December 3, 2019 / 4:47 AM / 12 days ago

RPT-India fwd/annualised dlr premia-(close)-Dec 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%    
                             (Dec 2)          
1000         00.50/02.50     00.25/01.25       00.25/01.25  
                01.27%         01.27%             01.27%    
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000   15.50/17.00    35.75/37.75    54.50/56.50   75.75/77.75
 1100   15.50/17.00    35.75/37.75    54.50/56.50   75.75/77.75
 1200   15.50/17.00    35.75/37.75    54.25/56.25   75.50/77.50
 1300   15.75/17.25    36.00/38.00    54.50/56.50   75.75/77.75
 1400   15.50/17.00    36.00/38.00    54.50/56.50   75.75/77.75
 1500   15.50/17.00    36.25/38.25    54.75/56.75   76.00/78.00
 1600   15.00/16.50    35.75/37.75    54.50/56.50   75.75/77.75
 1715   15.25/17.25    35.75/37.75    54.50/56.50   75.75/77.75
                        (Closing Dec 2)
 1715   16.00/18.00    36.25/38.25    55.00/57.00   76.50/78.50
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 TIME       APR           MAY           JUN           JUL
-----------------------------------------------------------------
 1000  109.00/111.00 128.50/130.50  151.00/153.00  175.00/177.00
 1100  109.00/111.00 128.50/130.50  151.00/153.00  175.00/177.00
 1200  108.75/110.75 128.25/130.25  150.75/152.75  174.75/176.75
 1300  109.00/111.00 128.75/130.75  151.50/153.50  175.50/177.50
 1400  109.00/111.00 128.75/130.75  151.50/153.50  175.50/177.50
 1500  109.25/111.25 129.00/131.00  151.50/153.50  175.50/177.50
 1600  109.00/111.00 128.75/130.75  151.50/153.50  175.50/177.50
 1715  109.00/111.00 128.75/130.75  151.50/153.50  175.50/177.50
                       (Closing Dec 2)
 1715  110.00/112.00 129.50/131.50  152.25/154.25  176.25/178.25
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 TIME       AUG           SEP           OCT           NOV
-----------------------------------------------------------------
 1000 198.50/200.50  221.00/223.00  244.25/246.25  266.50/268.50
 1100 198.50/200.50  221.00/223.00  244.25/246.25  266.50/268.50
 1200 198.25/200.25  220.75/222.75  244.00/246.00  266.00/268.00
 1300 199.00/201.00  221.50/223.50  244.75/246.75  267.00/269.00
 1400 199.00/201.00  221.50/223.50  245.00/247.00  267.50/269.50
 1500 199.00/201.00  221.50/223.50  244.75/246.75  267.00/269.00
 1600 199.00/201.00  221.50/223.50  244.75/246.75  267.00/269.00
 1715 199.25/201.25  221.75/223.75  244.75/246.75  267.00/269.00
                       (Closing Dec 2)
 1715 200.00/202.00  222.50/224.50  245.50/247.50  267.50/269.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.22%    3.30%    3.33%       3.47%     3.80%   3.74%
 1100   3.22%    3.30%    3.33%       3.48%     3.80%   3.75%
 1200   3.22%    3.29%    3.32%       3.46%     3.79%   3.74%
 1300   3.26%    3.31%    3.33%       3.47%     3.80%   3.75%
 1400   3.23%    3.31%    3.33%       3.47%     3.80%   3.75%
 1500   3.24%    3.33%    3.35%       3.48%     3.81%   3.76%
 1600   3.15%    3.29%    3.32%       3.47%     3.79%   3.74%
 1715   3.22%    3.29%    3.33%       3.47%     3.80%   3.75%
                       (Closing Dec 2)
 1715   3.23%    3.28%    3.32%       3.48%     3.81%   3.75%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.73%    3.77%    3.77%       3.78%     3.80%   3.82%
 1100   3.74%    3.77%    3.77%       3.78%     3.80%   3.82%
 1200   3.73%    3.76%    3.76%       3.77%     3.80%   3.81%
 1300   3.75%    3.78%    3.78%       3.79%     3.81%   3.82%
 1400   3.75%    3.78%    3.78%       3.79%     3.81%   3.83%
 1500   3.75%    3.78%    3.78%       3.79%     3.81%   3.82%
 1600   3.74%    3.77%    3.77%       3.78%     3.80%   3.81%
 1715   3.74%    3.78%    3.78%       3.79%     3.81%   3.82%
                        (Closing Dec 2)
 1715   3.74%    3.78%    3.78%       3.79%     3.81%   3.81% 
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      (CONVERSION RATE - $1 = 71.6675/71.6775 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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