October 23, 2019 / 4:41 AM / 21 days ago

RPT-India fwd/annualised dlr premia-(close)-Oct 23

            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 22)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.29%          01.29%            01.29%
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   03.00/04.50    22.75/24.75    45.00/47.00   69.50/71.50
 1100   03.25/04.25    23.00/24.00    45.00/46.00   69.50/71.00
 1200   03.00/04.50    23.00/25.00    45.25/47.25   69.75/71.75
 1300   03.00/04.50    23.00/25.00    45.25/47.25   69.75/71.75
 1400   03.25/04.75    23.25/25.25    45.25/47.25   69.50/71.50
 1500   03.00/04.50    22.50/24.50    45.00/47.00   69.00/71.00
 1600   03.00/04.50    22.50/24.50    45.00/47.00   69.00/71.00
 1715   03.00/04.50    22.25/24.25    44.50/46.50   68.75/70.75
                        (Closing Oct 22)
 1715   03.50/05.00    23.50/25.50    45.50/47.50   70.00/72.00
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 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000   91.00/93.00   115.50/117.50  149.00/151.00  171.50/173.50
 1100   91.00/92.50   116.00/117.50  149.50/151.00  172.00/173.50
 1200   91.25/93.25   116.00/118.00  149.75/151.75  172.50/174.50
 1300   91.25/93.25   116.00/118.00  149.75/151.75  172.50/174.50
 1400   91.00/93.00   116.00/118.00  149.50/151.50  172.00/174.00
 1500   90.50/92.50   115.50/117.50  149.50/151.50  172.00/174.00
 1600   90.50/92.50   115.50/117.50  149.50/151.50  172.00/174.00
 1715   90.25/92.25   115.00/117.00  148.50/150.50  171.00/173.00
                        (Closing Oct 22)
 1715   91.50/93.50   116.25/118.25  150.00/152.00  172.50/174.50
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 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000  196.00/198.00  221.50/223.50  246.50/248.50  270.00/272.00
 1100  197.00/198.50  222.50/224.00  247.50/249.00  271.00/272.50
 1200  197.50/199.50  223.00/225.00  248.00/250.00  271.50/273.50
 1300  197.50/199.50  223.00/225.00  248.00/250.00  271.50/273.50
 1400  197.00/199.00  222.50/224.50  247.50/249.50  271.00/273.00
 1500  197.00/199.00  222.50/224.50  247.50/249.50  271.00/273.00
 1600  197.00/199.00  222.50/224.50  247.50/249.50  271.00/273.00
 1715  196.00/198.00  221.25/223.25  246.50/248.50  270.00/272.00
                         (Closing Oct 22)
 1715  197.50/199.50  222.50/224.50  247.50/249.50  271.00/273.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.48%    3.53%    3.69%       3.75%     3.79%   4.08%
 1100   3.45%    3.49%    3.67%       3.74%     3.80%   4.09%
 1200   3.52%    3.55%    3.70%       3.76%     3.80%   4.10%
 1300   3.52%    3.55%    3.70%       3.76%     3.81%   4.10%
 1400   3.56%    3.55%    3.69%       3.75%     3.80%   4.09%
 1500   3.45%    3.53%    3.66%       3.73%     3.79%   4.09%
 1600   3.45%    3.52%    3.66%       3.73%     3.79%   4.09%
 1715   3.41%    3.49%    3.65%       3.72%     3.77%   4.07%
                        (Closing Oct 22)
 1715   3.49%    3.52%    3.66%       3.74%     3.79%   4.06%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.09%    4.07%    4.10%       4.10%     4.09%   4.10%
 1100   4.10%    4.09%    4.12%       4.11%     4.10%   4.11%
 1200   4.12%    4.10%    4.13%       4.12%     4.11%   4.12%
 1300   4.12%    4.10%    4.13%       4.12%     4.11%   4.12%
 1400   4.10%    4.09%    4.12%       4.11%     4.11%   4.12%
 1500   4.10%    4.09%    4.12%       4.11%     4.11%   4.12%
 1600   4.10%    4.09%    4.12%       4.11%     4.10%   4.11%
 1715   4.08%    4.07%    4.10%       4.10%     4.09%   4.10%
                        (Closing Oct 22)
 1715   4.10%    4.09%    4.10%       4.10%     4.09%   4.10%
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      (CONVERSION RATE - $1 = 70.9100/70.9200 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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