May 9, 2017 / 4:53 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 9

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        01.50/04.50       01.00/03.00    00.50/01.50
                02.83%           02.83%         02.83%
                               (May 8)            
 1000        01.50/04.50       00.50/01.50    01.00/03.00
                02.84%           02.84%         02.84%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  15.75/17.25    42.50/44.50    70.00/72.00    97.50/99.50
 1100  15.75/17.25    42.50/44.50    70.00/72.00    97.50/99.50
 1200  15.75/17.25    42.50/44.50    70.00/72.00    97.50/99.50
 1300  15.75/17.25    42.75/44.75    70.00/72.00    97.50/99.50
 1400  15.75/17.25    42.50/44.50    70.00/72.00    97.50/99.50
 1500  15.75/17.25    42.50/44.50    70.00/72.00    97.50/99.50
 1600  15.75/17.25    42.50/44.50    70.00/72.00    97.50/99.50
 1715  15.75/17.25    42.75/44.75    70.25/72.25    97.75/99.75
                       (Closing May 8)
 1715  17.00/18.00    43.75/45.75    71.25/73.25   98.75/100.75
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 122.50/124.50  150.00/152.00  176.00/178.00  201.25/203.25
 1100 122.50/124.50  150.00/152.00  176.00/178.00  201.25/203.25
 1200 122.50/124.50  150.00/152.00  176.00/178.00  201.25/203.25
 1300 122.50/124.50  150.00/152.00  176.00/178.00  201.00/203.00
 1400 122.50/124.50  150.00/152.00  176.00/178.00  201.00/203.00
 1500 122.50/124.50  150.00/152.00  176.00/178.00  201.00/203.00
 1600 122.50/124.50  150.00/152.00  176.00/178.00  201.00/203.00
 1715 122.75/124.75  150.25/152.25  176.25/178.25  201.50/203.50
                      (Closing May 8)
 1715 123.75/125.75  151.50/153.50  177.50/179.50  202.75/204.75
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 230.50/232.50  254.50/256.50  278.75/280.75  307.50/309.50
 1100 230.25/232.25  254.50/256.50  278.75/280.75  307.50/309.50
 1200 230.25/232.25  254.25/256.25  278.50/280.50  307.00/309.00
 1300 230.00/232.00  254.00/256.00  278.00/280.00  306.50/308.50
 1400 230.00/232.00  254.00/256.00  278.00/280.00  306.50/308.50
 1500 230.00/232.00  254.00/256.00  278.00/280.00  306.50/308.50
 1600 230.00/232.00  254.00/256.00  278.00/280.00  306.50/308.50
 1715 230.50/232.50  254.50/256.50  278.50/280.50  307.00/309.00
                      (Closing May 8) 
 1715 232.00/234.00  256.00/258.00  280.25/282.25  309.00/311.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.98%    5.02%    5.02%      5.01%     4.98%   4.96%
 1100   4.98%    5.02%    5.02%      5.01%     4.98%   4.96%
 1200   4.98%    5.02%    5.02%      5.00%     4.98%   4.96%
 1300   5.00%    5.03%    5.02%      5.00%     4.98%   4.96%
 1400   4.98%    5.02%    5.02%      5.00%     4.98%   4.96%
 1500   4.97%    5.01%    5.01%      5.00%     4.97%   4.95%
 1600   4.97%    5.01%    5.01%      4.99%     4.97%   4.95%
 1715   4.99%    5.04%    5.03%      5.01%     4.98%   4.96% 
                      (Closing May 8) 
 1715   5.04%    5.07%    5.06%      5.04%     5.01%   5.00%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.96%    4.96%    4.96%      4.95%     4.97%   4.98%
 1100   4.96%    4.96%    4.96%      4.95%     4.97%   4.98%
 1200   4.95%    4.95%    4.95%      4.94%     4.96%   4.97%
 1300   4.95%    4.95%    4.94%      4.93%     4.95%   4.96%
 1400   4.95%    4.94%    4.94%      4.93%     4.95%   4.96%
 1500   4.94%    4.94%    4.93%      4.93%     4.94%   4.95%
 1600   4.94%    4.94%    4.93%      4.92%     4.94%   4.95%
 1715   4.95%    4.95%    4.95%      4.94%     4.95%   4.96%
                      (Closing May 8) 
 1715   4.99%    4.99%    4.99%      4.98%     4.99%   5.01%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.6200/64.6300 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