November 5, 2019 / 4:39 AM / 6 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 5

            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
               01.29%          01.29%            01.29%
                             (Nov 4)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.29%          01.29%            01.29%
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   13.25/15.25    35.00/37.00    59.00/61.00   80.50/82.50
 1100   13.00/15.00    35.00/37.00    59.00/61.00   80.50/82.50
 1200   13.00/15.00    35.00/37.00    59.00/61.00   80.50/82.50
 1300   13.25/15.25    35.00/37.00    59.00/61.00   80.50/82.50
 1400   13.00/15.00    34.75/36.75    58.50/60.50   80.00/82.00
 1500   12.75/14.75    34.75/36.75    58.50/60.50   80.00/82.00
 1600   12.75/14.75    34.50/36.50    58.00/60.00   79.50/81.50
 1715   12.75/14.75    34.50/36.50    58.00/60.00   79.50/81.50
                        (Closing Nov 4)
 1715   13.75/15.75    35.50/37.50    59.00/61.00   80.50/82.50
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 TIME       MAR           APR           MAY           JUN
-----------------------------------------------------------------
 1000  105.50/107.50 140.50/142.50  162.00/164.00  187.00/189.00
 1100  105.75/107.75 140.75/142.75  162.25/164.25  187.25/189.25
 1200  105.50/107.50 140.50/142.50  162.00/164.00  187.25/189.25
 1300  105.50/107.50 141.00/143.00  162.50/164.50  187.50/189.50
 1400  105.00/107.00 141.00/143.00  162.50/164.50  187.50/189.50
 1500  105.00/107.00 140.50/142.50  162.00/164.00  187.00/189.00
 1600  105.00/107.00 140.50/142.50  162.00/164.00  187.00/189.00
 1715  105.00/107.00 140.00/142.00  161.50/163.50  186.50/188.50
                        (Closing Nov 4)
 1715  105.50/107.50 140.50/142.50  162.00/164.00  187.25/189.25
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 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 213.00/215.00  238.50/240.50  263.00/265.00  287.50/289.50
 1100 212.50/214.50  238.00/240.00  262.00/264.00  286.50/288.50
 1200 212.75/214.75  238.00/240.00  262.00/264.00  286.50/288.50
 1300 213.00/215.00  238.00/240.00  262.00/264.00  286.50/288.50
 1400 213.00/215.00  238.00/240.00  262.00/264.00  286.50/288.50
 1500 213.00/215.00  238.50/240.50  262.50/264.50  287.00/289.00
 1600 212.50/214.50  238.00/240.00  262.00/264.00  286.50/288.50
 1715 211.50/213.50  236.50/238.50  260.50/262.50  285.00/287.00
                        (Closing Nov 4)
 1715 212.75/214.75  238.00/240.00  262.00/264.00  286.00/288.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.39%    3.50%    3.67%       3.75%     3.89%   4.16%
 1100   3.37%    3.50%    3.67%       3.75%     3.90%   4.17%
 1200   3.37%    3.50%    3.67%       3.75%     3.89%   4.16%
 1300   3.40%    3.51%    3.67%       3.75%     3.90%   4.17%
 1400   3.36%    3.48%    3.64%       3.73%     3.89%   4.18%
 1500   3.33%    3.48%    3.64%       3.73%     3.88%   4.16%
 1600   3.31%    3.45%    3.61%       3.71%     3.88%   4.16%
 1715   3.32%    3.45%    3.61%       3.71%     3.88%   4.15%
                        (Closing Nov 4)
 1715   3.35%    3.47%    3.62%       3.71%     3.87%   4.14%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.12%    4.12%    4.15%       4.15%     4.16%   4.17%
 1100   4.13%    4.12%    4.14%       4.14%     4.14%   4.16%
 1200   4.12%    4.12%    4.14%       4.14%     4.14%   4.16%
 1300   4.13%    4.13%    4.15%       4.14%     4.14%   4.16%
 1400   4.13%    4.13%    4.15%       4.14%     4.15%   4.16%
 1500   4.12%    4.12%    4.15%       4.15%     4.15%   4.17%
 1600   4.12%    4.12%    4.14%       4.14%     4.14%   4.16%
 1715   4.11%    4.11%    4.12%       4.12%     4.12%   4.14%
                        (Closing Nov 4)
 1715   4.10%    4.10%    4.13%       4.12%     4.13%   4.14%
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      (CONVERSION RATE - $1 = 70.6900/70.7000 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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