November 15, 2019 / 4:49 AM / 22 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 15

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/04.25     01.00/03.00       00.25/01.25
               01.59%          01.69%            01.27%
                             (Nov 14)          
1000        01.25/04.25     00.25/01.25       01.00/03.00
               01.58%          01.27%            01.69%
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   05.50/07.50    25.50/27.50    47.00/49.00   66.00/68.00
 1100   05.50/07.50    25.50/27.50    47.00/49.00   66.00/68.00
 1200   05.50/07.50    25.75/27.75    47.25/49.25   66.25/68.25
 1300   05.00/07.00    25.50/27.50    47.00/49.00   66.50/68.50
 1400   05.50/07.50    25.75/27.75    47.50/49.50   66.50/68.50
 1500   05.50/07.50    25.75/27.75    47.50/49.50   66.50/68.50
 1600   05.50/07.50    26.00/28.00    47.50/49.50   67.00/69.00
 1715   05.50/07.50    26.00/28.00    47.75/49.75   66.75/68.75
                         (Closing Nov 14)
 1715   06.00/08.00    26.25/28.25    48.00/50.00   67.50/69.50
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 TIME       MAR           APR           MAY           JUN
-----------------------------------------------------------------
 1000   89.50/91.50  125.00/127.00  145.50/147.50  169.00/171.00
 1100   89.50/91.50  124.50/126.50  145.00/147.00  168.50/170.50
 1200   90.00/92.00  125.50/127.50  146.00/148.00  169.75/171.75
 1300   90.00/92.00  125.50/127.50  146.25/148.25  170.00/172.00
 1400   90.25/92.25  125.75/127.75  146.50/148.50  170.25/172.25
 1500   90.25/92.25  125.75/127.75  146.50/148.50  170.25/172.25
 1600   90.50/92.50  126.00/128.00  146.75/148.75  170.50/172.50
 1715   90.50/92.50  126.25/128.25  146.75/148.75  170.75/172.75
                         (Closing Nov 14)
 1715   91.25/93.25  127.00/129.00  147.50/149.50  171.25/173.25
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 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 193.50/195.50  217.50/219.50  240.50/242.50  264.50/266.50
 1100 193.00/195.00  217.00/219.00  240.00/242.00  264.00/266.00
 1200 194.00/196.00  218.00/220.00  241.00/243.00  265.00/267.00
 1300 194.50/196.50  218.75/220.75  242.00/244.00  266.00/268.00
 1400 194.75/196.75  218.75/220.75  242.00/244.00  266.00/268.00
 1500 194.75/196.75  218.75/220.75  242.00/244.00  266.00/268.00
 1600 195.00/197.00  219.50/221.50  242.50/244.50  266.50/268.50
 1715 195.25/197.25  219.75/221.75  243.00/245.00  267.00/269.00
                         (Closing Nov 14)
 1715 195.25/197.25  219.00/221.00  242.00/244.00  266.00/268.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.22%    3.31%    3.36%       3.43%     3.79%   3.89%
 1100   3.22%    3.32%    3.37%       3.43%     3.78%   3.88%
 1200   3.25%    3.34%    3.38%       3.45%     3.81%   3.91%
 1300   3.19%    3.32%    3.39%       3.46%     3.81%   3.92%
 1400   3.25%    3.35%    3.39%       3.46%     3.82%   3.92%
 1500   3.24%    3.35%    3.39%       3.46%     3.82%   3.92%
 1600   3.27%    3.35%    3.41%       3.47%     3.83%   3.93%
 1715   3.27%    3.37%    3.41%       3.47%     3.83%   3.93%
                         (Closing Nov 14)
 1715   3.22%    3.33%    3.39%       3.46%     3.82%   3.92%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.86%    3.88%    3.88%       3.88%     3.90%   3.91%
 1100   3.85%    3.87%    3.88%       3.88%     3.90%   3.91%
 1200   3.88%    3.90%    3.90%       3.90%     3.91%   3.93%
 1300   3.89%    3.91%    3.91%       3.91%     3.93%   3.94%
 1400   3.89%    3.91%    3.91%       3.91%     3.93%   3.94%
 1500   3.89%    3.91%    3.91%       3.91%     3.92%   3.94%
 1600   3.90%    3.91%    3.92%       3.92%     3.93%   3.94%
 1715   3.90%    3.92%    3.93%       3.93%     3.94%   3.95%
                         (Closing Nov 14)
 1715   3.89%    3.90%    3.89%       3.89%     3.90%   3.92%
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      (CONVERSION RATE - $1 = 71.7800/71.7900 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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