October 31, 2019 / 4:45 AM / 12 days ago

RPT-India fwd/annualised dlr premia-(close)-Oct 31

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/04.25     00.25/01.25       01.00/03.00
               01.61%          01.29%            01.72%
                             (Oct 30)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.29%          01.29%            01.29%
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 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   15.50/17.50    37.50/39.50    61.00/63.00   82.00/84.00
 1100   15.50/17.50    37.50/39.50    61.00/63.00   82.00/84.00
 1200   15.50/17.50    37.50/39.50    61.00/63.00   82.00/84.00
 1300   15.50/17.50    37.50/39.50    61.00/63.00   82.00/84.00
 1400   15.50/17.50    37.25/39.25    60.75/62.75   81.75/83.75
 1500   15.50/17.50    37.50/39.50    61.00/63.00   82.00/84.00
 1600   15.50/17.50    37.50/39.50    61.00/63.00   82.00/84.00
 1715   15.50/17.50    37.50/39.50    61.00/63.00   82.00/84.00
                        (Closing Oct 30)
 1715   17.00/19.00    38.50/40.50    62.25/64.25   83.00/85.00
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 TIME       MAR           APR           MAY           JUN
-----------------------------------------------------------------
 1000  106.50/108.50 140.50/142.50  161.50/163.50  186.00/188.00
 1100  106.50/108.50 140.50/142.50  161.50/163.50  186.25/188.25
 1200  106.00/108.00 140.00/142.00  161.00/163.00  185.50/187.50
 1300  106.50/108.50 140.50/142.50  161.50/163.50  186.25/188.25
 1400  106.00/108.00 140.00/142.00  161.00/163.00  185.75/187.75
 1500  106.50/108.50 140.50/142.50  161.50/163.50  186.00/188.00
 1600  106.50/108.50 140.50/142.50  161.50/163.50  186.25/188.25
 1715  106.50/108.50 140.50/142.50  161.50/163.50  186.25/188.25
                        (Closing Oct 30)
 1715  107.50/109.50 141.50/143.50  162.50/164.50  187.00/189.00
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 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 211.00/213.00  235.50/237.50  259.00/261.00  283.00/285.00
 1100 211.00/213.00  235.50/237.50  259.00/261.00  283.00/285.00
 1200 210.50/212.50  235.00/237.00  258.50/260.50  282.50/284.50
 1300 211.00/213.00  235.50/237.50  259.00/261.00  283.00/285.00
 1400 210.50/212.50  235.00/237.00  258.50/260.50  282.50/284.50
 1500 211.00/213.00  235.50/237.50  259.00/261.00  283.00/285.00
 1600 211.00/213.00  235.50/237.50  259.00/261.00  283.00/285.00
 1715 211.00/213.00  235.50/237.50  259.00/261.00  283.00/285.00
                        (Closing Oct 30)
 1715 211.50/213.50  236.00/238.00  259.50/261.50  283.50/285.50
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.43%    3.53%    3.64%       3.70%     3.84%   4.09%
 1100   3.43%    3.52%    3.64%       3.70%     3.84%   4.09%
 1200   3.43%    3.52%    3.64%       3.70%     3.82%   4.08%
 1300   3.43%    3.52%    3.64%       3.70%     3.84%   4.09%
 1400   3.42%    3.50%    3.63%       3.68%     3.82%   4.07%
 1500   3.42%    3.51%    3.63%       3.69%     3.83%   4.08%
 1600   3.42%    3.51%    3.63%       3.69%     3.83%   4.08%
 1715   3.42%    3.52%    3.64%       3.69%     3.83%   4.08%
                        (Closing Oct 30)
 1715   3.32%    3.41%    3.59%       3.64%     3.74%   4.05%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.05%    4.04%    4.06%       4.05%     4.06%   4.07%
 1100   4.05%    4.05%    4.06%       4.05%     4.05%   4.07%
 1200   4.03%    4.03%    4.05%       4.04%     4.04%   4.06%
 1300   4.05%    4.04%    4.06%       4.05%     4.05%   4.07%
 1400   4.03%    4.03%    4.05%       4.04%     4.04%   4.06%
 1500   4.03%    4.03%    4.05%       4.04%     4.04%   4.06%
 1600   4.04%    4.03%    4.05%       4.04%     4.04%   4.06%
 1715   4.04%    4.04%    4.05%       4.04%     4.05%   4.06%
                        (Closing Oct 30)
 1715   4.01%    4.00%    4.02%       4.01%     4.02%   4.04%
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      (CONVERSION RATE - $1 = 70.9200/70.9300 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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