October 18, 2019 / 4:40 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Oct 18

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.75/04.75     01.50/03.50       00.25/01.25
               01.79%          01.92%            01.28%
                             (Oct 17)          
1000        01.75/05.25     00.25/01.25       01.50/04.00
               01.79%          01.28%            01.92%
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   04.00/06.00    24.25/26.25    47.00/49.00    72.00/74.00
 1100   04.00/06.00    24.50/26.50    47.50/49.50    72.00/74.00
 1200   04.00/05.50    24.50/26.50    47.25/49.25    72.00/74.00
 1300   04.00/05.50    24.00/26.00    46.75/48.75    71.50/73.50
 1400   04.00/06.00    24.00/26.00    46.75/48.75    71.50/73.50
 1500   04.00/06.00    24.00/26.00    46.75/48.75    71.25/73.25
 1600   04.00/05.50    24.25/26.25    47.00/49.00    71.50/73.50
 1715   04.00/06.00    24.00/26.00    46.50/48.50    71.00/73.00
                        (Closing Oct 17)
 1715   04.50/06.50    25.00/27.00    48.00/50.00    72.75/74.75
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 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000   94.00/96.00   119.00/121.00  152.50/154.50  175.25/177.25
 1100   93.75/95.75   118.50/120.50  152.50/154.50  175.50/177.50
 1200   93.75/95.75   118.50/120.50  152.50/154.50  175.00/177.00
 1300   93.25/95.25   118.00/120.00  151.50/153.50  174.00/176.00
 1400   93.00/95.00   117.50/119.50  150.50/152.50  173.00/175.00
 1500   92.75/94.75   117.50/119.50  151.00/153.00  173.75/175.75
 1600   93.00/95.00   117.50/119.50  151.00/153.00  173.50/175.50
 1715   92.50/94.50   117.00/119.00  150.50/152.50  173.00/175.00
                        (Closing Oct 17)
 1715   94.75/96.75   120.00/122.00  153.50/155.50  176.00/178.00
-----------------------------------------------------------------    
 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000  200.25/202.25  225.25/227.25  250.00/252.00  273.50/275.50
 1100  200.50/202.50  226.00/228.00  251.00/253.00  274.50/276.50
 1200  200.00/202.00  225.00/227.00  250.00/252.00  273.50/275.50
 1300  199.00/201.00  224.00/226.00  249.00/251.00  272.50/274.50
 1400  198.00/200.00  223.00/225.00  248.00/250.00  271.50/273.50
 1500  198.75/200.75  223.75/225.75  248.50/250.50  272.00/274.00
 1600  198.50/200.50  223.50/225.50  248.50/250.50  272.00/274.00
 1715  198.00/200.00  223.00/225.00  248.00/250.00  271.50/273.50
                        (Closing Oct 17)
 1715  201.00/203.00  226.00/228.00  251.00/253.00  274.50/276.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.48%    3.55%    3.70%       3.79%     3.83%   4.08%
 1100   3.52%    3.59%    3.71%       3.79%     3.82%   4.08%
 1200   3.52%    3.58%    3.71%       3.79%     3.82%   4.08%
 1300   3.45%    3.54%    3.69%       3.77%     3.81%   4.06%
 1400   3.46%    3.54%    3.69%       3.76%     3.79%   4.03%
 1500   3.46%    3.54%    3.68%       3.75%     3.79%   4.04%
 1600   3.49%    3.56%    3.69%       3.76%     3.79%   4.04%
 1715   3.46%    3.52%    3.66%       3.74%     3.78%   4.03%
                        (Closing Oct 17)
 1715   3.48%    3.58%    3.71%       3.80%     3.84%   4.08%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.12%    4.11%    4.12%       4.11%     4.10%   4.10%
 1100   4.13%    4.12%    4.14%       4.13%     4.12%   4.12%
 1200   4.12%    4.11%    4.12%       4.11%     4.10%   4.11%
 1300   4.10%    4.09%    4.11%       4.10%     4.09%   4.10%
 1400   4.08%    4.07%    4.09%       4.09%     4.08%   4.08%
 1500   4.10%    4.09%    4.10%       4.09%     4.09%   4.09%
 1600   4.09%    4.08%    4.09%       4.09%     4.08%   4.09%
 1715   4.08%    4.07%    4.08%       4.08%     4.08%   4.08%
                        (Closing Oct 17)
 1715   4.13%    4.11%    4.12%       4.12%     4.11%   4.11%
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      (CONVERSION RATE - $1 = 71.1400/71.1500 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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