November 27, 2019 / 4:45 AM / 10 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 27

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.50/02.00     00.50/02.00           N/A    
               01.28%          01.28%             N/A  
                             (Nov 26)          
1000        00.75/03.25     00.25/01.25       00.50/02.00
               01.27%          01.27%            01.27%
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000   19.50/21.50    40.00/42.00    59.00/61.00   80.75/82.75
 1100   19.75/21.25    40.50/42.50    59.50/61.50   81.25/83.25
 1200   19.50/21.00    40.25/42.25    59.25/61.25   81.00/83.00
 1300   19.25/20.75    40.00/42.00    59.00/61.00   80.75/82.75
 1400   19.50/21.00    40.00/42.00    59.00/61.00   80.75/82.75
 1500   19.75/21.25    40.25/42.25    59.25/61.25   81.00/83.00
 1600   19.50/21.00    40.00/42.00    59.00/61.00   80.50/82.50
 1715   19.50/21.50    40.00/42.00    59.00/61.00   80.50/82.50
                       (Closing Nov 26)
 1715   19.50/21.50    40.00/42.00    59.00/61.00   80.75/82.75
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 TIME       APR           MAY           JUN           JUL
-----------------------------------------------------------------
 1000  114.75/116.75 135.25/137.25  158.75/160.75  183.25/185.25
 1100  114.75/116.75 135.25/137.25  158.25/160.25  183.25/185.25
 1200  114.50/116.50 135.00/137.00  158.50/160.50  183.00/185.00
 1300  114.25/116.25 134.75/136.75  158.25/160.25  182.75/184.75
 1400  114.25/116.25 134.75/136.75  158.25/160.25  182.75/184.75
 1500  114.50/116.50 135.00/137.00  158.50/160.50  183.00/185.00
 1600  114.00/116.00 134.50/136.50  157.75/159.75  182.25/184.25
 1715  114.00/116.00 134.50/136.50  157.50/159.50  182.25/184.25
                       (Closing Nov 26)
 1715  114.75/116.75 135.25/137.25  158.75/160.75  183.25/185.25
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 TIME       AUG           SEP           OCT           NOV
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 1000 207.50/209.50  230.50/232.50  254.00/256.00  277.00/279.00
 1100 207.50/209.50  230.50/232.50  254.00/256.00  277.00/279.00
 1200 207.50/209.50  230.50/232.50  254.00/256.00  277.00/279.00
 1300 207.00/209.00  230.00/232.00  253.50/255.50  276.50/278.50
 1400 207.00/209.00  230.00/232.00  253.50/255.50  276.50/278.50
 1500 207.50/209.50  230.50/232.50  254.00/256.00  277.00/279.00
 1600 206.50/208.50  229.50/231.50  253.00/255.00  276.00/278.00
 1715 206.50/208.50  229.50/231.50  253.00/255.00  276.00/278.00
                       (Closing Nov 26)
 1715 207.50/209.50  230.50/232.50  254.00/256.00  277.00/279.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.27%    3.32%    3.37%       3.39%     3.86%   3.82%
 1100   3.28%    3.37%    3.40%       3.42%     3.87%   3.83%
 1200   3.24%    3.35%    3.39%       3.41%     3.86%   3.82%
 1300   3.20%    3.33%    3.37%       3.40%     3.85%   3.81%
 1400   3.24%    3.33%    3.37%       3.40%     3.85%   3.81%
 1500   3.28%    3.35%    3.39%       3.41%     3.86%   3.82%
 1600   3.24%    3.33%    3.37%       3.39%     3.84%   3.81%
 1715   3.28%    3.33%    3.37%       3.39%     3.84%   3.81%
                       (Closing Nov 26)
 1715   3.27%    3.32%    3.37%       3.39%     3.86%   3.82%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.81%    3.86%    3.86%       3.86%     3.89%   3.90%
 1100   3.80%    3.86%    3.86%       3.87%     3.89%   3.91%
 1200   3.81%    3.86%    3.86%       3.87%     3.89%   3.91%
 1300   3.81%    3.85%    3.85%       3.86%     3.88%   3.90%
 1400   3.81%    3.85%    3.85%       3.86%     3.89%   3.90%
 1500   3.81%    3.86%    3.87%       3.87%     3.89%   3.91%
 1600   3.79%    3.84%    3.84%       3.85%     3.88%   3.89%
 1715   3.79%    3.84%    3.85%       3.85%     3.88%   3.89%
                       (Closing Nov 26)
 1715   3.81%    3.86%    3.86%       3.86%     3.89%   3.90%
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      (CONVERSION RATE - $1 = 71.3500/71.3600 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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