October 22, 2019 / 4:44 AM / 25 days ago

RPT-India fwd/annualised dlr premia-(close)-Oct 22

            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
               01.29%          01.29%            01.29%
                             (Oct 18)          
1000        01.75/04.75     01.50/03.50       00.25/01.25
               01.79%          01.92%            01.28%
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   03.25/04.75    23.00/25.00    45.50/47.50    70.00/72.00
 1100   03.50/05.00    23.25/25.25    45.50/47.50    70.00/72.00
 1200   03.25/04.75    23.00/25.00    45.25/47.25    69.75/71.75
 1300   03.25/04.75    23.00/25.00    45.00/47.00    69.50/71.50
 1400   03.50/05.00    23.25/25.25    45.25/47.25    69.50/71.50
 1500   03.50/05.00    23.25/25.25    45.25/47.25    69.50/71.50
 1600   03.25/04.75    23.00/25.00    45.00/47.00    69.50/71.50
 1715   03.50/05.00    23.50/25.50    45.50/47.50    70.00/72.00
                        (Closing Oct 18)
 1715   04.00/06.00    24.00/26.00    46.50/48.50    71.00/73.00
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 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000   91.50/93.50   115.50/117.50  148.50/150.50  171.00/173.00
 1100   91.50/93.50   116.25/118.25  149.75/151.75  172.25/174.25
 1200   91.00/93.00   115.50/117.50  149.00/151.00  171.50/173.50
 1300   91.00/93.00   115.50/117.50  149.00/151.00  171.50/173.50
 1400   91.00/93.00   115.50/117.50  149.00/151.00  171.50/173.50
 1500   91.00/93.00   115.50/117.50  149.00/151.00  171.50/173.50
 1600   91.00/93.00   115.50/117.50  149.00/151.00  171.50/173.50
 1715   91.50/93.50   116.25/118.25  150.00/152.00  172.50/174.50
                        (Closing Oct 18)
 1715   92.50/94.50   117.00/119.00  150.50/152.50  173.00/175.00
-----------------------------------------------------------------    
 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000  195.50/197.50  220.50/222.50  245.00/247.00  268.50/270.50
 1100  197.00/199.00  221.75/223.75  246.50/248.50  270.00/272.00
 1200  196.25/198.25  221.25/223.25  246.00/248.00  269.50/271.50
 1300  196.25/198.25  221.25/223.25  246.00/248.00  269.50/271.50
 1400  196.50/198.50  221.50/223.50  246.50/248.50  270.00/272.00
 1500  196.50/198.50  221.50/223.50  246.50/248.50  270.00/272.00
 1600  196.50/198.50  221.50/223.50  246.50/248.50  270.50/272.50
 1715  197.50/199.50  222.50/224.50  247.50/249.50  271.00/273.00
                        (Closing Oct 18)
 1715  198.00/200.00  223.00/225.00  248.00/250.00  271.50/273.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.42%    3.51%    3.66%       3.74%     3.77%   4.02%
 1100   3.46%    3.51%    3.66%       3.74%     3.79%   4.05%
 1200   3.42%    3.49%    3.65%       3.72%     3.77%   4.03%
 1300   3.42%    3.48%    3.64%       3.72%     3.77%   4.03%
 1400   3.46%    3.50%    3.64%       3.72%     3.76%   4.03%
 1500   3.46%    3.50%    3.64%       3.72%     3.76%   4.03%
 1600   3.41%    3.47%    3.63%       3.72%     3.76%   4.03%
 1715   3.49%    3.52%    3.66%       3.74%     3.79%   4.06%
                        (Closing Oct 18)
 1715   3.46%    3.52%    3.66%       3.74%     3.78%   4.03%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.06%    4.05%    4.07%       4.06%     4.05%   4.06%
 1100   4.09%    4.08%    4.09%       4.08%     4.08%   4.08%
 1200   4.08%    4.07%    4.08%       4.08%     4.07%   4.08%
 1300   4.08%    4.07%    4.08%       4.08%     4.07%   4.08%
 1400   4.07%    4.07%    4.08%       4.08%     4.08%   4.08%
 1500   4.07%    4.07%    4.08%       4.08%     4.08%   4.08%
 1600   4.07%    4.06%    4.08%       4.08%     4.08%   4.09%
 1715   4.10%    4.09%    4.10%       4.10%     4.09%   4.10%
                        (Closing Oct 18)
 1715   4.08%    4.07%    4.08%       4.08%     4.08%   4.08%
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      (CONVERSION RATE - $1 = 70.9300/70.9400 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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