November 13, 2019 / 4:45 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Nov 13

            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%
                             (Nov 11)          
1000            N/A             N/A           00.25/01.25
                N/A             N/A              01.28% 
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 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   07.50/09.50    28.00/30.00    50.00/52.00   69.50/71.50
 1100   07.50/09.50    28.00/30.00    50.00/52.00   70.00/72.00
 1200   07.75/09.75    28.50/30.50    50.50/52.50   70.50/72.50
 1300   07.50/09.50    28.00/30.00    50.00/52.00   70.25/72.25
 1400   07.75/09.75    28.50/30.50    50.50/52.50   70.50/72.50
 1500   08.00/10.00    29.00/31.00    51.00/53.00   71.00/73.00
 1600   08.00/10.00    29.00/31.00    51.00/53.00   71.00/73.00
 1715   08.00/10.00    28.75/30.75    50.75/52.75   70.50/72.50
                        (Closing Nov 11)
 1715   07.75/09.75    28.25/30.25    50.25/52.25   70.25/72.25
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 TIME       MAR           APR           MAY           JUN
-----------------------------------------------------------------
 1000   93.00/95.00  128.50/130.50  149.00/151.00  172.50/174.50
 1100   94.00/96.00  129.50/131.50  150.00/152.00  173.50/175.50
 1200   94.50/96.50  130.00/132.00  150.50/152.50  174.00/176.00
 1300   94.25/96.25  129.75/131.75  150.50/152.50  174.25/176.25
 1400   94.50/96.50  130.00/132.00  150.50/152.50  174.25/176.25
 1500   95.00/97.00  130.50/132.50  151.00/153.00  174.50/176.50
 1600   95.00/97.00  130.75/132.75  151.50/153.50  175.25/177.25
 1715   94.25/96.25  129.75/131.75  150.25/152.25  173.75/175.75
                        (Closing Nov 11)
 1715   94.00/96.00  129.50/131.50  150.00/152.00  173.50/175.50
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 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 197.00/199.00  221.00/223.00  244.00/246.00  268.00/270.00
 1100 198.00/200.00  222.00/224.00  245.00/247.00  269.00/271.00
 1200 198.50/200.50  222.50/224.50  245.50/247.50  269.50/271.50
 1300 198.50/200.50  222.50/224.50  245.50/247.50  269.50/271.50
 1400 198.50/200.50  222.50/224.50  245.50/247.50  269.50/271.50
 1500 198.50/200.50  222.50/224.50  245.50/247.50  269.50/271.50
 1600 199.50/201.50  223.50/225.50  246.50/248.50  270.50/272.50
 1715 198.00/200.00  222.00/224.00  245.00/247.00  269.00/271.00
                        (Closing Nov 11)
 1715 197.50/199.50  221.50/223.50  244.75/246.75  268.50/270.50
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.19%    3.31%    3.41%       3.46%     3.74%   3.92%
 1100   3.18%    3.31%    3.42%       3.49%     3.78%   3.95%
 1200   3.25%    3.35%    3.45%       3.52%     3.79%   3.96%
 1300   3.18%    3.31%    3.43%       3.51%     3.78%   3.96%
 1400   3.24%    3.35%    3.45%       3.51%     3.79%   3.96%
 1500   3.30%    3.38%    3.47%       3.53%     3.80%   3.96%
 1600   3.30%    3.38%    3.46%       3.52%     3.80%   3.97%
 1715   3.27%    3.35%    3.43%       3.49%     3.76%   3.93%
                        (Closing Nov 11)
 1715   3.13%    3.28%    3.40%       3.48%     3.76%   3.94%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.89%    3.89%    3.90%       3.90%     3.91%   3.93%
 1100   3.91%    3.91%    3.92%       3.91%     3.93%   3.94%
 1200   3.92%    3.92%    3.93%       3.92%     3.93%   3.95%
 1300   3.92%    3.93%    3.93%       3.92%     3.93%   3.95%
 1400   3.92%    3.92%    3.92%       3.92%     3.93%   3.95%
 1500   3.92%    3.92%    3.92%       3.91%     3.92%   3.94%
 1600   3.93%    3.93%    3.93%       3.92%     3.93%   3.95%
 1715   3.89%    3.89%    3.90%       3.89%     3.91%   3.92%
                        (Closing Nov 11)
 1715   3.90%    3.90%    3.91%       3.91%     3.92%   3.94%
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      (CONVERSION RATE - $1 = 72.0900/72.1000 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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