August 9, 2017 / 4:47 AM / 14 days ago

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

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        01.00/02.50      00.50/01.25      00.50/01.25
                02.86%           02.86%           02.86%
                                (Aug 8)            
 1000        01.50/01.75      00.75/00.85      00.75/00.90
                04.29%           04.29%           04.29%
---------------------------------------------------------------
 TIME      AUG           SEP            OCT           NOV
---------------------------------------------------------------
 1000  15.50/16.50    38.25/40.25   63.25/65.25   86.50/88.50
 1100  15.50/16.50    38.00/40.00   63.00/65.00   86.50/88.50
 1200  15.50/16.50    38.00/40.00   63.00/65.00   86.25/88.25
 1300  15.25/16.25    38.00/40.00   63.00/65.00   86.50/88.50
 1400  15.25/16.25    38.00/40.00   63.00/65.00   86.25/88.25
 1500  15.25/16.25    38.00/40.00   63.00/65.00   86.25/88.25 
 1600  15.50/17.00    38.25/40.25   63.25/65.25   86.75/88.75
 1715  15.50/16.50    38.25/40.25   63.25/65.25   86.50/88.50 
                         (Closing Aug 8)
 1715  16.50/17.50    39.25/41.25   64.25/66.25   87.75/89.75 
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000  109.00/111.00  133.75/135.75  154.00/156.00 174.75/176.75
 1100  109.00/111.00  133.75/135.75  154.25/156.25 175.00/177.00
 1200  108.75/110.75  133.50/135.50  153.75/155.75 174.50/176.50
 1300  109.00/111.00  133.75/135.75  154.00/156.00 174.75/176.75
 1400  108.75/110.75  133.50/135.50  153.75/155.75 174.50/176.50
 1500  108.75/110.75  133.50/135.50  153.75/155.75 174.50/176.50
 1600  109.25/111.25  134.25/136.25  154.75/156.75 175.25/177.25
 1715  109.00/111.00  133.75/135.75  154.25/156.25 175.00/177.00
                         (Closing Aug 8)
 1715  110.25/112.25  135.25/137.25  156.00/158.00 177.00/179.00
----------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL 
----------------------------------------------------------------
 1000 198.00/200.00  222.00/224.00  242.50/244.50  265.00/267.00
 1100 198.50/200.50  223.00/225.00  243.50/245.50  266.00/268.00
 1200 197.75/199.75  222.00/224.00  242.50/244.50  265.00/267.00
 1300 198.00/200.00  222.50/224.50  243.00/245.00  265.50/267.50
 1400 198.00/200.00  222.50/224.50  243.00/245.00  265.50/267.50
 1500 198.00/200.00  222.50/224.50  243.00/245.00  265.50/267.50
 1600 198.75/200.75  223.00/225.00  243.50/245.50  266.00/268.00
 1715 198.50/200.50  223.00/225.00  243.50/245.50  266.00/268.00
                         (Closing Aug 8) 
 1715 200.50/202.50  225.00/227.00  245.75/247.75  268.50/270.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.58%    4.56%    4.52%      4.50%     4.48%   4.44%
 1100   4.57%    4.54%    4.52%      4.51%     4.48%   4.44%
 1200   4.57%    4.54%    4.51%      4.50%     4.47%   4.43%
 1300   4.54%    4.54%    4.52%      4.51%     4.48%   4.44%
 1400   4.53%    4.54%    4.51%      4.49%     4.47%   4.43%
 1500   4.53%    4.54%    4.51%      4.49%     4.47%   4.43%
 1600   4.61%    4.56%    4.53%      4.51%     4.49%   4.45%
 1715   4.58%    4.56%    4.52%      4.50%     4.48%   4.44%
                         (Closing Aug 8) 
 1715   4.63%    4.59%    4.56%      4.54%     4.51%   4.48%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.40%    4.39%    4.38%      4.34%     4.32%   4.29%
 1100   4.41%    4.40%    4.39%      4.36%     4.33%   4.31%
 1200   4.40%    4.39%    4.38%      4.35%     4.32%   4.30%
 1300   4.41%    4.40%    4.39%      4.36%     4.33%   4.30%
 1400   4.39%    4.39%    4.38%      4.35%     4.32%   4.30%
 1500   4.39%    4.39%    4.38%      4.35%     4.32%   4.30%
 1600   4.42%    4.41%    4.39%      4.36%     4.33%   4.31% 
 1715   4.41%    4.40%    4.39%      4.36%     4.33%   4.31% 
                         (Closing Aug 8) 
 1715   4.45%    4.44%    4.43%      4.40%     4.37%   4.35%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.8300/63.8400 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised premiums   
            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