.00/72.00  99.00/101.00
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000  123.50/125.50 152.00/154.00  181.00/183.00  207.00/209.00
 1100  124.50/126.50 153.00/155.00  182.00/184.00  208.00/210.00
 1200  124.50/126.50 153.00/155.00  182.00/184.00  208.00/210.00
 1300  124.00/126.00 152.50/154.50  181.50/183.50  207.50/209.50
 1400  122.50/124.50 151.00/153.00  180.00/182.00  206.00/208.00
 1500  123.00/125.00 151.00/153.00  179.50/181.50  205.50/207.50
 1600  123.00/125.00 151.00/153.00  179.50/181.50  205.50/207.50
 1715  122.50/124.50 150.50/152.50  179.00/181.00  204.00/206.00
                         (Closing Jul 4 ) 
 1715  125.50/127.50 154.00/156.00  183.00/185.00  209.00/211.00
----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
----------------------------------------------------------------
 1000 236.00/238.00  271.00/273.00  297.50/299.50  327.00/329.00
 1100 237.00/239.00  272.50/274.50  299.00/301.00  328.50/330.50
 1200 237.00/239.00  271.50/273.50  298.00/300.00  327.50/329.50
 1300 236.50/238.50  271.50/273.50  298.00/300.00  327.50/329.50
 1400 235.00/237.00  269.50/271.50  296.00/298.00  325.00/327.00
 1500 234.00/236.00  268.50/270.50  295.00/297.00  324.00/326.00
 1600 234.00/236.00  268.50/270.50  295.00/297.00  324.00/326.00
 1715 232.50/234.50  266.50/268.50  292.50/294.50  321.50/323.50
                             (Closing Jul 4 ) 
 1715 238.50/240.50  274.00/276.00  300.50/302.50  330.00/332.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.25%    4.46%    4.53%       4.62%     4.63%   4.66%
 1100   4.27%    4.51%    4.58%       4.66%     4.66%   4.69%
 1200   4.26%    4.46%    4.56%       4.65%     4.66%   4.69%
 1300   4.26%    4.49%    4.58%       4.66%     4.67%   4.69%
 1400   4.23%    4.43%    4.51%       4.60%     4.61%   4.65%
 1500   4.19%    4.42%    4.52%       4.63%     4.63%   4.64%
 1600   4.19%    4.41%    4.52%       4.62%     4.62%   4.64%
 1715   4.21%    4.40%    4.50%       4.60%     4.61%   4.63%
                         (Closing Jul 4 ) 
 1715   4.25%    4.46%    4.55%       4.65%     4.69%   4.71%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.71%    4.73%    4.78%       4.88%     4.88%   4.89%
 1100   4.73%    4.75%    4.80%       4.90%     4.90%   4.91%
 1200   4.73%    4.75%    4.80%       4.89%     4.89%   4.89%
 1300   4.74%    4.76%    4.81%       4.91%     4.91%   4.91%
 1400   4.70%    4.72%    4.78%       4.87%     4.87%   4.88%
 1500   4.68%    4.71%    4.76%       4.85%     4.85%   4.86%
 1600   4.68%    4.70%    4.75%       4.85%     4.85%   4.86%
 1715   4.67%    4.68%    4.73%       4.82%     4.82%   4.83%
                         (Closing Jul 4 )
 1715   4.75%    4.77%    4.82%       4.93%     4.93%   4.93%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.4200/68.4300 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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