November 25, 2019 / 4:38 AM / 18 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 25

            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 22)          
1000        01.25/04.25     01.00/03.00       00.25/01.25
               01.59%          01.70%            01.27%
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 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   00.50/02.00    20.00/22.00    40.50/42.50   59.00/61.00
 1100   00.50/02.00    20.50/22.50    40.50/42.50   59.00/61.00
 1200   00.50/02.00    21.00/23.00    41.00/43.00   59.00/61.00
 1300   00.50/02.00    21.00/23.00    41.00/43.00   59.00/61.00
 1400   00.50/02.00    20.75/22.75    40.75/42.75   59.25/61.25
 1500   00.75/02.25    21.00/23.00    41.00/43.00   59.00/61.00
 1600   00.50/02.00    20.50/22.50    40.75/42.75   59.25/61.25
 1715   00.50/02.00    20.75/22.75    41.00/43.00   59.50/61.50
                       (Closing Nov 22)
 1715   01.00/02.50    21.25/23.25    41.50/43.50   60.00/62.00
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 TIME       MAR           APR           MAY           JUN
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 1000  80.50/82.50  113.50/115.50  134.00/136.00  157.00/159.00
 1100  80.50/82.50  114.00/116.00  134.50/136.50  157.50/159.50
 1200  80.25/82.25  113.75/115.75  134.00/136.00  157.50/159.50
 1300  80.25/82.25  113.75/115.75  134.00/136.00  157.50/159.50
 1400  80.50/82.50  113.75/115.75  134.00/136.00  157.25/159.25
 1500  80.25/82.25  113.75/115.75  134.00/136.00  157.50/159.50
 1600  80.75/82.75  114.25/116.25  134.50/136.50  157.75/159.75
 1715  81.00/83.00  114.75/116.75  135.00/137.00  158.25/160.25
                       (Closing Nov 22)
 1715  81.50/83.50  115.00/117.00  135.50/137.50  159.00/161.00
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 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 181.00/183.00  205.00/207.00  228.00/230.00  251.50/253.50
 1100 181.50/183.50  205.50/207.50  228.50/230.50  252.00/254.00
 1200 182.00/184.00  206.00/208.00  229.00/231.00  252.50/254.50
 1300 182.00/184.00  206.00/208.00  229.00/231.00  252.50/254.50
 1400 181.50/183.50  205.50/207.50  228.50/230.50  252.00/254.00
 1500 181.75/183.75  205.50/207.50  228.50/230.50  252.00/254.00
 1600 182.00/184.00  206.00/208.00  228.75/230.75  252.00/254.00
 1715 182.50/184.50  206.50/208.50  229.25/231.25  252.50/254.50
                       (Closing Nov 22)
 1715 183.00/185.00  206.75/208.75  229.75/231.75  253.00/255.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.15%    3.24%    3.29%       3.32%     3.73%   3.74%
 1100   3.22%    3.25%    3.29%       3.32%     3.74%   3.75%
 1200   3.30%    3.29%    3.29%       3.31%     3.73%   3.74%
 1300   3.29%    3.29%    3.29%       3.31%     3.73%   3.74%
 1400   3.26%    3.27%    3.30%       3.32%     3.73%   3.74%
 1500   3.30%    3.29%    3.28%       3.31%     3.73%   3.74%
 1600   3.22%    3.27%    3.30%       3.33%     3.75%   3.75%
 1715   3.25%    3.29%    3.31%       3.34%     3.76%   3.76%
                       (Closing Nov 22)
 1715   3.23%    3.27%    3.30%       3.33%     3.75%   3.76%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.73%    3.76%    3.77%       3.79%     3.81%   3.83%
 1100   3.74%    3.78%    3.78%       3.80%     3.82%   3.83%
 1200   3.74%    3.79%    3.79%       3.80%     3.83%   3.84%
 1300   3.74%    3.78%    3.79%       3.80%     3.83%   3.84%
 1400   3.73%    3.77%    3.78%       3.79%     3.82%   3.83%
 1500   3.73%    3.78%    3.78%       3.79%     3.82%   3.83%
 1600   3.74%    3.78%    3.79%       3.80%     3.82%   3.83%
 1715   3.75%    3.79%    3.80%       3.80%     3.83%   3.84%
                       (Closing Nov 22)
 1715   3.75%    3.79%    3.79%       3.80%     3.82%   3.84%
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      (CONVERSION RATE - $1 = 71.7250/71.7350 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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