September 16, 2019 / 4:45 AM / in a month

India fwd/annualised dlr premia-Sep 16

            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
               01.28%         01.28%           01.28%
                             (Sep 13)          
1000        01.25/04.75     01.00/03.50       00.25/01.25
               01.60%          01.70%            01.28%
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 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   08.00/09.50    39.50/41.50    62.50/64.50   89.00/91.00
 1100   08.50/10.00    40.00/42.00    63.50/65.50   90.00/92.00
                       (Closing Sep 13)
 1715   09.00/10.50    39.25/41.25    62.25/64.25   88.75/90.75
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 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  120.00/122.00 144.50/146.50  171.50/173.50  206.50/208.50
 1100  122.00/124.00 147.00/149.00  174.00/176.00  209.00/211.00
                       (Closing Sep 13)
 1715  119.75/121.75 143.75/145.75  170.50/172.50  204.50/206.50
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 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 229.50/231.50  254.50/256.50  280.50/282.50  306.50/308.50
 1100 232.00/234.00  257.00/259.00  283.25/285.25  309.50/311.50
                       (Closing Sep 13)
 1715 227.00/229.00  252.00/254.00  277.00/279.00  302.50/304.50
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.63%    4.59%    4.45%       4.54%     4.56%   4.53%
 1100   4.71%    4.65%    4.50%       4.60%     4.64%   4.60%
                       (Closing Sep 13)
 1715   4.54%    4.53%    4.42%       4.50%     4.55%   4.52%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.65%    4.66%    4.59%       4.55%     4.53%   4.49%
 1100   4.71%    4.71%    4.63%       4.59%     4.57%   4.53%
                       (Closing Sep 13)
 1715   4.61%    4.63%    4.56%       4.52%     4.49%   4.46%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.5200/71.5300 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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