September 5, 2019 / 4:40 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 5

            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
               01.59%          01.27%            01.69%
                             (Sep 4)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.26%          01.26%            01.26%
----------------------------------------------------------------
 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   15.00/17.00    43.50/45.50    66.25/68.25   92.00/94.00
 1100   15.00/17.00    44.00/46.00    67.00/69.00   93.00/95.00
 1200   15.00/17.00    44.00/46.00    67.00/69.00   93.00/95.00
 1300   15.00/17.00    44.50/46.50    67.50/69.50   93.50/95.50
 1400   15.00/17.00    44.50/46.50    67.50/69.50   93.50/95.50
 1500   15.00/17.00    44.00/46.00    66.75/68.75   92.50/94.50
 1600   15.00/17.00    44.00/46.00    66.75/68.75   92.50/94.50
 1715   15.00/17.00    43.50/45.50    66.50/68.50   92.50/94.50
                       (Closing Sep 4)
 1715   17.00/19.00    46.00/48.00    68.75/70.75   94.50/96.50
-----------------------------------------------------------------
 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  121.00/123.00 144.00/146.00  169.50/171.50  202.00/204.00
 1100  122.00/124.00 145.00/147.00  171.00/173.00  204.00/206.00
 1200  122.50/124.50 145.50/147.50  171.50/173.50  204.50/206.50
 1300  122.50/124.50 146.00/148.00  172.00/174.00  205.50/207.50
 1400  122.50/124.50 146.00/148.00  172.00/174.00  205.50/207.50
 1500  121.50/123.50 144.50/146.50  170.50/172.50  203.50/205.50
 1600  121.50/123.50 145.00/147.00  171.00/173.00  204.00/206.00
 1715  121.50/123.50 145.00/147.00  171.00/173.00  203.50/205.50
                        (Closing Sep 4)
 1715  123.50/125.50  146.50/148.50 172.00/174.00  204.50/206.50
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 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 223.50/225.50  248.00/250.00  273.00/275.00  298.00/300.00
 1100 226.00/228.00  250.50/252.50  275.00/277.00  300.00/302.00
 1200 226.00/228.00  250.50/252.50  275.50/277.50  300.50/302.50
 1300 227.50/229.50  252.00/254.00  277.00/279.00  302.00/304.00
 1400 227.50/229.50  252.00/254.00  277.00/279.00  302.00/304.00
 1500 225.50/227.50  250.00/252.00  275.00/277.00  300.00/302.00
 1600 226.00/228.00  250.50/252.50  275.50/277.50  300.50/302.50
 1715 225.50/227.50  250.00/252.00  275.00/277.00  300.00/302.00
                        (Closing Sep 4)
 1715 226.00/228.00  250.50/252.50  275.50/277.50  300.50/302.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.11%    4.27%    4.20%       4.22%     4.29%   4.26%
 1100   4.13%    4.32%    4.25%       4.26%     4.33%   4.30%
 1200   4.13%    4.32%    4.25%       4.27%     4.34%   4.31%
 1300   4.16%    4.36%    4.28%       4.29%     4.35%   4.33%
 1400   4.16%    4.36%    4.27%       4.28%     4.35%   4.33%
 1500   4.13%    4.31%    4.23%       4.24%     4.31%   4.29%
 1600   4.13%    4.31%    4.23%       4.24%     4.32%   4.30%
 1715   4.11%    4.28%    4.22%       4.24%     4.32%   4.30%
                        (Closing Sep 4)
 1715   4.01%    4.29%    4.19%       4.19%     4.28%   4.26%
----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.29%    4.37%    4.31%       4.28%     4.27%   4.25%
 1100   4.34%    4.42%    4.36%       4.32%     4.30%   4.28%
 1200   4.35%    4.43%    4.36%       4.33%     4.31%   4.29%
 1300   4.37%    4.46%    4.39%       4.35%     4.33%   4.31%
 1400   4.36%    4.45%    4.39%       4.35%     4.33%   4.31%
 1500   4.32%    4.41%    4.35%       4.32%     4.30%   4.27%
 1600   4.34%    4.42%    4.36%       4.33%     4.31%   4.28%
 1715   4.34%    4.41%    4.36%       4.32%     4.30%   4.28%
                        (Closing Sep 4)
 1715   4.27%    4.37%    4.30%       4.27%     4.26%   4.23%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.8400/71.8500 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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