Reuters logo
RPT-India fwd/annualised dlr premia-(close)-May 19
May 19, 2017 / 4:38 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-May 19

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.00/05.00       01.50/03.50    00.50/01.50
                02.82%            02.82%         02.82%
                               (May 18)            
 1000        02.00/05.00       00.50/01.50    01.50/03.50
                02.83%            02.83%         02.83%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  06.50/07.50    32.75/34.75    60.25/62.25    87.50/89.50
 1100  06.25/07.25    32.50/34.50    59.50/61.50    86.50/88.50
 1200  06.50/07.50    32.50/34.50    59.75/61.75    87.00/89.00
 1300  06.25/07.25    32.50/34.50    59.75/61.75    86.75/88.75
 1400  06.25/07.25    32.50/34.50    59.50/61.50    86.50/88.50
 1500  06.25/07.25    32.50/34.50    59.75/61.75    86.75/88.75
 1600  06.25/07.25    32.50/34.50    59.75/61.75    87.00/89.00
 1715  06.25/07.25    32.50/34.50    59.50/61.50    86.50/88.50
                      (Closing May 18)
 1715  07.50/08.50    33.75/35.75    61.25/63.25    88.50/90.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 112.25/114.25  139.25/141.25  164.50/166.50  188.75/190.75
 1100 111.25/113.25  138.25/140.25  163.50/165.50  187.75/189.75
 1200 111.75/113.75  138.75/140.75  164.00/166.00  188.25/190.25
 1300 111.25/113.25  138.25/140.25  163.00/165.00  187.00/189.00
 1400 111.00/113.00  138.00/140.00  162.75/164.75  186.50/188.50
 1500 111.50/113.50  138.50/140.50  163.50/165.50  187.75/189.75
 1600 111.75/113.75  138.75/140.75  163.50/165.50  187.50/189.50
 1715 111.25/113.25  138.25/140.25  163.00/165.00  187.00/189.00
                      (Closing May 18)
 1715 113.25/115.25  140.25/142.25  165.50/167.50  190.00/192.00
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 216.75/218.75  240.50/242.50  264.50/266.50  292.00/294.00
 1100 215.50/217.50  239.25/241.25  263.00/265.00  290.50/292.50
 1200 216.00/218.00  239.75/241.75  263.50/265.50  291.00/293.00
 1300 214.50/216.50  238.25/240.25  262.00/264.00  289.50/291.50
 1400 214.00/216.00  237.50/239.50  261.25/263.25  288.50/290.50
 1500 215.50/217.50  239.25/241.25  263.00/265.00  290.50/292.50
 1600 215.25/217.25  238.75/240.75  262.50/264.50  290.00/292.00
 1715 214.75/216.75  238.25/240.25  262.00/264.00  289.50/291.50
                      (Closing May 18)
 1715 218.00/220.00  242.00/244.00  266.00/268.00  293.50/295.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.00%    5.00%    4.99%      4.95%     4.91%   4.88%
 1100   4.95%    4.94%    4.93%      4.90%     4.88%   4.85%
 1200   4.96%    4.95%    4.95%      4.92%     4.89%   4.86%
 1300   4.94%    4.95%    4.94%      4.90%     4.87%   4.83%
 1400   4.95%    4.94%    4.92%      4.89%     4.86%   4.83%
 1500   4.96%    4.96%    4.95%      4.92%     4.89%   4.86%
 1600   4.96%    4.97%    4.97%      4.94%     4.91%   4.87%
 1715   4.96%    4.95%    4.94%      4.92%     4.89%   4.85%
                      (Closing May 18) 
 1715   5.01%    5.01%    4.99%      4.95%     4.92%   4.89%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.86%    4.85%    4.84%      4.84%     4.86%   4.86%
 1100   4.83%    4.82%    4.81%      4.81%     4.84%   4.84%
 1200   4.84%    4.83%    4.82%      4.82%     4.84%   4.84%
 1300   4.81%    4.79%    4.79%      4.79%     4.81%   4.82%
 1400   4.80%    4.78%    4.78%      4.77%     4.80%   4.80%
 1500   4.84%    4.83%    4.82%      4.82%     4.84%   4.84%
 1600   4.84%    4.83%    4.82%      4.81%     4.84%   4.84%
 1715   4.83%    4.82%    4.81%      4.81%     4.83%   4.84% 
                      (Closing May 18)
 1715   4.87%    4.86%    4.85%      4.85%     4.87%   4.87%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.6400/64.6500 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

Our Standards:The Thomson Reuters Trust Principles.
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