October 16, 2019 / 4:51 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 16

            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
               01.27%          01.27%            01.27%
                             (Oct 15)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.28%          01.28%            01.28%
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   07.50/09.00    28.00/30.00    51.00/53.00   75.75/77.75
 1100   07.25/08.75    27.50/29.50    50.25/52.25   75.00/77.00
 1200   07.25/08.75    27.50/29.50    50.00/52.00   74.50/76.50
 1300   07.25/08.75    27.25/29.25    50.00/52.00   74.75/76.75
 1400   07.25/08.75    27.25/29.25    50.25/52.25   74.75/76.75
 1500   07.25/08.75    27.25/29.25    50.25/52.25   75.00/77.00
 1600   07.25/08.75    27.25/29.25    50.25/52.25   75.00/77.00
 1715   07.25/08.75    27.25/29.25    50.00/52.00   74.50/76.50
                        (Closing Oct 15)
 1715   08.25/09.75    28.75/30.75    52.00/54.00    77.25/79.25
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 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000   97.00/99.00  122.00/124.00  154.50/156.50  177.00/179.00
 1100   96.50/98.50  121.50/123.50  154.00/156.00  176.75/178.75
 1200   96.00/98.00  121.00/123.00  153.50/155.50  176.00/178.00
 1300   96.25/98.25  121.50/123.50  154.25/156.25  177.00/179.00
 1400   96.25/98.25  121.50/123.50  154.50/156.50  177.25/179.25
 1500   96.50/98.50  122.00/124.00  155.00/157.00  177.50/179.50
 1600   96.50/98.50  121.50/123.50  154.50/156.50  177.00/179.00
 1715   96.00/98.00  121.00/123.00  154.00/156.00  176.50/178.50
                        (Closing Oct 15)
 1715   99.00/101.00 124.50/126.50  157.75/159.75  180.50/182.50
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 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000  201.50/203.50  226.00/228.00  250.50/252.50  274.00/276.00
 1100  201.50/203.50  226.00/228.00  250.50/252.50  274.00/276.00
 1200  200.50/202.50  225.00/227.00  249.50/251.50  273.00/275.00
 1300  201.75/203.75  226.50/228.50  251.00/253.00  274.50/276.50
 1400  202.00/204.00  227.00/229.00  251.50/253.50  275.00/277.00
 1500  202.25/204.25  227.00/229.00  251.50/253.50  275.00/277.00
 1600  201.75/203.75  226.50/228.50  251.00/253.00  274.50/276.50
 1715  201.25/203.25  226.00/228.00  250.50/252.50  274.00/276.00
                        (Closing Oct 15)
 1715  205.00/207.00  229.75/231.75  254.25/256.25  278.00/280.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.47%    3.56%    3.69%       3.74%     3.78%   3.98%
 1100   3.41%    3.51%    3.65%       3.73%     3.77%   3.98%
 1200   3.41%    3.50%    3.63%       3.71%     3.76%   3.97%
 1300   3.38%    3.49%    3.64%       3.71%     3.76%   3.98%
 1400   3.38%    3.50%    3.64%       3.71%     3.76%   3.98%
 1500   3.39%    3.51%    3.66%       3.73%     3.79%   4.01%
 1600   3.39%    3.51%    3.66%       3.73%     3.78%   3.99%
 1715   3.39%    3.50%    3.64%       3.71%     3.76%   3.98%
                        (Closing Oct 15)
 1715   3.49%    3.58%    3.71%       3.79%     3.84%   4.02%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.05%    4.03%    4.04%       4.03%     4.02%   4.03%
 1100   4.05%    4.04%    4.05%       4.04%     4.03%   4.04%
 1200   4.04%    4.02%    4.03%       4.03%     4.02%   4.03%
 1300   4.05%    4.04%    4.05%       4.05%     4.04%   4.04%
 1400   4.06%    4.05%    4.06%       4.05%     4.04%   4.05%
 1500   4.08%    4.06%    4.07%       4.06%     4.05%   4.06%
 1600   4.06%    4.05%    4.06%       4.05%     4.05%   4.05%
 1715   4.05%    4.04%    4.05%       4.05%     4.04%   4.04%
                        (Closing Oct 15)
 1715   4.12%    4.10%    4.10%       4.09%     4.08%   4.08%
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      (CONVERSION RATE - $1 = 71.4350/71.4450 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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