November 1, 2019 / 4:41 AM / 17 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 1

            Cash Spot        Cash Tom         Tom Next
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               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/04.25     01.00/03.00       00.25/01.25
               01.61%          01.72%            01.29%
                             (Oct 31)          
1000        01.25/04.25     00.25/01.25       01.00/03.00
               01.61%          01.29%            01.72%
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 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   15.25/17.25    37.50/39.50    61.00/63.00   82.50/84.50
 1100   15.25/17.25    37.50/39.50    61.00/63.00   82.50/84.50
 1200   15.50/16.50    37.50/38.50    61.00/62.00   82.00/83.50
 1300   15.00/17.00    37.00/39.00    60.50/62.50   81.50/83.50
 1400   14.50/16.50    36.00/38.00    59.50/61.50   80.50/82.50
 1500   14.75/16.75    36.75/38.75    60.00/62.00   81.00/83.00
 1600   15.00/17.00    37.25/39.25    61.00/63.00   82.50/84.50
 1715   14.75/16.75    36.75/38.75    60.50/62.50   82.00/84.00
                        (Closing Oct 31)
 1715   15.50/17.50    37.50/39.50    61.00/63.00   82.00/84.00
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 TIME       MAR           APR           MAY           JUN
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 1000  107.00/109.00 141.00/143.00  162.00/164.00  186.50/188.50
 1100  107.00/109.00 141.50/143.50  162.50/164.50  187.00/189.00
 1200  106.50/108.00 141.00/142.50  162.00/163.50  186.50/188.00
 1300  106.00/108.00 140.00/142.00  161.00/163.00  185.50/187.50
 1400  105.00/107.00 138.75/140.75  159.75/161.75  184.25/186.25
 1500  105.50/107.50 140.00/142.00  161.00/163.00  185.50/187.50
 1600  107.00/109.00 142.00/144.00  163.50/165.50  188.50/190.50
 1715  107.00/109.00 141.50/143.50  163.00/165.00  187.50/189.50
                        (Closing Oct 31)
 1715  106.50/108.50 140.50/142.50  161.50/163.50  186.25/188.25
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 TIME       JUL           AUG           SEP           OCT
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 1000 211.50/213.50  236.00/238.00  259.50/261.50  283.50/285.50
 1100 212.00/214.00  236.50/238.50  260.00/262.00  284.00/286.00
 1200 211.50/213.00  236.00/237.50  259.50/261.00  283.50/285.00
 1300 210.00/212.00  234.50/236.50  258.00/260.00  282.00/284.00
 1400 208.75/210.75  233.25/235.25  256.75/258.75  280.50/282.50
 1500 210.50/212.50  235.00/237.00  258.50/260.50  282.50/284.50
 1600 213.50/215.50  238.50/240.50  262.00/264.00  286.50/288.50
 1715 212.50/214.50  237.50/239.50  261.00/263.00  285.00/287.00
                         (Closing Oct 31)
 1715 211.00/213.00  235.50/237.50  259.00/261.00  283.00/285.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.50%    3.57%    3.68%       3.75%     3.87%   4.12%
 1100   3.50%    3.57%    3.68%       3.75%     3.88%   4.13%
 1200   3.45%    3.53%    3.66%       3.72%     3.86%   4.11%
 1300   3.45%    3.53%    3.65%       3.71%     3.84%   4.09%
 1400   3.35%    3.45%    3.60%       3.66%     3.81%   4.06%
 1500   3.41%    3.51%    3.62%       3.68%     3.83%   4.09%
 1600   3.46%    3.56%    3.69%       3.75%     3.89%   4.15%
 1715   3.41%    3.52%    3.66%       3.74%     3.88%   4.14%
                        (Closing Oct 31)
 1715   3.42%    3.52%    3.64%       3.69%     3.83%   4.08%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.07%    4.06%    4.08%       4.06%     4.06%   4.08%
 1100   4.08%    4.07%    4.09%       4.07%     4.07%   4.09%
 1200   4.06%    4.06%    4.08%       4.06%     4.06%   4.08%
 1300   4.04%    4.04%    4.05%       4.04%     4.04%   4.06%
 1400   4.02%    4.01%    4.03%       4.02%     4.02%   4.04%
 1500   4.05%    4.04%    4.06%       4.05%     4.05%   4.07%
 1600   4.11%    4.11%    4.12%       4.11%     4.11%   4.13%
 1715   4.10%    4.09%    4.10%       4.10%     4.09%   4.11%
                        (Closing Oct 31)
 1715   4.04%    4.04%    4.05%       4.04%     4.05%   4.06%
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      (CONVERSION RATE - $1 = 70.8100/70.8200 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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