September 13, 2019 / 4:58 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Sep 13

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/04.75     01.00/03.50       00.25/01.25
               01.60%          01.70%            01.28%
                             (Sep 12)          
1000        01.25/04.75     00.25/01.25       01.00/03.50
               01.60%          01.28%            01.70%
----------------------------------------------------------------
 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   09.00/10.50    39.00/41.00    62.25/64.25   88.50/90.50
 1100   09.00/10.50    39.50/41.50    62.50/64.50   88.50/90.50
 1200   09.00/10.50    39.00/41.00    62.00/64.00   88.00/90.00
 1300   09.00/10.50    39.50/41.50    62.50/64.50   88.50/90.50
 1400   09.00/10.50    39.50/41.50    62.50/64.50   88.50/90.50
 1500   09.00/10.50    39.50/41.50    62.50/64.50   88.50/90.50
 1600   09.00/10.50    39.50/41.50    62.50/64.50   88.50/90.50
 1715   09.00/10.50    39.25/41.25    62.25/64.25   88.75/90.75
                       (Closing Sep 12)
 1715   09.50/11.50    38.75/40.75    61.75/63.75   88.00/90.00
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 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  119.00/121.00 143.00/145.00  169.50/171.50  203.50/205.50
 1100  118.50/120.50 142.50/144.50  169.00/171.00  203.00/205.00
 1200  118.50/120.50 142.50/144.50  169.00/171.00  203.00/205.00
 1300  119.00/121.00 143.00/145.00  169.50/171.50  203.50/205.50
 1400  119.00/121.00 143.00/145.00  169.50/171.50  203.50/205.50
 1500  119.50/121.50 143.50/145.50  170.00/172.00  203.50/205.50
 1600  119.50/121.50 143.50/145.50  170.00/172.00  204.00/206.00
 1715  119.75/121.75 143.75/145.75  170.50/172.50  204.50/206.50
                       (Closing Sep 12)
 1715  118.00/120.00 141.50/143.50  168.00/170.00  201.50/203.50
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 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 226.50/228.50  251.50/253.50  277.00/279.00  302.50/304.50
 1100 226.00/228.00  251.00/253.00  276.50/278.50  302.00/304.00
 1200 225.50/227.50  250.00/252.00  275.50/277.50  301.00/303.00
 1300 226.00/228.00  250.50/252.50  276.00/278.00  301.00/303.00
 1400 226.00/228.00  250.50/252.50  276.00/278.00  301.50/303.50
 1500 226.00/228.00  250.50/252.50  276.00/278.00  301.50/303.50
 1600 226.50/228.50  251.00/253.00  276.50/278.50  302.00/304.00
 1715 227.00/229.00  252.00/254.00  277.00/279.00  302.50/304.50
                       (Closing Sep 12)
 1715 224.00/226.00  249.00/251.00  274.00/276.00  299.00/301.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.52%    4.52%    4.41%       4.48%     4.52%   4.49%
 1100   4.56%    4.55%    4.42%       4.47%     4.51%   4.48%
 1200   4.52%    4.50%    4.39%       4.46%     4.51%   4.48%
 1300   4.57%    4.55%    4.42%       4.48%     4.53%   4.50%
 1400   4.56%    4.54%    4.41%       4.47%     4.52%   4.49%
 1500   4.55%    4.53%    4.41%       4.48%     4.53%   4.49%
 1600   4.56%    4.54%    4.41%       4.49%     4.54%   4.50%
 1715   4.54%    4.53%    4.42%       4.50%     4.55%   4.52%
                       (Closing Sep 12)
 1715   4.38%    4.40%    4.32%       4.39%     4.44%   4.41%
----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.58%    4.61%    4.55%       4.52%     4.49%   4.46%
 1100   4.57%    4.60%    4.54%       4.51%     4.48%   4.45%
 1200   4.57%    4.60%    4.53%       4.49%     4.47%   4.44%
 1300   4.59%    4.61%    4.54%       4.50%     4.47%   4.44%
 1400   4.58%    4.60%    4.53%       4.49%     4.47%   4.44%
 1500   4.58%    4.59%    4.52%       4.49%     4.46%   4.43%
 1600   4.59%    4.61%    4.54%       4.50%     4.48%   4.45%
 1715   4.61%    4.63%    4.56%       4.52%     4.49%   4.46%
                       (Closing Sep 12)
 1715   4.50%    4.53%    4.48%       4.44%     4.41%   4.39%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.9150/70.9250 rupees)
        
  Note: Figures in brackets indicate negative values.
    
    Premiums have been iven 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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