September 3, 2019 / 5:06 AM / 14 days ago

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

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.27%          01.27%            01.27%
                             (Aug 30)          
1000        01.75/05.75     01.50/04.50       00.25/01.25
               01.78%          01.91%            01.27%
----------------------------------------------------------------
 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   18.00/20.00    45.50/47.50    68.25/70.25   94.00/96.00
 1100   18.00/20.00    46.00/48.00    68.75/70.75   94.50/96.50
 1200   18.00/20.00    46.50/48.50    69.50/71.50   95.50/97.50
 1300   18.00/20.00    47.00/49.00    70.00/72.00   96.00/98.00
 1400   18.00/20.00    47.00/49.00    70.00/72.00   96.00/98.00
 1500   18.00/20.00    46.50/48.50    69.50/71.50   95.50/97.50
 1600   18.00/20.00    47.00/49.00    70.00/72.00   96.00/98.00
 1715   18.00/20.00    47.00/49.00    70.25/72.25   96.50/98.50
                       (Closing Aug 30)
 1715   18.50/20.50    46.50/48.50    69.50/71.50   95.50/97.50
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 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  123.00/125.00  145.50/147.50  171.00/173.00  203.00/205.00
 1100  123.50/125.50  146.50/148.50  172.00/174.00  204.00/206.00
 1200  124.50/126.50  147.50/149.50  173.00/175.00  205.00/207.00
 1300  125.00/127.00  148.00/150.00  174.00/176.00  206.50/208.50
 1400  125.00/127.00  148.00/150.00  174.00/176.00  206.50/208.50
 1500  124.50/126.50  147.50/149.50  173.50/175.50  206.00/208.00
 1600  125.50/127.50  149.00/151.00  175.00/177.00  208.00/210.00
 1715  126.00/128.00  149.50/151.50  175.00/177.00  207.50/209.50
                       (Closing Aug 30) 
 1715  124.50/126.50  147.00/149.00  173.00/175.00  204.00/206.00
-----------------------------------------------------------------    
 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 224.50/226.50  248.50/250.50  273.00/275.00  297.50/299.50
 1100 225.50/227.50  250.00/252.00  274.50/276.50  299.00/301.00
 1200 226.50/228.50  251.00/253.00  276.00/278.00  300.50/302.50
 1300 228.50/230.50  253.00/255.00  278.00/280.00  303.00/305.00
 1400 228.50/230.50  253.00/255.00  277.75/279.75  302.50/304.50
 1500 228.00/230.00  252.50/254.50  277.25/279.25  302.00/304.00
 1600 230.00/232.00  254.50/256.50  279.50/281.50  304.50/306.50
 1715 229.50/231.50  254.00/256.00  279.00/281.00  304.00/306.00 
                       (Closing Aug 30) 
 1715 225.50/227.50  249.75/251.75  274.00/276.00  298.50/300.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.99%    4.19%    4.13%       4.15%     4.24%   4.21%
 1100   4.00%    4.22%    4.14%       4.15%     4.25%   4.23%
 1200   4.02%    4.27%    4.19%       4.20%     4.28%   4.26%
 1300   4.03%    4.30%    4.21%       4.21%     4.29%   4.27%
 1400   4.04%    4.31%    4.21%       4.22%     4.30%   4.27%
 1500   4.02%    4.26%    4.19%       4.19%     4.28%   4.26%
 1600   4.03%    4.30%    4.21%       4.21%     4.31%   4.30%
 1715   4.02%    4.30%    4.22%       4.23%     4.32%   4.30%
                       (Closing Aug 30)
 1715   3.94%    4.25%    4.19%       4.21%     4.30%   4.27%
----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.23%    4.33%    4.27%       4.23%     4.21%   4.18%
 1100   4.24%    4.34%    4.28%       4.24%     4.23%   4.19%
 1200   4.27%    4.36%    4.30%       4.26%     4.25%   4.22%
 1300   4.29%    4.39%    4.33%       4.29%     4.27%   4.24%
 1400   4.29%    4.39%    4.33%       4.29%     4.28%   4.24%
 1500   4.28%    4.38%    4.32%       4.28%     4.27%   4.23%
 1600   4.31%    4.42%    4.35%       4.31%     4.30%   4.26%
 1715   4.30%    4.40%    4.34%       4.30%     4.28%   4.25%
                       (Closing Aug 30)
 1715   4.29%    4.37%    4.31%       4.27%     4.25%   4.23%
--------------------------------------------------------------
        (CONVERSION RATE - $1 = 72.4000/72.4100 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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