November 29, 2019 / 4:39 AM / 12 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 29

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               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 28)          
1000            N/A             N/A            01.25/02.75  
                N/A             N/A               02.13%    
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000   17.00/18.50    37.50/39.50    56.00/58.00   77.50/79.50
 1100   17.25/18.75    37.50/39.50    56.00/58.00   77.50/79.50
 1200   17.00/18.50    37.50/39.50    56.00/58.00   77.50/79.50
 1300   17.00/19.00    37.25/39.25    56.00/58.00   77.50/79.50
 1400   17.00/19.00    37.25/39.25    56.00/58.00   77.50/79.50
 1500   16.75/18.25    37.25/39.25    55.75/57.75   77.00/79.00
 1600   17.00/19.00    37.00/39.00    55.75/57.75   77.25/79.25
 1715   16.75/18.75    37.00/39.00    55.50/57.50   77.00/79.00
                       (Closing Nov 28)
 1715   17.50/19.50    38.00/40.00    56.50/58.50   78.00/80.00
-----------------------------------------------------------------
 TIME       APR           MAY           JUN           JUL
-----------------------------------------------------------------
 1000  111.00/113.00 131.00/133.00  154.00/156.00  178.00/180.00
 1100  110.50/112.50 130.50/132.50  153.50/155.50  177.50/179.50
 1200  110.50/112.50 130.50/132.50  153.00/155.00  177.00/179.00
 1300  110.00/112.00 130.00/132.00  152.75/154.75  176.75/178.75
 1400  110.50/112.50 130.00/132.00  152.50/154.50  176.50/178.50
 1500  110.00/112.00 129.75/131.75  152.50/154.50  176.50/178.50
 1600  110.50/112.50 130.00/132.00  152.75/154.75  176.75/178.75
 1715  110.25/112.25 129.75/131.75  152.25/154.25  176.25/178.25
                       (Closing Nov 28)
 1715  111.50/113.50 131.50/133.50  154.50/156.50  178.75/180.75
-----------------------------------------------------------------    
 TIME       AUG           SEP           OCT           NOV
-----------------------------------------------------------------
 1000 202.00/204.00  224.75/226.75  248.25/250.25  271.00/273.00
 1100 201.00/203.00  223.50/225.50  247.00/249.00  269.50/271.50
 1200 200.50/202.50  223.00/225.00  246.50/248.50  269.00/271.00
 1300 200.50/202.50  223.25/225.25  246.50/248.50  269.00/271.00
 1400 200.00/202.00  222.75/224.75  245.75/247.75  268.00/270.00
 1500 200.00/202.00  222.50/224.50  245.50/247.50  267.50/269.50
 1600 200.50/202.50  223.00/225.00  245.75/247.75  268.00/270.00
 1715 199.75/201.75  222.25/224.25  245.25/247.25  267.50/269.50
                       (Closing Nov 28)
 1715 202.50/204.50  225.50/227.50  249.00/251.00  271.50/273.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.24%    3.32%    3.34%       3.42%     3.82%   3.77%
 1100   3.28%    3.33%    3.34%       3.41%     3.80%   3.76%
 1200   3.24%    3.32%    3.34%       3.41%     3.80%   3.75%
 1300   3.27%    3.30%    3.33%       3.41%     3.78%   3.74%
 1400   3.27%    3.30%    3.33%       3.41%     3.79%   3.73%
 1500   3.20%    3.30%    3.32%       3.39%     3.78%   3.73%
 1600   3.27%    3.28%    3.32%       3.40%     3.80%   3.74%
 1715   3.23%    3.28%    3.31%       3.39%     3.79%   3.73%
                       (Closing Nov 28)
 1715   3.26%    3.32%    3.33%       3.41%     3.81%   3.77%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.76%    3.80%    3.80%       3.81%     3.84%   3.85%
 1100   3.75%    3.79%    3.78%       3.79%     3.82%   3.83%
 1200   3.74%    3.77%    3.77%       3.78%     3.81%   3.82%
 1300   3.73%    3.77%    3.77%       3.78%     3.80%   3.82%
 1400   3.72%    3.76%    3.76%       3.77%     3.79%   3.80%
 1500   3.72%    3.76%    3.76%       3.77%     3.79%   3.80%
 1600   3.73%    3.77%    3.77%       3.78%     3.79%   3.80%
 1715   3.72%    3.76%    3.76%       3.77%     3.79%   3.80%
                       (Closing Nov 28)
 1715   3.76%    3.80%    3.80%       3.82%     3.84%   3.85%
-----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.7400/71.7500 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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