April 25, 2017 / 4:45 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 25

               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 24)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.83%           02.83%         02.83%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  00.50/01.50    30.50/32.50    58.50/60.50   87.00/89.00
 1100  00.50/01.50    30.50/32.50    58.50/60.50   87.00/89.00
 1200  00.75/01.75    30.50/32.50    58.50/60.50   87.00/89.00
 1300  00.50/01.50    30.00/32.00    58.00/60.00   86.50/88.50
 1400  00.50/01.50    30.25/32.25    58.25/60.25   86.75/88.75
 1500  00.50/01.50    30.00/32.00    58.00/60.00   86.50/88.50
 1600  00.50/01.50    30.00/32.00    57.75/59.75   86.00/88.00
 1715  00.50/01.50    30.00/32.00    57.75/59.75   86.00/88.00
                       (Closing Apr 24)
 1715  01.25/02.25    31.50/33.50    59.50/61.50   88.00/90.00
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 115.50/117.50  141.50/143.50  170.00/172.00  197.00/199.00
 1100 115.50/117.50  141.50/143.50  170.25/172.20  196.75/198.70
 1200 115.50/117.50  141.50/143.50  170.25/172.25  197.00/199.00
 1300 115.00/117.00  141.00/143.00  169.75/171.75  196.50/198.50
 1400 115.50/117.50  141.50/143.50  170.25/172.25  197.00/199.00
 1500 115.25/117.25  141.25/143.25  170.00/172.00  196.75/198.75
 1600 114.50/116.50  140.25/142.25  168.50/170.50  195.00/197.00
 1715 114.50/116.50  140.00/142.00  168.25/170.25  194.75/196.75
                       (Closing Apr 24)
 1715 116.75/118.75  142.75/144.75  171.25/173.25  198.00/200.00
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 223.00/225.00  252.50/254.50  277.50/279.50  302.00/304.00
 1100 222.75/224.70  252.50/254.50  277.25/279.20  302.00/304.00
 1200 223.00/225.00  252.50/254.50  277.25/279.25  302.00/304.00
 1300 222.50/224.50  252.00/254.00  276.75/278.75  301.50/303.50
 1400 223.00/225.00  252.50/254.50  277.25/279.25  302.00/304.00
 1500 222.75/224.75  252.50/254.50  277.25/279.25  302.00/304.00
 1600 221.00/223.00  250.50/252.50  275.25/277.25  300.00/302.00
 1715 220.50/222.50  249.75/251.75  274.25/276.25  299.00/301.00
                       (Closing Apr 24)
 1715 224.00/226.00  253.50/255.50  278.25/280.25  303.00/305.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.26%    5.28%    5.26%      5.25%     5.22%   5.19%
 1100   5.26%    5.28%    5.26%      5.25%     5.22%   5.20%
 1200   5.26%    5.28%    5.26%      5.25%     5.22%   5.20%
 1300   5.18%    5.23%    5.23%      5.23%     5.21%   5.19%
 1400   5.22%    5.26%    5.25%      5.26%     5.23%   5.21%
 1500   5.18%    5.23%    5.23%      5.24%     5.22%   5.20%
 1600   5.18%    5.21%    5.20%      5.20%     5.18%   5.15%
 1715   5.18%    5.21%    5.20%      5.21%     5.17%   5.14%
                        (Closing Apr 24)
 1715   5.26%    5.27%    5.25%      5.25%     5.22%   5.19%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.18%    5.17%    5.16%      5.15%     5.13%   5.16%
 1100   5.18%    5.16%    5.16%      5.15%     5.14%   5.16%
 1200   5.18%    5.17%    5.16%      5.15%     5.14%   5.17%
 1300   5.17%    5.16%    5.15%      5.14%     5.13%   5.16%
 1400   5.19%    5.18%    5.17%      5.15%     5.14%   5.17%
 1500   5.18%    5.17%    5.16%      5.15%     5.14%   5.17%
 1600   5.13%    5.12%    5.12%      5.11%     5.10%   5.13%
 1715   5.12%    5.11%    5.11%      5.09%     5.09%   5.12%
                       (Closing Apr 24)
 1715   5.17%    5.16%    5.15%      5.14%     5.13%   5.15%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2600/64.2700 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