September 26, 2019 / 4:41 AM / 18 days ago

India fwd/annualised dlr premia-Sep 26

            Cash Spot        Cash Tom         Tom Next
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               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/04.75     00.25/01.25       01.00/03.50
               01.61%          01.29%            01.71%
                             (Sep 25)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.28%          01.28%            01.28%
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 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   24.00/26.00    45.00/47.00    69.50/71.50   99.50/101.50
 1100   24.00/26.00    45.50/47.50    70.00/72.00   99.75/101.75
                        (Closing Sep 25)
 1715   27.00/29.00    48.50/50.50    73.00/75.00  103.00/105.00
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 TIME       FEB           MAR           APR           MAY
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 1000  122.50/124.50 148.00/150.00  181.00/183.00  203.50/205.50
 1100  122.50/124.50 148.50/150.50  181.50/183.50  204.00/206.00
                        (Closing Sep 25)
 1715  126.00/128.00 152.00/154.00  185.50/187.50  208.50/210.50
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 TIME       JUN           JUL           AUG           SEP
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 1000 228.50/230.50  253.50/255.50  278.50/280.50  302.50/304.50
 1100 228.75/230.75  253.75/255.75  278.50/280.50  302.50/304.50
                        (Closing Sep 25)
 1715 233.50/235.50  258.50/260.50  283.50/285.50   01.50/02.50
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.15%    3.94%    3.94%       4.20%     4.21%   4.19%
 1100   4.15%    3.99%    3.97%       4.22%     4.21%   4.21%
                        (Closing Sep 25)
 1715   4.23%    4.04%    4.01%       4.22%     4.24%   4.23%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.40%    4.35%    4.31%       4.31%     4.28%   4.27%
 1100   4.41%    4.36%    4.32%       4.31%     4.28%   4.27%
                        (Closing Sep 25)
 1715   4.42%    4.40%    4.35%       4.34%     4.32%   4.30%
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      (CONVERSION RATE - $1 = 70.8800/70.8900 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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