November 5, 2018 / 4:43 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Nov 5

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/05.00      00.50/01.25      01.50/03.75
                02.51%           02.51%           02.51%
                              (Nov 2)           
1000         02.00/05.00      01.50/03.75      00.50/01.25
                02.49%           02.49%           02.49%
----------------------------------------------------------------
 TIME        NOV          DEC           JAN           FEB
----------------------------------------------------------------
 1000   17.00/19.00   43.25/45.25    67.25/69.25    90.00/92.00
 1100   17.00/18.50   43.00/45.00    67.00/69.00    90.00/92.00
 1200   17.00/18.50   43.00/45.00    67.00/69.00    90.00/92.00
 1300   17.00/18.50   43.00/45.00    67.00/69.00    90.00/92.00
 1400   17.00/19.00   43.25/45.25    67.25/69.25    90.25/92.25
 1500   17.00/18.50   43.00/45.00    67.00/69.00    89.75/91.75
 1600   16.50/18.00   42.50/44.50    66.50/68.50    89.25/91.25
 1715   17.00/19.00   43.00/45.00    67.00/69.00    89.75/91.75
                        (Closing Nov 2)   
 1715   19.50/21.50   45.50/47.50    69.50/71.50    92.25/94.25
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
----------------------------------------------------------------
 1000 114.00/116.00  144.75/146.75  169.50/171.50  192.25/194.25
 1100 113.75/115.75  144.50/146.50  169.25/171.25  192.00/194.00
 1200 113.75/115.75  144.50/146.50  169.50/171.50  192.50/194.50
 1300 113.75/115.75  144.50/146.50  169.50/171.50  192.50/194.50
 1400 114.00/116.00  145.00/147.00  169.75/171.75  192.50/194.50
 1500 113.25/115.25  144.00/146.00  168.75/170.75  191.00/193.00
 1600 112.75/114.75  143.50/145.50  168.25/170.25  191.00/193.00
 1715 113.50/115.50  144.25/146.25  169.00/171.00  191.75/193.75
                        (Closing Nov 2)    
 1715 116.00/118.00  146.50/148.50  171.50/173.50  194.00/196.00
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 219.00/221.00  243.50/245.50  268.25/270.25  293.00/295.00
 1100 219.00/221.00  243.50/245.50  268.50/270.50  293.50/295.50
 1200 219.50/221.50  244.00/246.00  269.00/271.00  294.00/296.00
 1300 219.50/221.50  244.00/246.00  269.00/271.00  294.00/296.00
 1400 219.50/221.50  244.00/246.00  269.00/271.00  294.00/296.00
 1500 218.00/220.00  242.50/244.50  267.50/269.50  292.50/294.50
 1600 218.00/220.00  242.50/244.50  267.50/269.50  292.50/294.50
 1715 218.50/220.50  242.75/244.75  267.75/269.75  292.50/294.50
                        (Closing Nov 2)    
 1715 220.50/222.50  245.00/247.00  269.75/271.75  294.50/296.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.28%    4.21%    4.11%      4.11%     4.17%   4.23%
 1100   4.23%    4.18%    4.10%      4.10%     4.15%   4.22%
 1200   4.22%    4.17%    4.09%      4.09%     4.15%   4.22%
 1300   4.22%    4.17%    4.09%      4.09%     4.14%   4.21%
 1400   4.27%    4.20%    4.11%      4.11%     4.16%   4.23%
 1500   4.23%    4.18%    4.09%      4.08%     4.13%   4.20%
 1600   4.14%    4.13%    4.06%      4.06%     4.11%   4.19%
 1715   4.25%    4.17%    4.09%      4.08%     4.13%   4.20%
                        (Closing Nov 2)    
 1715   4.29%    4.22%    4.13%      4.12%     4.17%   4.24%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.20%    4.19%    4.17%      4.16%     4.15%   4.13%
 1100   4.19%    4.18%    4.17%      4.16%     4.15%   4.13%
 1200   4.19%    4.18%    4.17%      4.16%     4.15%   4.13%
 1300   4.19%    4.18%    4.17%      4.16%     4.15%   4.13%
 1400   4.20%    4.18%    4.17%      4.16%     4.15%   4.14%
 1500   4.17%    4.15%    4.14%      4.14%     4.13%   4.11%
 1600   4.16%    4.15%    4.14%      4.13%     4.12%   4.11%
 1715   4.17%    4.16%    4.15%      4.13%     4.12%   4.11%
                        (Closing Nov 2)
 1715   4.21%    4.19%    4.18%      4.17%     4.16%   4.15%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 73.1200/73.1300 rupees)
       
  Note: Figures in brackets indicate negative values.
    
    Premiums have been iven 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   rom 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