Reuters logo
RPT-India fwd/annualised dlr premia-(close)-May 22
May 22, 2017 / 4:50 AM / in 6 months

RPT-India fwd/annualised dlr premia-(close)-May 22

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        01.50/02.00       00.75/01.00    00.75/01.00
                04.25%            04.25%         04.25%
                               (May 19)            
 1000        02.00/05.00       01.50/03.50    00.50/01.50
                02.82%            02.82%         02.82%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  05.25/06.25    31.25/33.25    58.00/60.00    85.00/87.00
 1100  05.25/06.25    31.25/33.25    57.75/59.75    84.50/86.50
 1200  05.25/06.25    31.25/33.25    57.75/59.75    84.50/86.50
 1300  05.25/06.25    31.00/33.00    57.50/59.50    84.00/86.00
 1400  05.25/06.25    31.00/33.00    57.50/59.50    84.00/86.00
 1500  05.25/06.25    31.00/33.00    57.50/59.50    84.00/86.00
 1600  05.25/06.25    31.25/33.25    57.75/59.75    84.25/86.25
 1715  05.25/06.25    31.00/33.00    57.25/59.25    83.75/85.75
                      (Closing May 19)
 1715  06.25/07.25    32.50/34.50    59.50/61.50    86.50/88.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 109.00/111.00  135.55/137.50  160.00/162.00  184.00/186.00
 1100 108.50/110.50  135.00/137.00  159.50/161.50  183.50/185.50
 1200 108.50/110.50  135.00/137.00  159.50/161.50  183.50/185.50
 1300 108.00/110.00  134.50/136.50  159.00/161.00  183.00/185.00
 1400 108.00/110.00  134.50/136.50  159.00/161.00  183.00/185.00
 1500 108.00/110.00  134.50/136.50  159.00/161.00  183.00/185.00
 1600 108.25/110.25  134.75/136.75  159.25/161.25  183.25/185.25
 1715 107.75/109.75  133.75/135.75  158.25/160.25  182.00/184.00
                      (Closing May 19)
 1715 111.25/113.25  138.25/140.25  163.00/165.00  187.00/189.00
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 211.50/213.50  235.00/237.00  258.50/260.50  286.00/288.00
 1100 211.00/213.00  234.50/236.50  258.00/260.00  285.50/287.50
 1200 211.00/213.00  234.50/236.50  258.00/260.00  285.50/287.50
 1300 210.50/212.50  234.00/236.00  257.50/259.50  285.00/287.00
 1400 210.50/212.50  234.00/236.00  257.50/259.50  284.50/286.50
 1500 210.50/212.50  234.00/236.00  257.50/259.50  284.50/286.50
 1600 210.75/212.75  234.25/236.25  257.75/259.75  285.00/287.00
 1715 209.00/211.00  232.25/234.25  255.50/257.50  282.50/284.50
                      (Closing May 19)
 1715 214.75/216.75  238.25/240.25  262.00/264.00  289.50/291.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.93%    4.91%    4.92%      4.87%     4.84%   4.80%
 1100   4.92%    4.89%    4.88%      4.84%     4.81%   4.78%
 1200   4.92%    4.89%    4.88%      4.84%     4.81%   4.78%
 1300   4.89%    4.87%    4.86%      4.82%     4.79%   4.77%
 1400   4.88%    4.87%    4.85%      4.82%     4.79%   4.76%
 1500   4.88%    4.86%    4.85%      4.82%     4.79%   4.76%
 1600   4.92%    4.89%    4.87%      4.83%     4.80%   4.78%
 1715   4.89%    4.85%    4.84%      4.81%     4.77%   4.74%
                      (Closing May 19) 
 1715   4.96%    4.95%    4.94%      4.92%     4.89%   4.85%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.78%    4.77%    4.77%      4.77%     4.80%   4.80%
 1100   4.76%    4.76%    4.76%      4.75%     4.79%   4.79%
 1200   4.76%    4.75%    4.75%      4.75%     4.79%   4.78%
 1300   4.75%    4.75%    4.75%      4.75%     4.78%   4.78%
 1400   4.75%    4.74%    4.74%      4.74%     4.77%   4.77%
 1500   4.75%    4.74%    4.74%      4.74%     4.77%   4.77%
 1600   4.76%    4.75%    4.75%      4.75%     4.78%   4.78%
 1715   4.73%    4.71%    4.71%      4.71%     4.74%   4.74%
                      (Closing May 19)
 1715   4.83%    4.82%    4.81%      4.81%     4.83%   4.84%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5450/64.5550 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