October 25, 2019 / 4:48 AM / 23 days ago

RPT-India fwd/annualised dlr premia-(close)-Oct 25

            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
               01.80%          01.93%            01.29%
                             (Oct 24)          
1000        01.75/04.75     00.25/01.25       01.50/03.50
               01.80%          01.29%            01.93%
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   00.25/01.25    19.50/21.50    40.50/42.50   63.50/65.50
 1100   00.25/01.25    18.75/20.75    40.00/42.00   63.00/65.00
 1200   00.25/01.25    18.75/20.75    40.00/42.00   63.00/65.00
 1300   00.25/01.00    19.00/20.00    40.00/41.00   63.00/64.50
 1400   00.25/01.25    18.50/20.50    40.00/42.00   63.00/65.00
 1500   00.25/01.25    18.50/20.50    40.00/42.00   63.00/65.00
 1600   00.50/01.50    19.00/21.00    40.50/42.50   63.50/65.50
 1715   00.25/01.25    18.75/20.75    40.25/42.25   63.50/65.50
                        (Closing Oct 24)
 1715   00.50/02.00    19.75/21.75    41.25/43.25   64.75/66.75
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 TIME       FEB           MAR           APR           MAY
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 1000  84.50/86.50   108.25/110.25  141.25/143.25  162.75/164.75
 1100  84.00/86.00   108.00/110.00  141.00/143.00  162.50/164.50 
 1200  83.50/85.50   107.00/109.00  140.00/142.00  161.50/163.50
 1300  83.50/85.00   107.00/108.50  140.00/141.50  161.50/163.00
 1400  83.50/85.50   107.00/109.00  140.00/142.00  161.00/163.00
 1500  83.50/85.50   107.00/109.00  140.00/142.00  161.50/163.50
 1600  84.00/86.00   107.50/109.50  140.50/142.50  161.50/163.50
 1715  84.00/86.00   107.50/109.50  140.25/142.25  161.50/163.50
                        (Closing Oct 24)
 1715  85.50/87.50   110.00/112.00  143.00/145.00  164.75/166.75
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 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000  187.50/189.50  212.25/214.25  237.00/239.00  260.50/262.50
 1100  187.00/189.00  211.50/213.50  236.00/238.00  259.50/261.50
 1200  185.50/187.50  209.75/211.75  234.00/236.00  257.50/259.50
 1300  185.50/187.00  210.00/211.50  234.50/236.00  257.50/259.00
 1400  185.50/187.50  210.00/212.00  234.50/236.50  257.50/259.50
 1500  186.00/188.00  210.50/212.50  235.00/237.00  258.00/260.00
 1600  186.00/188.00  210.50/212.50  235.00/237.00  258.50/260.50
 1715  186.00/188.00  210.50/212.50  235.00/237.00  258.50/260.50
                        (Closing Oct 24)
 1715  189.50/191.50  214.50/216.50  239.50/241.50  263.00/265.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.51%    3.44%    3.56%       3.63%     3.67%   4.00%
 1100   3.38%    3.40%    3.53%       3.61%     3.66%   3.99%
 1200   3.39%    3.40%    3.54%       3.59%     3.63%   3.96%
 1300   3.34%    3.36%    3.52%       3.58%     3.62%   3.96%
 1400   3.34%    3.40%    3.54%       3.59%     3.63%   3.96%
 1500   3.34%    3.40%    3.54%       3.59%     3.63%   3.96%
 1600   3.43%    3.44%    3.57%       3.62%     3.65%   3.98%
 1715   3.39%    3.43%    3.57%       3.62%     3.65%   3.97%
                        (Closing Oct 24)
 1715   3.44%    3.45%    3.59%       3.64%     3.70%   4.01%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.97%    3.97%    4.00%       4.00%     4.00%   4.02%
 1100   3.96%    3.96%    3.99%       3.98%     3.99%   4.01%
 1200   3.94%    3.93%    3.96%       3.95%     3.96%   3.98%
 1300   3.94%    3.93%    3.96%       3.96%     3.95%   3.98%
 1400   3.93%    3.93%    3.96%       3.96%     3.96%   3.98%
 1500   3.94%    3.94%    3.97%       3.97%     3.96%   3.99%
 1600   3.94%    3.94%    3.97%       3.97%     3.97%   4.00%
 1715   3.95%    3.95%    3.97%       3.97%     3.98%   4.00%
                        (Closing Oct 24)
 1715   4.00%    4.00%    4.03%       4.03%     4.03%   4.04%
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      (CONVERSION RATE - $1 = 70.8800/70.8900 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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