September 27, 2019 / 4:44 AM / 2 months ago

India fwd/annualised dlr premia-Sep 27

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.50/06.00     01.00/03.50       00.50/02.50
               01.93%          01.72%            02.57%
                             (Sep 26)          
1000        01.25/04.75     00.25/01.25       01.00/03.50
               01.61%          01.29%            01.71%
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 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   22.00/24.00    43.50/45.50    68.00/70.00   97.50/99.50
 1100   22.50/24.50    44.00/46.00    68.50/70.50   98.50/100.50
                        (Closing Sep 26)
 1715   24.00/26.00    45.50/47.50    70.00/72.00   99.50/101.50
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 TIME       FEB           MAR           APR           MAY
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 1000  121.00/123.00 147.50/149.50  181.50/183.50  204.50/206.50
 1100  122.00/124.00 148.50/150.50  183.00/185.00  206.00/208.00
                        (Closing Sep 26)
 1715  123.00/125.00 149.50/151.50  183.50/185.50  206.00/208.00
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 TIME       JUN           JUL           AUG           SEP
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 1000 229.50/231.50  255.00/257.00  280.00/282.00  304.00/306.00
 1100 231.50/233.50  257.00/259.00  282.50/284.50  306.50/308.50
                        (Closing Sep 26)
 1715 231.00/233.00  256.00/258.00  281.00/283.00  305.00/307.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.94%    3.89%    3.93%       4.16%     4.19%   4.23%
 1100   4.03%    3.93%    3.95%       4.20%     4.22%   4.26%
                        (Closing Sep 26)
 1715   4.15%    3.99%    3.97%       4.21%     4.23%   4.23%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.43%    4.39%    4.35%       4.35%     4.32%   4.30%
 1100   4.46%    4.42%    4.38%       4.38%     4.36%   4.34%
                        (Closing Sep 26)
 1715   4.46%    4.40%    4.36%       4.35%     4.32%   4.31%
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      (CONVERSION RATE - $1 = 70.8975/70.9075 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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