July 9, 2019 / 4:50 AM / 10 days ago

RPT-India fwd/annualised dlr premia-(close)-Jul 9

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.00/02.50     00.50/01.25       00.50/01.25    
               02.65%         02.65%             02.65%
                            (Jul 8)          
1000        01.00/02.50     00.50/01.25       00.50/01.25    
               02.66%         02.66%             02.66%
----------------------------------------------------------------
 TIME       JUL           AUG           SEP           OCT
----------------------------------------------------------------
 1000   13.50/15.50    37.50/39.50    63.00/65.00   90.50/92.50
 1100   13.00/15.00    36.75/38.75    61.50/63.50   89.00/91.00
 1200   13.00/14.50    36.75/38.75    61.50/63.50   89.00/91.00
 1300   13.00/14.50    36.50/38.50    61.00/63.00   88.50/90.50
 1400   13.00/15.00    36.50/38.50    61.00/63.00   88.50/90.50
 1500   12.50/14.50    36.00/38.00    60.50/62.50   87.50/89.50
 1600   12.75/14.75    36.00/38.00    60.50/62.50   87.50/89.50
 1715   13.00/15.00    36.25/38.25    60.50/62.50   87.50/89.50
                         (Closing Jul 8) 
 1715   14.00/16.00    38.50/40.50    63.50/65.50   91.25/93.25
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000  114.50/116.50 141.00/143.00  168.50/170.50  193.00/195.00
 1100  113.00/115.00 140.00/142.00  167.50/169.50  192.00/194.00
 1200  113.50/115.50 141.00/143.00  168.50/170.50  193.00/195.00
 1300  112.50/114.50 140.00/142.00  167.50/169.50  192.00/194.00
 1400  112.50/114.50 140.00/142.00  167.50/169.50  192.00/194.00
 1500  111.50/113.50 138.50/140.50  166.00/168.00  190.00/192.00
 1600  111.50/113.50 139.00/141.00  166.50/168.50  191.00/193.00
 1715  111.50/113.50 138.50/140.50  166.00/168.00  190.00/192.00
                         (Closing Jul 8) 
 1715  116.25/118.25 143.75/145.75  171.75/173.75  196.25/198.25
----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
----------------------------------------------------------------
 1000 220.50/222.50  253.50/255.50  278.50/280.50  306.50/308.50
 1100 219.50/221.50  252.50/254.50  277.50/279.50  305.50/307.50
 1200 220.50/222.50  254.00/256.00  279.00/281.00  307.00/309.00
 1300 219.00/221.00  252.50/254.50  277.50/279.50  305.50/307.50
 1400 219.50/221.50  253.00/255.00  278.00/280.00  306.00/308.00
 1500 217.00/219.00  250.00/252.00  275.00/277.00  303.00/305.00
 1600 218.00/220.00  251.00/253.00  276.00/278.00  304.00/306.00
 1715 217.00/219.00  250.50/252.50  275.50/277.50  303.50/305.50
                         (Closing Jul 8) 
 1715 224.00/226.00  257.50/259.50  283.00/285.00  311.00/313.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.00%    4.14%    4.25%       4.34%     4.35%   4.38%
 1100   3.91%    4.05%    4.17%       4.28%     4.31%   4.35%
 1200   3.89%    4.06%    4.18%       4.29%     4.34%   4.39%
 1300   3.87%    4.03%    4.15%       4.26%     4.30%   4.36%
 1400   3.90%    4.03%    4.15%       4.27%     4.30%   4.36%
 1500   3.82%    3.99%    4.11%       4.22%     4.26%   4.32%
 1600   3.84%    3.99%    4.11%       4.22%     4.27%   4.33%
 1715   3.88%    4.01%    4.11%       4.23%     4.27%   4.32%
                         (Closing Jul 8)
 1715   4.01%    4.15%    4.24%       4.36%     4.40%   4.44%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.42%    4.44%    4.51%       4.59%     4.59%   4.61%
 1100   4.40%    4.42%    4.50%       4.58%     4.58%   4.60%
 1200   4.43%    4.45%    4.53%       4.61%     4.61%   4.63%
 1300   4.40%    4.43%    4.50%       4.58%     4.59%   4.60%
 1400   4.41%    4.43%    4.51%       4.59%     4.60%   4.61%
 1500   4.36%    4.38%    4.46%       4.54%     4.55%   4.57%
 1600   4.38%    4.41%    4.48%       4.56%     4.57%   4.59%
 1715   4.37%    4.39%    4.47%       4.56%     4.56%   4.58%
                         (Closing Jul 8)
 1715   4.49%    4.51%    4.58%       4.66%     4.66%   4.67%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.5400/68.5500 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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