April 17, 2017 / 4:46 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 17

6 Min Read

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.84%           02.84%        02.84%
                               (Apr 13)            
 1000        03.50/06.00       03.00/04.50    00.50/01.50
                03.97%           04.26%        02.84%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  08.00/09.50    38.50/40.50    66.50/68.50   95.00/97.00
 1100  08.00/09.00    38.00/40.00    66.00/68.00   94.50/96.50
 1200  07.50/09.00    38.00/40.00    66.00/68.00   94.50/96.50
 1300  07.50/09.00    38.00/40.00    66.00/68.00   94.50/96.50
 1400  08.00/09.00    38.00/40.00    66.00/68.00   94.50/96.50
 1500  08.00/09.00    38.00/40.00    66.00/68.00   94.50/96.50
 1600  08.00/09.00    38.00/40.00    66.00/68.00   94.50/96.50
 1715  07.75/09.25    38.25/40.25    66.00/68.00   94.50/96.50
                       (Closing Apr 13)
 1715  08.75/10.25    39.25/41.25    67.25/69.25   95.75/97.75 
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 123.50/125.50  149.25/151.20  177.75/179.70  204.50/206.50
 1100 123.00/125.00  148.50/150.50  176.50/178.50  203.00/205.00
 1200 123.00/125.00  148.50/150.50  176.50/178.50  203.00/205.00
 1300 123.00/125.00  148.75/150.75  176.75/178.75  203.25/205.25
 1400 123.00/125.00  148.50/150.50  176.50/178.50  203.00/205.00
 1500 123.00/125.00  148.50/150.50  176.50/178.50  203.00/205.00
 1600 123.00/125.00  148.50/150.50  176.50/178.50  203.00/205.00
 1715 122.75/124.75  148.50/150.50  176.50/178.50  203.00/205.00
                       (Closing Apr 13)
 1715 124.25/126.25  150.00/152.00  178.25/180.25  204.75/206.75
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 230.50/232.50  260.00/262.00  284.25/286.20  308.50/310.50
 1100 229.00/231.00  258.50/260.50  282.50/284.50  307.00/309.00
 1200 228.50/230.50  258.00/260.00  282.25/284.25  306.50/308.50
 1300 229.00/231.00  258.50/260.50  282.75/284.75  307.00/309.00
 1400 228.50/230.50  258.00/260.00  282.25/284.25  306.50/308.50
 1500 228.50/230.50  258.00/260.00  282.25/284.20  306.50/308.50
 1600 228.50/230.50  258.00/260.00  282.25/284.20  306.50/308.50
 1715 228.50/230.50  258.00/260.00  282.25/284.25  306.50/308.50
                       (Closing Apr 13)
 1715 230.50/232.50  260.00/262.00  284.25/286.25  308.50/310.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.36%    5.32%    5.30%      5.28%     5.24%   5.21%
 1100   5.28%    5.28%    5.27%      5.25%     5.22%   5.17%
 1200   5.25%    5.27%    5.26%      5.24%     5.21%   5.16%
 1300   5.25%    5.27%    5.26%      5.25%     5.22%   5.17%
 1400   5.27%    5.27%    5.26%      5.25%     5.21%   5.17%
 1500   5.27%    5.27%    5.26%      5.24%     5.21%   5.16%
 1600   5.27%    5.27%    5.26%      5.24%     5.21%   5.16%
 1715   5.29%    5.27%    5.25%      5.23%     5.20%   5.16%
                       (Closing Apr 13)
 1715   5.31%    5.30%    5.28%      5.26%     5.23%   5.19%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.19%    5.17%    5.16%      5.14%     5.12%   5.14%
 1100   5.15%    5.14%    5.13%      5.11%     5.10%   5.11%
 1200   5.14%    5.12%    5.11%      5.10%     5.08%   5.10%
 1300   5.15%    5.14%    5.13%      5.11%     5.09%   5.11%
 1400   5.14%    5.13%    5.12%      5.10%     5.08%   5.10%
 1500   5.14%    5.12%    5.11%      5.10%     5.08%   5.10%
 1600   5.14%    5.12%    5.11%      5.10%     5.08%   5.10%
 1715   5.14%    5.12%    5.11%      5.09%     5.08%   5.09%
                       (Closing Apr 13)
 1715   5.17%    5.15%    5.14%      5.12%     5.10%   5.12%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5100/64.5200 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised p4emiums   
            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, Standard Chartered, 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

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below