October 17, 2019 / 4:43 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 17

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.75/05.25     00.25/01.25       01.50/04.00
               01.79%          01.28%            01.92%
                             (Oct 16)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.27%          01.27%            01.27%
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   04.50/06.50    25.00/27.00    47.50/49.50    72.00/74.00
 1100   04.50/06.50    25.00/27.00    47.75/49.75    72.50/74.50
 1200   04.50/06.50    25.00/27.00    47.75/49.75    72.50/74.50
 1300   04.50/06.50    25.00/27.00    47.75/49.75    72.50/74.50
 1400   04.50/06.50    25.00/27.00    47.75/49.75    72.50/74.50
 1500   04.50/06.50    25.00/27.00    47.75/49.75    72.50/74.50
 1600   04.50/06.50    25.00/27.00    47.75/49.75    72.50/74.50
 1715   04.50/06.50    25.00/27.00    48.00/50.00    72.75/74.75
                        (Closing Oct 16)
 1715   07.25/08.75    27.25/29.25    50.00/52.00    74.50/76.50
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 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000   93.50/95.50   118.50/120.50  151.50/153.50  174.00/176.00
 1100   94.50/96.50   119.50/121.50  153.00/155.00  175.50/177.50
 1200   94.00/96.00   119.50/121.50  153.50/155.50  176.00/178.00
 1300   94.50/96.50   119.50/121.50  153.00/155.00  175.50/177.50
 1400   95.00/97.00   120.50/122.50  154.50/156.50  177.00/179.00
 1500   95.00/97.00   120.50/122.50  154.50/156.50  177.00/179.00
 1600   95.00/97.00   120.00/122.00  154.00/156.00  176.50/178.50
 1715   94.75/96.75   120.00/122.00  153.50/155.50  176.00/178.00
                        (Closing Oct 16)
 1715   96.00/98.00   121.00/123.00  154.00/156.00  176.50/178.50
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 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000  199.00/201.00  224.00/226.00  248.50/250.50  272.00/274.00
 1100  200.00/202.00  225.00/227.00  249.50/251.50  273.00/275.00
 1200  200.50/202.50  225.50/227.50  250.00/252.00  273.50/275.50
 1300  200.00/202.00  225.00/227.00  249.50/251.50  273.00/275.00
 1400  201.50/203.50  226.50/228.50  251.00/253.00  274.50/276.50
 1500  202.00/204.00  227.00/229.00  252.00/254.00  275.50/277.50
 1600  201.50/203.50  226.50/228.50  251.50/253.50  275.00/277.00
 1715  201.00/203.00  226.00/228.00  251.00/253.00  274.50/276.50
                        (Closing Oct 16)
 1715  201.25/203.25  226.00/228.00  250.50/252.50  274.00/276.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.47%    3.54%    3.66%       3.74%     3.78%   4.01%
 1100   3.47%    3.55%    3.68%       3.78%     3.82%   4.05%
 1200   3.47%    3.55%    3.68%       3.76%     3.81%   4.06%
 1300   3.48%    3.56%    3.69%       3.78%     3.82%   4.06%
 1400   3.48%    3.56%    3.69%       3.80%     3.85%   4.10%
 1500   3.48%    3.56%    3.69%       3.80%     3.86%   4.10%
 1600   3.48%    3.56%    3.70%       3.81%     3.85%   4.09%
 1715   3.48%    3.58%    3.71%       3.80%     3.84%   4.08%
                        (Closing Oct 16)
 1715   3.39%    3.50%    3.64%       3.71%     3.76%   3.98%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.07%    4.06%    4.07%       4.07%     4.06%   4.06%
 1100   4.10%    4.08%    4.09%       4.08%     4.07%   4.08%
 1200   4.12%    4.09%    4.10%       4.09%     4.08%   4.08%
 1300   4.11%    4.09%    4.10%       4.09%     4.08%   4.08%
 1400   4.15%    4.12%    4.13%       4.11%     4.10%   4.10%
 1500   4.15%    4.13%    4.14%       4.13%     4.12%   4.12%
 1600   4.14%    4.12%    4.13%       4.13%     4.12%   4.12%
 1715   4.13%    4.11%    4.12%       4.12%     4.11%   4.11%
                        (Closing Oct 16)
 1715   4.05%    4.04%    4.05%       4.05%     4.04%   4.04%
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      (CONVERSION RATE - $1 = 71.1600/71.1700 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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