November 22, 2019 / 4:47 AM / 12 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 22

            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
               01.59%          01.70%            01.27%
                             (Nov 21)          
1000        01.25/04.25     00.25/01.25       01.00/03.00
               01.59%          01.27%            01.69%
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 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   01.00/02.50    21.25/23.25    41.25/43.25   59.25/61.25
 1100   01.00/02.50    20.75/22.75    40.50/42.50   58.50/60.50
 1200   00.75/02.25    21.00/23.00    40.75/42.75   58.50/60.50
 1300   01.25/02.75    21.50/23.50    41.50/43.50   60.00/62.00
 1400   01.00/02.50    21.00/23.00    41.00/43.00   59.50/61.50
 1500   01.00/02.50    21.25/23.25    41.25/43.25   60.00/62.00
 1600   01.00/02.50    21.00/23.00    41.50/43.50   60.50/62.50
 1715   01.00/02.50    21.25/23.25    41.50/43.50   60.00/62.00
                       (Closing Nov 21)
 1715   01.75/03.25    22.00/24.00    42.25/44.25   60.50/62.50
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 TIME       MAR           APR           MAY           JUN
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 1000   80.75/82.75  113.75/115.75   134.00/136.00 157.50/159.50
 1100   79.75/81.75  112.25/114.25   132.50/134.50 156.00/158.00
 1200   80.00/82.00  112.50/114.50   133.00/135.00 156.00/158.00
 1300   81.50/83.50  115.00/117.00   135.50/137.50 158.50/160.50
 1400   81.00/83.00  115.00/117.00   135.50/137.50 158.50/160.50
 1500   82.00/84.00  116.00/118.00   136.50/138.50 160.00/162.00
 1600   82.00/84.00  116.00/118.00   136.50/138.50 160.00/162.00
 1715   81.50/83.50  115.00/117.00   135.50/137.50 159.00/161.00
                       (Closing Nov 21)
 1715   82.50/84.50  116.50/118.50  136.50/138.50  160.00/162.00
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 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 182.00/184.00  206.25/208.25  229.25/231.25  253.00/255.00
 1100 180.25/182.25  204.00/206.00  227.00/229.00  250.50/252.50
 1200 180.00/182.00  204.00/206.00  227.00/229.00  250.50/252.50
 1300 183.00/185.00  207.00/209.00  230.00/232.00  253.50/255.50
 1400 183.00/185.00  207.00/209.00  230.00/232.00  253.50/255.50
 1500 184.25/186.25  208.50/210.50  231.50/233.50  255.00/257.00
 1600 184.50/186.50  208.50/210.50  231.50/233.50  255.00/257.00
 1715 183.00/185.00  206.75/208.75  229.75/231.75  253.00/255.00
                       (Closing Nov 21)
 1715 184.50/186.50  208.75/210.75  231.75/233.75  255.50/257.50
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.23%    3.25%    3.26%       3.30%     3.71%   3.71%
 1100   3.16%    3.20%    3.22%       3.26%     3.66%   3.67%
 1200   3.18%    3.21%    3.22%       3.26%     3.66%   3.68%
 1300   3.27%    3.27%    3.30%       3.32%     3.74%   3.75%
 1400   3.19%    3.23%    3.27%       3.30%     3.74%   3.75%
 1500   3.23%    3.25%    3.30%       3.34%     3.78%   3.78%
 1600   3.19%    3.27%    3.33%       3.35%     3.78%   3.78%
 1715   3.23%    3.27%    3.30%       3.33%     3.75%   3.76%
                       (Closing Nov 21)
 1715   3.25%    3.28%    3.29%       3.34%     3.77%   3.76%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.72%    3.76%    3.78%       3.79%     3.82%   3.84%
 1100   3.68%    3.73%    3.74%       3.75%     3.78%   3.80%
 1200   3.68%    3.72%    3.73%       3.75%     3.78%   3.80%
 1300   3.74%    3.78%    3.79%       3.80%     3.82%   3.84%
 1400   3.74%    3.78%    3.79%       3.80%     3.82%   3.84%
 1500   3.77%    3.81%    3.82%       3.83%     3.85%   3.86%
 1600   3.77%    3.82%    3.82%       3.83%     3.85%   3.86%
 1715   3.75%    3.79%    3.79%       3.80%     3.82%   3.84%
                       (Closing Nov 21)
 1715   3.76%    3.80%    3.81%       3.82%     3.85%   3.86%
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      (CONVERSION RATE - $1 = 71.7100/71.7200 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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