September 12, 2019 / 4:51 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Sep 12

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/04.75     00.25/01.25       01.00/03.50
               01.60%          01.28%            01.70%
                             (Sep 11)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.27%          01.27%            01.27%
----------------------------------------------------------------
 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   09.50/11.00    38.75/40.75    61.50/63.50   87.50/89.50
 1100   09.50/11.00    38.75/40.75    61.50/63.50   87.50/89.50
 1200   09.50/11.00    38.75/40.75    61.50/63.50   87.50/89.50
 1300   09.50/11.50    38.75/40.75    61.50/63.50   87.50/89.50
 1400   09.50/11.00    39.00/41.00    62.00/64.00   88.00/90.00
 1500   09.50/11.00    39.00/41.00    62.00/64.00   88.00/90.00
 1600   09.50/11.00    39.00/41.00    62.00/64.00   88.00/90.00
 1715   09.50/11.50    38.75/40.75    61.75/63.75   88.00/90.00
                       (Closing Sep 11)
 1715   11.50/13.50    40.75/42.75    63.50/65.50   89.75/91.75
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 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  117.50/119.50 141.00/143.00  167.00/169.00  200.50/202.50
 1100  117.00/119.00 140.50/142.50  166.50/168.50  200.00/202.00
 1200  117.50/119.50 141.00/143.00  167.00/169.00  200.50/202.50
 1300  117.50/119.50 141.00/143.00  167.00/169.00  200.50/202.50
 1400  118.50/120.50 142.50/144.50  169.00/171.00  203.00/205.00
 1500  118.50/120.50 142.50/144.50  169.00/171.00  203.00/205.00
 1600  118.00/120.00 142.00/144.00  168.50/170.50  202.00/204.00
 1715  118.00/120.00 141.50/143.50  168.00/170.00  201.50/203.50
                       (Closing Sep 11)
 1715  119.50/121.50 143.00/145.00  169.00/171.00  202.00/204.00
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 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 223.00/225.00  248.00/250.00  273.00/275.00  298.00/300.00
 1100 222.50/224.50  247.50/249.50  272.50/274.50  297.50/299.50
 1200 223.00/225.00  248.00/250.00  273.00/275.00  298.00/300.00
 1300 223.00/225.00  248.00/250.00  273.00/275.00  298.00/300.00
 1400 225.50/227.50  250.50/252.50  275.50/277.50  300.50/302.50
 1500 225.50/227.50  250.50/252.50  275.50/277.50  300.50/302.50
 1600 224.50/226.50  249.50/251.50  274.50/276.50  299.50/301.50
 1715 224.00/226.00  249.00/251.00  274.00/276.00  299.00/301.00
                       (Closing Sep 11)
 1715 224.00/226.00  249.00/251.00  274.00/276.00  299.00/301.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.34%    4.37%    4.29%       4.36%     4.41%   4.38%
 1100   4.34%    4.37%    4.29%       4.35%     4.39%   4.36%
 1200   4.35%    4.38%    4.29%       4.36%     4.41%   4.38%
 1300   4.37%    4.38%    4.29%       4.37%     4.41%   4.38%
 1400   4.37%    4.41%    4.32%       4.39%     4.46%   4.43%
 1500   4.37%    4.41%    4.32%       4.39%     4.45%   4.43%
 1600   4.37%    4.41%    4.32%       4.39%     4.44%   4.42%
 1715   4.38%    4.40%    4.32%       4.39%     4.44%   4.41%
                       (Closing Sep 11)
 1715   4.24%    4.34%    4.25%       4.31%     4.38%   4.35%
----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.46%    4.50%    4.44%       4.41%     4.38%   4.36%
 1100   4.45%    4.49%    4.43%       4.40%     4.38%   4.35%
 1200   4.46%    4.50%    4.45%       4.42%     4.39%   4.36%
 1300   4.47%    4.50%    4.45%       4.42%     4.39%   4.36%
 1400   4.52%    4.55%    4.49%       4.46%     4.42%   4.40%
 1500   4.52%    4.55%    4.49%       4.46%     4.42%   4.39%
 1600   4.51%    4.54%    4.48%       4.45%     4.41%   4.38%
 1715   4.50%    4.53%    4.48%       4.44%     4.41%   4.39%
                       (Closing Sep 11)
 1715   4.41%    4.46%    4.40%       4.37%     4.35%   4.32%   
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.1300/71.1400 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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