September 4, 2019 / 4:48 AM / 10 days ago

RPT-India fwd/annualised dlr premia-(close)-Sep 4

            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
               01.26%          01.26%            01.26%
                             (Sep 3)          
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   17.00/19.00    46.00/48.00    69.00/71.00   95.00/97.00
 1100   17.50/19.50    46.00/48.00    69.00/71.00   95.50/97.50
 1200   17.00/19.00    46.00/48.00    69.00/71.00   95.00/97.00
 1300   17.50/19.50    46.00/48.00    69.00/71.00   95.00/97.00
 1400   17.00/19.00    45.50/47.50    68.50/70.50   94.50/96.50 
 1500   17.00/19.00    45.50/47.50    68.50/70.50   94.50/96.50
 1600   17.00/19.00    46.00/48.00    68.75/70.75   94.50/96.50
 1715   17.00/19.00    46.00/48.00    68.75/70.75   94.50/96.50
                       (Closing Sep 3)
 1715   18.00/20.00    47.00/49.00    70.25/72.25   96.50/98.50
-----------------------------------------------------------------
 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  124.50/126.50  148.00/150.00  173.50/175.50  206.00/208.00
 1100  124.50/126.50  147.50/149.50  173.50/175.50  206.00/208.00
 1200  124.00/126.00  147.50/149.50  173.00/175.00  205.50/207.50
 1300  124.00/126.00  147.00/149.00  172.50/174.50  205.00/207.00
 1400  123.50/125.50  146.50/148.50  172.00/174.00  204.50/206.50
 1500  123.50/125.50  146.50/148.50  172.00/174.00  204.50/206.50
 1600  123.50/125.50  146.50/148.50  172.25/174.25  204.50/206.50
 1715  123.50/125.50  146.50/148.50  172.00/174.00  204.50/206.50
                        (Closing Sep 3)
 1715  126.00/128.00  149.50/151.50  175.00/177.00  207.50/209.50
-----------------------------------------------------------------    
 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 228.00/230.00  252.50/254.50  277.50/279.50  302.50/304.50
 1100 228.00/230.00  252.75/254.75  277.50/279.50  302.50/304.50
 1200 227.25/229.25  251.75/253.75  276.50/278.50  301.50/303.50
 1300 227.00/229.00  251.75/253.75  276.50/278.50  301.50/303.50
 1400 226.25/228.25  250.75/252.75  275.50/277.50  300.50/302.50
 1500 226.25/228.25  250.75/252.75  275.50/277.50  300.50/302.50
 1600 226.00/228.00  250.50/252.50  275.50/277.50  300.50/302.50
 1715 226.00/228.00  250.50/252.50  275.50/277.50  300.50/302.50
                        (Closing Sep 3)
 1715 229.50/231.50  254.00/256.00  279.00/281.00  304.00/306.00 
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.00%    4.29%    4.20%       4.21%     4.31%   4.29%
 1100   4.07%    4.29%    4.21%       4.23%     4.31%   4.29%
 1200   4.01%    4.30%    4.21%       4.22%     4.30%   4.29%
 1300   4.07%    4.30%    4.21%       4.22%     4.30%   4.27%
 1400   4.00%    4.26%    4.19%       4.20%     4.29%   4.26%
 1500   3.99%    4.26%    4.19%       4.20%     4.29%   4.26%
 1600   4.01%    4.29%    4.19%       4.20%     4.28%   4.26%
 1715   4.01%    4.29%    4.19%       4.19%     4.28%   4.26%
                        (Closing Sep 3)
 1715   4.02%    4.30%    4.22%       4.23%     4.32%   4.30%
----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.30%    4.40%    4.33%       4.30%     4.28%   4.26%
 1100   4.30%    4.40%    4.34%       4.31%     4.29%   4.26%
 1200   4.30%    4.40%    4.33%       4.29%     4.28%   4.25%
 1300   4.28%    4.39%    4.32%       4.29%     4.28%   4.25%
 1400   4.28%    4.38%    4.31%       4.28%     4.27%   4.24%
 1500   4.28%    4.38%    4.31%       4.28%     4.27%   4.24%
 1600   4.28%    4.37%    4.31%       4.27%     4.26%   4.24%
 1715   4.27%    4.37%    4.30%       4.27%     4.26%   4.23%
                       (Closing Sep 3)
 1715   4.30%    4.40%    4.34%       4.30%     4.28%   4.25%
--------------------------------------------------------------
        (CONVERSION RATE - $1 = 72.1150/72.1250 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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