September 6, 2019 / 4:51 AM / 10 days ago

RPT-India fwd/annualised dlr premia-(close)-Sep 6

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.50/05.75     01.00/03.25       00.50/02.50
               01.53%          01.70%            01.27%
                             (Sep 5)          
1000        01.25/04.75     00.25/01.25       01.00/03.50
               01.59%          01.27%            01.69%
----------------------------------------------------------------
 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   13.50/15.50    42.50/44.50    65.25/67.25   91.00/93.00
 1100   13.50/15.50    42.50/44.50    65.50/67.50   91.50/93.50
 1200   13.50/15.50    42.50/44.50    65.50/67.50   91.50/93.50
 1300   13.50/15.00    42.00/44.00    64.75/66.75   90.50/92.50
 1400   13.25/15.25    42.00/44.00    64.75/66.75   90.50/92.50
 1500   13.50/15.00    42.00/44.00    64.75/66.75   90.50/92.50
 1600   13.25/15.25    42.00/44.00    65.00/67.00   91.00/93.00
 1715   13.25/15.25    42.00/44.00    65.00/67.00   91.00/93.00
                       (Closing Sep 5)
 1715   15.00/17.00    43.50/45.50    66.50/68.50   92.50/94.50
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 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  120.00/122.00 143.00/145.00  169.00/171.00  201.50/203.50
 1100  120.50/122.50 144.00/146.00  170.00/172.00  202.50/204.50
 1200  121.00/123.00 144.00/146.00  170.00/172.00  203.00/205.00
 1300  119.50/121.50 142.50/144.50  168.50/170.50  201.00/203.00
 1400  119.50/121.50 142.50/144.50  168.50/170.50  201.00/203.00
 1500  119.50/121.50 142.50/144.50  168.50/170.50  200.50/202.50
 1600  120.00/122.00 143.00/145.00  169.00/171.00  201.00/203.00
 1715  120.00/122.00 143.00/145.00  169.00/171.00  201.50/203.50
                       (Closing Sep 5)
 1715  121.50/123.50 145.00/147.00  171.00/173.00  203.50/205.50
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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 224.50/226.50  249.00/251.00  274.00/276.00  299.00/301.00
 1200 225.00/227.00  249.50/251.50  274.25/276.25  299.00/301.00
 1300 223.00/225.00  247.50/249.50  272.50/274.50  297.50/299.50
 1400 223.00/225.00  247.50/249.50  272.25/274.25  297.00/299.00
 1500 222.50/224.50  247.00/249.00  272.00/274.00  297.00/299.00
 1600 223.00/225.00  247.50/249.50  272.50/274.50  297.50/299.50
 1715 223.50/225.50  248.00/250.00  273.00/275.00  298.00/300.00
                       (Closing Sep 5)
 1715 225.50/227.50  250.00/252.00  275.00/277.00  300.00/302.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.20%    4.34%    4.24%       4.27%     4.32%   4.30%
 1100   4.21%    4.35%    4.26%       4.30%     4.35%   4.33%
 1200   4.21%    4.35%    4.26%       4.30%     4.36%   4.33%
 1300   4.15%    4.30%    4.22%       4.26%     4.31%   4.29%
 1400   4.15%    4.30%    4.22%       4.26%     4.31%   4.29%
 1500   4.15%    4.30%    4.22%       4.26%     4.31%   4.29%
 1600   4.15%    4.31%    4.24%       4.28%     4.33%   4.30%
 1715   4.15%    4.31%    4.24%       4.27%     4.33%   4.30%
                       (Closing Sep 5)
 1715   4.11%    4.28%    4.22%       4.24%     4.32%   4.30%
----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.36%    4.41%    4.35%       4.32%     4.30%   4.28%
 1100   4.38%    4.44%    4.37%       4.34%     4.32%   4.29%
 1200   4.39%    4.45%    4.38%       4.34%     4.32%   4.29%
 1300   4.35%    4.41%    4.35%       4.32%     4.30%   4.27%
 1400   4.35%    4.41%    4.35%       4.31%     4.30%   4.27%
 1500   4.34%    4.40%    4.34%       4.31%     4.29%   4.27%
 1600   4.35%    4.41%    4.35%       4.32%     4.30%   4.27%
 1715   4.36%    4.42%    4.35%       4.32%     4.30%   4.28%
                       (Closing Sep 5)
 1715   4.34%    4.41%    4.36%       4.32%     4.30%   4.28%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.7200/71.7300 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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