September 23, 2019 / 4:41 AM / 2 months ago

India fwd/annualised dlr premia-(opening)-Sep 23

            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%
                             (Sep 20)          
1000        01.25/04.75     01.00/03.50       00.25/01.25
               01.60%         01.71%           01.28%
----------------------------------------------------------------
 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   02.50/04.00    31.00/33.00    53.00/55.00   78.50/80.50
 1100   02.50/04.00    31.00/33.00    53.00/55.00   78.75/80.75
                        (Closing Sep 20)
 1715   03.50/05.50    31.50/33.50    53.50/55.50   79.00/81.00
-----------------------------------------------------------------
 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  109.00/111.00 133.00/135.00  159.50/161.50  193.50/195.50
 1100  110.00/112.00 134.50/136.50  161.00/163.00  195.50/197.50
                        (Closing Sep 20)
 1715  109.75/111.75  133.75/135.75  160.50/162.50  194.75/196.75
-----------------------------------------------------------------    
 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 216.50/218.50  241.50/243.50  267.00/269.00  292.50/294.50
 1100 218.50/220.50  244.00/246.00  269.50/271.50  295.00/297.00
                        (Closing Sep 20)
 1715 217.75/219.75   243.00/245.00  268.75/270.75  294.50/296.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.53%    4.30%    4.22%       4.40%     4.42%   4.40%
 1100   4.53%    4.30%    4.24%       4.44%     4.47%   4.44%
                        (Closing Sep 20)
 1715   4.49%    4.27%    4.21%       4.38%     4.42%   4.40%
----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.57%    4.54%    4.48%       4.46%     4.43%   4.41%
 1100   4.62%    4.58%    4.53%       4.51%     4.47%   4.44%
                        (Closing Sep 20)
 1715   4.56%    4.54%    4.49%       4.48%     4.45%   4.42%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.9300/70.9400 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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