October 14, 2019 / 4:43 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 14

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000            N/A             N/A           00.25/01.25
                N/A             N/A             01.29%
                             (Oct 11)          
1000        01.50/03.50     01.50/03.50           N/A    
               01.93%          01.93%             N/A  
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   08.75/10.75    29.25/31.25    52.25/54.25    77.50/79.50
 1100   09.00/10.50    29.50/31.50    52.50/54.50    77.50/79.50
 1200   08.75/10.25    29.25/31.25    52.00/54.00    77.00/79.00
 1300   09.00/10.50    29.50/31.50    52.50/54.50    77.50/79.50
 1400   09.00/10.50    29.50/31.50    52.50/54.50    77.50/79.50
 1500   09.00/10.50    29.50/31.50    52.50/54.50    77.50/79.50
 1600   09.00/10.50    29.50/31.50    52.50/54.50    77.50/79.50
 1715   09.25/10.75    29.75/31.75    52.75/54.75    77.50/79.50
                        (Closing Oct 11)
 1715   09.50/11.50    30.50/32.50    54.00/56.00    79.75/81.75
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 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000   99.00/101.00  124.50/126.50  157.00/159.00  179.50/181.50
 1100   99.00/101.00  124.00/126.00  157.00/159.00  179.50/181.50
 1200   98.50/100.50  123.50/125.50  156.50/158.50  179.00/181.00
 1300   99.00/101.00  124.00/126.00  157.00/159.00  179.50/181.50
 1400   99.00/101.00  124.00/126.00  157.00/159.00  179.50/181.50
 1500   99.00/101.00  124.50/126.50  157.50/159.50  180.00/182.00
 1600   99.00/101.00  124.00/126.00  157.00/159.00  179.00/181.00
 1715   98.50/100.50  123.50/125.50  156.50/158.50  178.50/180.50
                        (Closing Oct 11)
 1715  101.50/103.50  127.25/129.25  160.75/162.75  183.75/185.75
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 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000  204.00/206.00  228.50/230.50  253.00/255.00  276.50/278.50
 1100  204.00/206.00  228.50/230.50  253.00/255.00  276.50/278.50
 1200  203.50/205.50  228.00/230.00  252.50/254.50  276.00/278.00
 1300  204.00/206.00  229.00/231.00  253.50/255.50  277.00/279.00
 1400  204.00/206.00  229.00/231.00  253.50/255.50  277.00/279.00
 1500  204.50/206.50  229.00/231.00  253.50/255.50  277.00/279.00
 1600  203.50/205.50  228.50/230.50  253.00/255.00  276.50/278.50
 1715  203.00/205.00  227.50/229.50  252.00/254.00  275.50/277.50
                        (Closing Oct 11)
 1715  208.50/210.50  233.00/235.00  257.50/259.50  281.00/283.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.51%    3.59%    3.71%       3.81%     3.85%   4.02%
 1100   3.53%    3.61%    3.72%       3.80%     3.84%   4.01%
 1200   3.48%    3.57%    3.68%       3.77%     3.81%   3.99%
 1300   3.52%    3.60%    3.71%       3.79%     3.83%   4.00%
 1400   3.52%    3.60%    3.71%       3.79%     3.83%   4.00%
 1500   3.52%    3.59%    3.70%       3.79%     3.83%   4.01%
 1600   3.52%    3.59%    3.70%       3.79%     3.82%   4.00%
 1715   3.55%    3.61%    3.71%       3.77%     3.80%   3.98%
                         (Closing Oct 11)
 1715   3.54%    3.65%    3.77%       3.86%     3.90%   4.07%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.12%    4.10%    4.10%       4.10%     4.09%   4.09%
 1100   4.12%    4.10%    4.10%       4.09%     4.09%   4.09%
 1200   4.10%    4.08%    4.08%       4.08%     4.07%   4.07%
 1300   4.11%    4.09%    4.09%       4.09%     4.08%   4.08%
 1400   4.11%    4.09%    4.09%       4.09%     4.08%   4.08%
 1500   4.12%    4.10%    4.09%       4.09%     4.08%   4.08%
 1600   4.10%    4.07%    4.08%       4.08%     4.07%   4.07%
 1715   4.08%    4.06%    4.06%       4.06%     4.05%   4.05%
                        (Closing Oct 11)
 1715   4.19%    4.17%    4.16%       4.15%     4.13%   4.13%
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      (CONVERSION RATE - $1 = 71.2300/71.2400 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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