September 25, 2019 / 4:44 AM / 2 months ago

India fwd/annualised dlr premia-Sep 25

            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 24)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.29%          01.29%            01.29%
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 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   01.75/02.75    28.25/30.25    50.00/52.00   75.00/77.00
 1100   01.25/02.75    27.75/29.75    49.50/51.50   74.50/76.50
                        (Closing Sep 24)
 1715   02.00/03.50    28.75/30.75    50.50/52.50   75.50/77.50
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 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  105.50/107.50 128.50/130.50  155.00/157.00  188.50/190.50
 1100  105.00/107.00 128.00/130.00  154.00/156.00  188.00/190.00
                        (Closing Sep 24)
 1715  106.50/108.50 130.00/132.00  156.00/158.00  189.50/191.50
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 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 211.50/213.50  236.50/238.50  262.00/264.00  287.50/289.50
 1100 211.00/213.00  236.50/238.50  262.00/264.00  287.50/289.50
                        (Closing Sep 24)
 1715 212.50/214.50  237.50/239.50  263.00/265.00  288.50/290.50
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.41%    4.17%    4.11%       4.32%     4.32%   4.31%
 1100   4.34%    4.13%    4.09%       4.30%     4.30%   4.28%
                        (Closing Sep 24)
 1715   4.36%    4.15%    4.10%       4.33%     4.34%   4.32%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.49%    4.46%    4.40%       4.40%     4.37%   4.35%
 1100   4.48%    4.45%    4.41%       4.40%     4.38%   4.35%
                        (Closing Sep 24)
 1715   4.50%    4.47%    4.42%       4.41%     4.38%   4.36%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.0400/71.0500 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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