November 7, 2019 / 4:42 AM / 6 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 7

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        02.25/05.25     00.25/01.25       02.00/04.00
               01.93%          01.28%            02.05%
                             (Nov 6)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.29%          01.29%            01.29%
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 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   09.00/11.00    30.50/32.50    53.75/55.75   74.50/76.50
 1100   09.00/11.00    30.00/32.00    53.00/55.00   74.00/76.00
 1200   08.75/10.75    30.00/32.00    53.00/55.00   73.75/75.75
 1300   09.00/11.00    30.25/32.25    53.25/55.25   74.00/76.00
 1400   08.75/10.75    30.00/32.00    53.00/55.00   73.75/75.75
 1500   08.75/10.75    30.00/32.00    53.00/55.00   74.00/76.00
 1600   08.75/10.75    30.00/32.00    53.00/55.00   73.50/75.50
 1715   08.50/10.50    29.50/31.50    52.00/54.00   72.50/74.50
                       (Closing Nov 6)
 1715   12.00/14.00    33.50/35.50    57.00/59.00   78.00/80.00
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 TIME       MAR           APR           MAY           JUN
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 1000   99.50/101.50 135.00/137.00  156.50/158.50  180.75/182.75
 1100   98.75/100.75 133.75/135.75  155.00/157.00  179.50/181.50
 1200   98.50/100.50 134.00/136.00  155.50/157.50  180.00/182.00
 1300   99.00/101.00 134.00/136.00  155.50/157.50  180.00/182.00
 1400   98.50/100.50 133.75/135.75  155.00/157.00  179.50/181.50
 1500   98.50/100.50 133.50/135.50  155.00/157.00  179.50/181.50
 1600   98.00/100.00 133.00/135.00  154.25/156.25  179.25/181.25
 1715   96.50/98.50  131.50/133.50  152.50/154.50  176.75/178.75
                       (Closing Nov 6)
 1715  103.00/105.00 138.50/140.50  160.00/162.00  184.25/186.25
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 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 206.00/208.00  231.00/233.00  255.00/257.00  279.50/281.50
 1100 204.50/206.50  229.50/231.50  253.50/255.50  278.00/280.00
 1200 205.50/207.50  230.00/232.00  254.00/256.00  278.50/280.50
 1300 205.50/207.50  230.50/232.50  254.50/256.50  279.00/281.00
 1400 205.00/207.00  230.00/232.00  254.00/256.00  278.50/280.50
 1500 205.00/207.00  230.00/232.00  254.00/256.00  278.50/280.50
 1600 204.75/206.75  229.50/231.50  253.50/255.50  278.00/280.00
 1715 201.75/203.75  226.00/228.00  250.00/252.00  274.50/276.50
                       (Closing Nov 6)
 1715 209.50/211.50  234.50/236.50  258.50/260.50  283.00/285.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.32%    3.47%    3.59%       3.67%     3.92%   4.11%
 1100   3.29%    3.42%    3.56%       3.64%     3.88%   4.07%
 1200   3.26%    3.43%    3.56%       3.64%     3.89%   4.09%
 1300   3.31%    3.45%    3.57%       3.66%     3.90%   4.09%
 1400   3.27%    3.43%    3.56%       3.64%     3.89%   4.08%
 1500   3.27%    3.43%    3.57%       3.65%     3.88%   4.08%
 1600   3.27%    3.43%    3.55%       3.62%     3.86%   4.06%
 1715   3.20%    3.37%    3.49%       3.57%     3.81%   4.01%
                       (Closing Nov 6)
 1715   3.27%    3.42%    3.58%       3.66%     3.84%   4.11%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.07%    4.07%    4.09%       4.08%     4.09%   4.11%
 1100   4.04%    4.05%    4.06%       4.06%     4.07%   4.09%
 1200   4.05%    4.06%    4.08%       4.07%     4.08%   4.10%
 1300   4.06%    4.07%    4.08%       4.08%     4.09%   4.11%
 1400   4.05%    4.06%    4.07%       4.07%     4.09%   4.10%
 1500   4.05%    4.06%    4.07%       4.07%     4.09%   4.10%
 1600   4.03%    4.05%    4.07%       4.06%     4.08%   4.09%
 1715   3.98%    3.99%    4.00%       4.00%     4.02%   4.04%
                       (Closing Nov 6)
 1715   4.07%    4.06%    4.08%       4.08%     4.09%   4.10%
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      (CONVERSION RATE - $1 = 70.9650/70.9750 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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