September 24, 2019 / 4:48 AM / 22 days ago

India fwd/annualised dlr premia-(opening)-Sep 24

            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 23)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.29%          01.29%            01.29%
----------------------------------------------------------------
 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   02.00/03.50    29.50/31.50    51.00/53.00   76.00/78.00
 1100   02.00/03.50    29.00/31.00    50.50/52.50   75.50/77.50
                        (Closing Sep 23)
 1715   02.75/04.25    30.50/32.50    52.00/54.00   77.50/79.50
-----------------------------------------------------------------
 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  106.50/108.50 130.00/132.00  156.00/158.00  189.00/191.00
 1100  106.00/108.00 129.00/131.00  155.00/157.00  188.50/190.50
                        (Closing Sep 23)
 1715  108.00/110.00 131.25/133.25  157.25/159.25  190.75/192.75
-----------------------------------------------------------------    
 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 212.00/214.00  237.00/239.00  262.50/264.50  288.00/290.00
 1100 211.50/213.50  236.50/238.50  262.00/264.00  287.50/289.50
                        (Closing Sep 23)
 1715 213.50/215.50  238.75/240.75  264.25/266.25  289.50/291.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.48%    4.21%    4.14%       4.34%     4.36%   4.33%
 1100   4.41%    4.17%    4.11%       4.32%     4.33%   4.31%
                        (Closing Sep 23)
 1715   4.47%    4.22%    4.17%       4.36%     4.36%   4.34%
----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.50%    4.47%    4.42%       4.41%     4.39%   4.36%
 1100   4.49%    4.46%    4.41%       4.40%     4.38%   4.36%
                        (Closing Sep 23)
 1715   4.51%    4.47%    4.43%       4.42%     4.39%   4.37%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.7550/70.7650 rupees)
        
  Note: Figures in brackets indicate negative values.
    
    Premiums have been iven in paise and annualised premiums<    INRANFWD=> 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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