November 18, 2019 / 4:45 AM / 19 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 18

            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 15)          
1000        01.25/04.25     01.00/03.00       00.25/01.25
               01.59%          01.69%            01.27%
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   04.75/06.75    25.75/27.75    47.50/49.50   67.00/69.00
 1100   04.75/06.75    26.00/28.00    47.75/49.75   67.50/69.50
 1200   04.50/06.50    25.50/27.50    47.50/49.50   66.50/68.50
 1300   04.50/06.50    25.50/27.50    47.50/49.50   66.50/68.50
 1400   04.50/06.50    25.25/27.25    47.25/49.25   66.50/68.50
 1500   04.50/06.50    25.50/27.50    47.50/49.50   66.75/68.75
 1600   04.50/06.50    25.50/27.50    47.50/49.50   66.50/68.50
 1715   04.50/06.50    25.50/27.50    47.00/49.00   66.00/68.00
                        (Closing Nov 15)
 1715   05.50/07.50    26.00/28.00    47.75/49.75   66.75/68.75
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 TIME       MAR           APR           MAY           JUN
-----------------------------------------------------------------
 1000   90.50/92.50  126.00/128.00  147.00/149.00  171.00/173.00
 1100   91.00/93.00  127.00/129.00  148.00/150.00  172.00/174.00
 1200   90.00/92.00  126.00/128.00  147.00/149.00  171.00/173.00
 1300   90.00/92.00  126.00/128.00  147.00/149.00  171.00/173.00
 1400   90.00/92.00  126.00/128.00  147.00/149.00  171.00/173.00
 1500   90.50/92.50  126.50/128.50  147.50/149.50  171.50/173.50
 1600   90.00/92.00  126.00/128.00  147.00/149.00  171.00/173.00
 1715   89.75/91.75  126.00/128.00  147.00/149.00  171.00/173.00
                        (Closing Nov 15)
 1715   90.50/92.50  126.25/128.25  146.75/148.75  170.75/172.75
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 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 195.50/197.50  220.00/222.00  243.00/245.00  267.00/269.00
 1100 196.50/198.50  221.00/223.00  244.00/246.00  268.50/270.50
 1200 195.50/197.50  220.00/222.00  243.00/245.00  267.50/269.50
 1300 195.50/197.50  220.00/222.00  243.00/245.00  267.50/269.50
 1400 195.50/197.50  220.00/222.00  243.00/245.00  267.00/269.00
 1500 196.00/198.00  220.50/222.50  243.50/245.50  267.50/269.50
 1600 195.75/197.75  220.25/222.25  243.50/245.50  268.00/270.00
 1715 195.75/197.75  220.25/222.25  243.50/245.50  268.00/270.00
                        (Closing Nov 15)
 1715 195.25/197.25  219.75/221.75  243.00/245.00  267.00/269.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.32%    3.41%    3.46%       3.51%     3.86%   3.96%
 1100   3.34%    3.43%    3.48%       3.53%     3.89%   3.99%
 1200   3.27%    3.40%    3.43%       3.49%     3.85%   3.96%
 1300   3.27%    3.40%    3.43%       3.49%     3.85%   3.96%
 1400   3.24%    3.37%    3.43%       3.48%     3.85%   3.95%
 1500   3.27%    3.40%    3.44%       3.50%     3.86%   3.97%
 1600   3.27%    3.39%    3.43%       3.48%     3.84%   3.95%
 1715   3.27%    3.36%    3.40%       3.47%     3.84%   3.95%
                        (Closing Nov 15)
 1715   3.27%    3.37%    3.41%       3.47%     3.83%   3.93%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.93%    3.95%    3.95%       3.95%     3.96%   3.97%
 1100   3.95%    3.97%    3.97%       3.96%     3.98%   3.99%
 1200   3.93%    3.94%    3.95%       3.94%     3.96%   3.97%
 1300   3.93%    3.94%    3.95%       3.94%     3.96%   3.97%
 1400   3.93%    3.94%    3.94%       3.94%     3.95%   3.96%
 1500   3.94%    3.95%    3.95%       3.95%     3.96%   3.97%
 1600   3.92%    3.94%    3.95%       3.94%     3.96%   3.97%
 1715   3.92%    3.94%    3.95%       3.94%     3.96%   3.97%
                        (Closing Nov 15)
 1715   3.90%    3.92%    3.93%       3.93%     3.94%   3.95%
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      (CONVERSION RATE - $1 = 71.8425/71.8525 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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