October 24, 2019 / 4:43 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Oct 24

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.75/04.75     00.25/01.25       01.50/03.50
               01.80%          01.29%            01.93%
                             (Oct 23)          
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   00.75/02.25    20.00/22.00    42.25/44.25   66.50/68.50
 1100   00.75/02.25    20.25/22.25    42.50/44.50   66.50/68.50
 1200   00.50/02.00    20.00/22.00    42.25/44.25   66.25/68.25
 1300   00.50/02.00    20.00/22.00    42.00/44.00   66.00/68.00
 1400   00.50/02.00    20.00/22.00    42.00/44.00   66.00/68.00
 1500   00.50/02.00    20.00/22.00    41.75/43.75   65.50/67.50
 1600   00.50/02.00    20.00/22.00    41.75/43.75   65.50/67.50
 1715   00.50/02.00    19.75/21.75    41.25/43.25   64.75/66.75
                        (Closing Oct 23)
 1715   03.00/04.50    22.25/24.25    44.50/46.50   68.75/70.75
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 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000   87.75/89.75   112.50/114.50  146.00/148.00  168.25/170.25
 1100   87.50/89.50   112.50/114.50  146.00/148.00  168.50/170.50                               
 1200   87.25/89.25   112.00/114.00  145.75/147.75  168.00/170.00
 1300   87.00/89.00   112.00/114.00  146.00/148.00  168.00/170.00
 1400   87.00/89.00   111.50/113.50  145.00/147.00  167.00/169.00
 1500   86.50/88.50   111.00/113.00  144.50/146.50  166.50/168.50
 1600   86.25/88.25   110.75/112.75  144.25/146.25  166.00/168.00
 1715   85.50/87.50   110.00/112.00  143.00/145.00  164.75/166.75
                        (Closing Oct 23)
 1715   90.25/92.25   115.00/117.00  148.50/150.50  171.00/173.00
-----------------------------------------------------------------    
 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000  193.25/195.25  218.25/220.25  243.00/245.00  266.50/268.50
 1100  193.50/195.50  218.75/220.75  244.00/246.00  267.50/269.50
 1200  193.00/195.00  218.25/220.25  243.50/245.50  267.00/269.00
 1300  193.00/195.00  218.25/220.25  243.50/245.50  267.00/269.00
 1400  192.00/194.00  217.00/219.00  242.00/244.00  265.50/267.50
 1500  191.50/193.50  216.50/218.50  241.50/243.50  265.00/267.00
 1600  191.00/193.00  216.00/218.00  241.00/243.00  264.50/266.50
 1715  189.50/191.50  214.50/216.50  239.50/241.50  263.00/265.00
                        (Closing Oct 23)
 1715  196.00/198.00  221.25/223.25  246.50/248.50  270.00/272.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.49%    3.54%    3.69%       3.75%     3.80%   4.11%
 1100   3.53%    3.55%    3.69%       3.73%     3.79%   4.10%
 1200   3.49%    3.53%    3.67%       3.72%     3.77%   4.09%
 1300   3.49%    3.51%    3.66%       3.71%     3.77%   4.10%
 1400   3.48%    3.50%    3.65%       3.70%     3.75%   4.07%
 1500   3.48%    3.49%    3.63%       3.69%     3.74%   4.06%
 1600   3.48%    3.49%    3.63%       3.68%     3.73%   4.05%
 1715   3.44%    3.45%    3.59%       3.64%     3.70%   4.01%
                        (Closing Oct 23)
 1715   3.41%    3.49%    3.65%       3.72%     3.77%   4.07%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.09%    4.09%    4.11%       4.10%     4.09%   4.10%
 1100   4.09%    4.09%    4.11%       4.11%     4.10%   4.11%
 1200   4.08%    4.07%    4.10%       4.10%     4.09%   4.11%
 1300   4.08%    4.07%    4.10%       4.10%     4.09%   4.10%
 1400   4.05%    4.05%    4.07%       4.06%     4.06%   4.08%
 1500   4.04%    4.04%    4.06%       4.06%     4.06%   4.07%
 1600   4.03%    4.03%    4.05%       4.05%     4.05%   4.07%
 1715   4.00%    4.00%    4.03%       4.03%     4.03%   4.04%
                        (Closing Oct 23)
 1715   4.08%    4.07%    4.10%       4.10%     4.09%   4.10%
-----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.0100/71.0200 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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