September 19, 2019 / 4:43 AM / 2 months ago

India fwd/annualised dlr premia-Sep 19

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/04.75     00.25/01.25       01.00/03.50
               01.60%         01.28%           01.71%
                             (Sep 18)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.28%         01.28%           01.28%
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 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   04.25/06.25    33.00/35.00    55.25/57.25   81.00/83.00
 1100   04.25/06.25    33.00/35.00    55.00/57.00   80.50/82.50
                        (Closing Sep 18)
 1715   06.25/07.75    34.75/36.75    56.75/58.75   82.50/84.50
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 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  112.00/114.00  136.00/138.00  162.50/164.50  196.00/198.00
 1100  112.00/114.00  136.00/138.00  162.50/164.50  196.50/198.50
                        (Closing Sep 18)
 1715  113.50/115.50  137.50/139.50  164.00/166.00  197.50/199.50
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 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 219.00/221.00   244.00/246.00  269.00/271.00  294.00/296.00
 1100 219.50/221.50   244.75/246.75  269.75/271.75  295.00/297.00
                        (Closing Sep 18)
 1715 220.50/222.50   245.50/247.50  270.00/272.00  295.00/297.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.54%    4.33%    4.26%       4.41%     4.44%   4.42%
 1100   4.54%    4.31%    4.23%       4.40%     4.44%   4.41%
                        (Closing Sep 18)
 1715   4.38%    4.28%    4.20%       4.35%     4.41%   4.39%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.55%    4.53%    4.48%       4.45%     4.42%   4.39%
 1100   4.56%    4.54%    4.49%       4.46%     4.43%   4.40%
                        (Closing Sep 18)
 1715   4.51%    4.52%    4.46%       4.43%     4.40%   4.37%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.2625/71.2725 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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