October 29, 2019 / 4:45 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Oct 29

            Cash Spot        Cash Tom         Tom Next
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               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 25)          
1000        01.75/04.75     01.50/03.50       00.25/01.25
               01.80%          01.93%            01.29%
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 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   17.00/19.00    38.50/40.50    61.50/63.50   82.00/84.00
 1100   17.50/19.50    39.00/41.00    62.00/64.00   82.50/84.50
 1200   17.50/19.50    39.00/41.00    62.00/64.00   82.50/84.50
 1300   17.00/19.00    38.50/40.50    61.50/63.50   82.00/84.00
 1400   17.00/19.00    38.50/40.50    61.75/63.75   82.25/84.25
 1500   17.50/18.50    39.00/40.00    62.00/63.00   83.00/84.50
 1600   17.25/19.25    38.50/40.50    61.75/63.75   82.75/84.75
 1715   17.25/19.25    38.50/40.50    62.00/64.00   82.50/84.50
                        (Closing Oct 25)
 1715   18.75/20.75    40.25/42.25    63.50/65.50   84.00/86.00
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 TIME       MAR           APR           MAY           JUN
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 1000  105.50/107.50 138.50/140.50  159.50/161.50  183.50/185.50
 1100  106.00/108.00 139.00/141.00  160.25/162.25  184.50/186.50
 1200  106.00/108.00 139.00/141.00  160.00/162.00  184.00/186.00
 1300  105.50/107.50 138.50/140.50  159.50/161.50  183.50/185.50
 1400  106.25/108.25 139.25/141.25  160.50/162.50  184.75/186.75
 1500  106.50/108.00 139.50/141.00  160.50/162.00  185.00/186.50
 1600  106.75/108.75 140.00/142.00  161.00/163.00  185.50/187.50
 1715  106.50/108.50 139.50/141.50  160.50/162.50  185.00/187.00
                        (Closing Oct 25)
 1715  107.50/109.50 140.25/142.25  161.50/163.50  186.00/188.00
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 TIME       JUL           AUG           SEP           OCT
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 1000 208.00/210.00  232.50/234.50  256.00/258.00  280.00/282.00
 1100 209.00/211.00  233.50/235.50  257.00/259.00  281.00/283.00
 1200 208.50/210.50  233.00/235.00  256.50/258.50  280.50/282.50
 1300 208.00/210.00  232.50/234.50  256.00/258.00  280.00/282.00
 1400 209.25/211.25  233.75/235.75  257.25/259.25  281.00/283.00
 1500 210.00/211.50  234.50/236.00  258.00/259.50  282.00/283.50
 1600 210.00/212.00  234.50/236.50  258.00/260.00  281.50/283.50
 1715 209.50/211.50  234.00/236.00  257.50/259.50  281.50/283.50
                        (Closing Oct 25)
 1715 210.50/212.50  235.00/237.00  258.50/260.50   00.25/01.25
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.20%    3.34%    3.51%       3.57%     3.62%   3.96%
 1100   3.29%    3.39%    3.54%       3.59%     3.63%   3.97%
 1200   3.29%    3.38%    3.53%       3.59%     3.63%   3.97%
 1300   3.20%    3.34%    3.50%       3.57%     3.61%   3.95%
 1400   3.20%    3.34%    3.51%       3.57%     3.64%   3.97%
 1500   3.20%    3.34%    3.50%       3.59%     3.63%   3.97%
 1600   3.24%    3.33%    3.51%       3.59%     3.65%   3.99%
 1715   3.24%    3.34%    3.53%       3.58%     3.64%   3.98%
                        (Closing Oct 25)
 1715   3.39%    3.43%    3.57%       3.62%     3.65%   3.97%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.93%    3.92%    3.95%       3.95%     3.96%   3.98%
 1100   3.95%    3.94%    3.97%       3.97%     3.98%   4.00%
 1200   3.94%    3.93%    3.96%       3.96%     3.97%   3.99%
 1300   3.92%    3.91%    3.95%       3.95%     3.95%   3.98%
 1400   3.94%    3.94%    3.97%       3.97%     3.97%   3.99%
 1500   3.94%    3.94%    3.98%       3.97%     3.98%   4.00%
 1600   3.95%    3.95%    3.98%       3.98%     3.98%   4.00%
 1715   3.94%    3.94%    3.97%       3.97%     3.98%   4.00%
                        (Closing Oct 25)
 1715   3.95%    3.95%    3.97%       3.97%     3.98%   4.00%
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      (CONVERSION RATE - $1 = 70.8400/70.8500 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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