October 30, 2019 / 4:37 AM / 23 days ago

RPT-India fwd/annualised dlr premia-(close)-Oct 30

            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 29)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.29%          01.29%            01.29%
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   16.75/18.75    38.00/40.00    61.25/63.25   82.00/84.00
 1100   17.00/19.00    38.50/40.50    62.00/64.00   83.00/85.00
 1200   17.00/19.00    38.50/40.50    62.00/64.00   83.00/85.00
 1300   17.00/19.00    38.50/40.50    62.00/64.00   83.00/85.00
 1400   17.25/19.25    38.75/40.75    62.25/64.25   83.25/85.25
 1500   17.00/19.00    38.75/40.75    62.25/64.25   83.25/85.25
 1600   17.00/19.00    38.75/40.75    62.25/64.25   83.25/85.25
 1715   17.00/19.00    38.50/40.50    62.25/64.25   83.00/85.00
                        (Closing Oct 29)
 1715   17.25/19.25    38.50/40.50    62.00/64.00   82.50/84.50
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 TIME       MAR           APR           MAY           JUN
-----------------------------------------------------------------
 1000  106.00/108.00 139.00/141.00  160.00/162.00  184.50/186.50
 1100  107.25/109.25 140.75/142.75  162.00/164.00  186.50/188.50
 1200  107.50/109.50 141.00/143.00  162.50/164.50  187.00/189.00
 1300  107.50/109.50 141.50/143.50  163.00/165.00  187.50/189.50
 1400  107.75/109.75 142.00/144.00  163.50/165.50  188.00/190.00
 1500  107.75/109.75 142.00/144.00  163.50/165.50  188.25/190.25
 1600  107.75/109.75 142.00/144.00  163.50/165.50  188.25/190.25
 1715  107.50/109.50 141.50/143.50  162.50/164.50  187.00/189.00
                        (Closing Oct 29)
 1715  106.50/108.50 139.50/141.50  160.50/162.50  185.00/187.00
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 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 209.00/211.00  233.50/235.50  257.00/259.00  281.00/283.00
 1100 211.00/213.00  235.50/237.50  259.00/261.00  283.00/285.00
 1200 211.50/213.50  236.00/238.00  259.50/261.50  283.50/285.50
 1300 212.00/214.00  236.50/238.50  260.00/262.00  284.00/286.00
 1400 213.00/215.00  237.50/239.50  261.00/263.00  285.00/287.00
 1500 213.00/215.00  237.50/239.50  261.00/263.00  285.00/287.00
 1600 213.00/215.00  237.50/239.50  261.00/263.00  285.00/287.00
 1715 211.50/213.50  236.00/238.00  259.50/261.50  283.50/285.50
                        (Closing Oct 29)
 1715 209.50/211.50  234.00/236.00  257.50/259.50  281.50/283.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.27%    3.36%    3.53%       3.59%     3.68%   3.97%
 1100   3.32%    3.40%    3.57%       3.64%     3.73%   4.02%
 1200   3.32%    3.40%    3.57%       3.64%     3.73%   4.03%
 1300   3.32%    3.40%    3.57%       3.64%     3.74%   4.05%
 1400   3.36%    3.42%    3.58%       3.65%     3.75%   4.06%
 1500   3.33%    3.42%    3.58%       3.65%     3.75%   4.06%
 1600   3.33%    3.43%    3.59%       3.65%     3.75%   4.06%
 1715   3.32%    3.41%    3.59%       3.64%     3.74%   4.05%
                        (Closing Oct 29)
 1715   3.24%    3.34%    3.53%       3.58%     3.64%   3.98%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.94%    3.94%    3.97%       3.97%     3.97%   4.00%
 1100   3.99%    3.99%    4.01%       4.00%     4.00%   4.03%
 1200   4.00%    3.99%    4.02%       4.01%     4.01%   4.03%
 1300   4.02%    4.01%    4.03%       4.02%     4.02%   4.04%
 1400   4.03%    4.02%    4.05%       4.04%     4.04%   4.06%
 1500   4.03%    4.02%    4.05%       4.04%     4.04%   4.06%
 1600   4.03%    4.03%    4.05%       4.04%     4.04%   4.06%
 1715   4.01%    4.00%    4.02%       4.01%     4.02%   4.04%
                        (Closing Oct 29)
 1715   3.94%    3.94%    3.97%       3.97%     3.98%   4.00%
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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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