November 28, 2019 / 4:42 AM / 7 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 28

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000            N/A             N/A            01.25/02.75  
                N/A             N/A               02.13%    
                             (Nov 27)          
1000        00.50/02.00     00.50/02.00           N/A    
               01.28%          01.28%             N/A  
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000   17.50/19.00    37.75/39.75    56.75/58.75   78.25/80.25
 1100   18.00/19.00    38.50/39.50    57.00/58.00   78.50/80.00
 1200   17.50/19.50    38.00/40.00    56.50/58.50   78.00/80.00
 1300   17.50/19.50    38.00/40.00    56.50/58.50   78.00/80.00
 1400   17.50/19.50    38.00/40.00    56.50/58.50   78.00/80.00
 1500   17.50/19.50    38.00/40.00    56.50/58.50   78.25/80.25
 1600   17.50/19.00    38.25/40.25    56.75/58.75   78.00/80.00
 1715   17.50/19.50    38.00/40.00    56.50/58.50   78.00/80.00
                       (Closing Nov 27)
 1715   19.50/21.50    40.00/42.00    59.00/61.00   80.50/82.50
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 TIME       APR           MAY           JUN           JUL
-----------------------------------------------------------------
 1000  111.50/113.50 131.50/133.50  154.50/156.50  179.00/181.00
 1100  112.50/114.00 132.50/134.00  155.50/157.00  180.00/181.50
 1200  111.50/113.50 131.50/133.50  154.50/156.50  179.00/181.00
 1300  111.50/113.50 131.50/133.50  154.50/156.50  179.00/181.00
 1400  111.50/113.50 131.50/133.50  154.50/156.50  179.00/181.00
 1500  112.00/114.00 132.00/134.00  155.00/157.00  179.50/181.50
 1600  111.50/113.50 131.50/133.50  154.50/156.50  179.00/181.00
 1715  111.50/113.50 131.50/133.50  154.50/156.50  178.75/180.75
                       (Closing Nov 27)
 1715  114.00/116.00 134.50/136.50  157.50/159.50  182.25/184.25
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 TIME       AUG           SEP           OCT           NOV
-----------------------------------------------------------------
 1000 203.50/205.50  226.50/228.50  250.00/252.00  273.00/275.00
 1100 204.50/206.00  227.50/229.00  251.00/252.50  274.00/275.50
 1200 203.25/205.25  226.25/228.25  249.75/251.75  272.50/274.50
 1300 203.25/205.25  226.25/228.25  249.75/251.75  272.50/274.50
 1400 203.25/205.25  226.25/228.25  249.75/251.75  272.50/274.50
 1500 203.75/205.75  226.75/228.75  250.25/252.25  273.00/275.00
 1600 203.00/205.00  225.75/227.75  249.25/251.25  272.00/274.00
 1715 202.50/204.50  225.50/227.50  249.00/251.00  271.50/273.50
                       (Closing Nov 27)
 1715 206.50/208.50  229.50/231.50  253.00/255.00  276.00/278.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.23%    3.31%    3.36%       3.43%     3.83%   3.78%
 1100   3.26%    3.32%    3.34%       3.43%     3.85%   3.80%
 1200   3.26%    3.32%    3.34%       3.42%     3.82%   3.77%
 1300   3.26%    3.32%    3.34%       3.42%     3.82%   3.78%
 1400   3.26%    3.32%    3.34%       3.42%     3.82%   3.78%
 1500   3.26%    3.31%    3.33%       3.42%     3.83%   3.78%
 1600   3.22%    3.33%    3.35%       3.41%     3.81%   3.77%
 1715   3.26%    3.32%    3.33%       3.41%     3.81%   3.77%
                       (Closing Nov 27)
 1715   3.28%    3.33%    3.37%       3.39%     3.84%   3.81%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.77%    3.82%    3.83%       3.84%     3.87%   3.88%
 1100   3.78%    3.83%    3.84%       3.85%     3.87%   3.89%
 1200   3.76%    3.81%    3.82%       3.83%     3.85%   3.87%
 1300   3.77%    3.81%    3.82%       3.83%     3.86%   3.87%
 1400   3.77%    3.81%    3.82%       3.83%     3.86%   3.87%
 1500   3.77%    3.82%    3.82%       3.83%     3.86%   3.87%
 1600   3.76%    3.81%    3.81%       3.82%     3.84%   3.86%
 1715   3.76%    3.80%    3.80%       3.82%     3.84%   3.85%
                       (Closing Nov 27)
 1715   3.79%    3.84%    3.85%       3.85%     3.88%   3.89%
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      (CONVERSION RATE - $1 = 71.6075/71.6175 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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