November 8, 2019 / 4:44 AM / 6 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 8

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.50/04.00     01.50/04.00           N/A    
               01.54%          01.54%             N/A   
                             (Nov 7)          
1000        02.25/05.25     00.25/01.25       02.00/04.00
               01.93%          01.28%            02.05%
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 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   08.50/10.50    28.75/30.75    50.75/52.75   70.75/72.75
 1100   08.25/10.25    28.50/30.50    50.75/52.75   71.00/73.00
 1200   08.25/10.25    28.50/30.50    51.00/53.00   71.50/73.50
 1300   08.25/10.25    28.50/30.50    50.50/52.50   71.00/73.00
 1400   08.25/10.25    28.50/30.50    50.50/52.50   71.00/73.00
 1500   08.00/10.00    28.25/30.25    50.25/52.25   70.50/72.50
 1600   08.25/10.25    28.50/30.50    50.50/52.50   70.50/72.50
 1715   08.25/10.25    28.50/30.50    50.50/52.50   70.50/72.50
                       (Closing Nov 7)
 1715   08.50/10.50    29.50/31.50    52.00/54.00   72.50/74.50
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 TIME       MAR           APR           MAY           JUN
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 1000   94.25/96.25  128.75/130.75  149.75/151.75  174.00/176.00
 1100   95.00/97.00  129.50/131.50  150.00/152.00  174.00/176.00
 1200   95.50/97.50  130.50/132.50  151.50/153.50  175.50/177.50
 1300   95.00/97.00  129.50/131.50  150.00/152.00  174.00/176.00
 1400   95.00/97.00  129.50/131.50  150.00/152.00  174.00/176.00
 1500   94.25/96.25  128.75/130.75  149.25/151.25  173.25/175.25
 1600   94.50/96.50  129.00/131.00  149.50/151.50  173.50/175.50
 1715   94.50/96.50  129.00/131.00  150.00/152.00  173.75/175.75
                       (Closing Nov 7)
 1715   96.50/98.50  131.50/133.50  152.50/154.50  176.75/178.75
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 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 198.50/200.50  222.75/224.75  246.00/248.00  270.00/272.00
 1100 198.50/200.50  222.50/224.50  246.00/248.00  270.00/272.00
 1200 200.00/202.00  224.00/226.00  247.50/249.50  271.50/273.50
 1300 198.50/200.50  222.50/224.50  246.00/248.00  270.00/272.00
 1400 198.50/200.50  222.50/224.50  246.00/248.00  270.00/272.00
 1500 197.50/199.50  221.50/223.50  245.00/247.00  269.00/271.00
 1600 198.00/200.00  222.00/224.00  245.50/247.50  269.50/271.50
 1715 198.00/200.00  222.00/224.00  245.50/247.50  269.50/271.50
                       (Closing Nov 7)
 1715 201.75/203.75  226.00/228.00  250.00/252.00  274.50/276.50
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.13%    3.27%    3.40%       3.47%     3.71%   3.92%
 1100   3.09%    3.26%    3.41%       3.49%     3.74%   3.93%
 1200   3.09%    3.27%    3.43%       3.51%     3.76%   3.97%
 1300   3.09%    3.25%    3.39%       3.49%     3.74%   3.93%
 1400   3.10%    3.26%    3.40%       3.50%     3.74%   3.94%
 1500   3.05%    3.23%    3.38%       3.47%     3.71%   3.91%
 1600   3.09%    3.25%    3.38%       3.47%     3.72%   3.92%
 1715   3.09%    3.25%    3.38%       3.47%     3.72%   3.92%
                       (Closing Nov 7)
 1715   3.20%    3.37%    3.49%       3.57%     3.81%   4.01%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.90%    3.91%    3.93%       3.93%     3.94%   3.96%
 1100   3.90%    3.91%    3.93%       3.93%     3.94%   3.96%
 1200   3.94%    3.94%    3.95%       3.95%     3.96%   3.98%
 1300   3.90%    3.91%    3.92%       3.92%     3.94%   3.96%
 1400   3.91%    3.92%    3.93%       3.93%     3.95%   3.96%
 1500   3.88%    3.89%    3.91%       3.91%     3.92%   3.94%
 1600   3.89%    3.90%    3.92%       3.92%     3.93%   3.95%
 1715   3.90%    3.90%    3.91%       3.91%     3.93%   3.95%
                       (Closing Nov 7)
 1715   3.98%    3.99%    4.00%       4.00%     4.02%   4.04%
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      (CONVERSION RATE - $1 = 71.2900/71.3000 rupees)
        
  Note: Figures in brackets indicate negative values.
    
    Premiums have been given 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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