February 12, 2018 / 4:44 AM / 9 days ago

CORRECTED-RPT-India fwd/annualised dlr premia-(close)-Feb 12

 (Corrected Tom Next 00.00/01.25 to 00.50/01.25)
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         01.50/03.25     01.00/02.00      00.50/01.25
                02.84%          02.84%           02.84%
                              (Feb 9)            
1000         03.00/05.00     02.00/03.00      01.00/02.00
                03.40%          03.78%           02.84%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  09.75/11.25    33.50/35.50    63.00/65.00  89.25/91.25
 1100  09.75/11.25    33.50/35.50    63.00/65.00  89.25/91.25
 1200  09.75/11.25    33.50/35.50    63.00/65.00  89.25/91.25
 1300  09.75/11.25    33.50/35.50    63.00/65.00  89.25/91.25
 1400  09.75/11.75    33.50/35.50    62.75/64.75  89.00/91.00
 1500  09.75/11.25    33.50/35.50    63.00/65.00  89.25/91.25
 1600  09.75/11.25    33.50/35.50    63.00/65.00  89.25/91.25
 1715  09.75/11.25    33.25/35.25    62.75/64.75  89.00/91.00
                         (Closing Feb 9)
 1715  10.75/12.25    34.50/36.50    64.00/66.00  90.25/92.25
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 111.50/113.50  135.25/137.25 158.00/160.00 178.75/180.75
 1100 111.50/113.50  135.25/137.25 158.00/160.00 178.75/180.75
 1200 111.50/113.50  135.25/137.25 158.00/160.00 179.00/181.00
 1300 111.50/113.50  135.25/137.25 158.25/160.25 179.00/181.00
 1400 111.50/113.50  135.25/137.25 158.25/160.25 179.00/181.00
 1500 111.50/113.50  135.25/137.25 158.25/160.25 179.00/181.00
 1600 111.50/113.50  135.25/137.25 158.25/160.25 179.00/181.00
 1715 111.25/113.25  135.00/137.00 158.00/160.00 178.75/180.75
                         (Closing Feb 9)
 1715 112.50/114.50  136.50/138.50 159.50/161.50 180.25/182.25
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  203.25/205.25 225.75/227.75 248.75/250.75  271.50/273.50
 1100  203.25/205.25 225.75/227.75 248.75/250.75  271.50/273.50
 1200  203.75/205.75 226.25/228.25 249.25/251.25  272.00/274.00
 1300  203.75/205.75 226.25/228.25 249.25/251.25  272.00/274.00
 1400  203.75/205.75 226.25/228.25 249.25/251.25  272.00/274.00
 1500  203.75/205.75 226.25/228.25 249.25/251.25  272.00/274.00
 1600  203.75/205.75 226.25/228.25 249.25/251.25  272.00/274.00
 1715  203.25/205.25 225.75/227.75 248.75/250.75  271.50/273.50
                         (Closing Feb 9)
 1715  204.75/206.75 227.25/229.25 250.25/252.25  273.00/275.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.74%    5.03%    4.97%      4.82%     4.71%   4.62%
 1100   4.74%    5.03%    4.97%      4.81%     4.70%   4.62%
 1200   4.74%    5.03%    4.97%      4.82%     4.71%   4.62%
 1300   4.74%    5.03%    4.97%      4.82%     4.71%   4.62%
 1400   4.76%    5.02%    4.95%      4.81%     4.70%   4.62%
 1500   4.74%    5.03%    4.97%      4.81%     4.70%   4.62%
 1600   4.73%    5.03%    4.97%      4.81%     4.70%   4.62%
 1715   4.71%    5.01%    4.95%      4.80%     4.69%   4.61%
                         (Closing Feb 9)
 1715   4.76%    5.03%    4.97%      4.82%     4.71%   4.63%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.55%    4.51%    4.48%      4.46%     4.43%   4.41%
 1100   4.55%    4.51%    4.48%      4.46%     4.43%   4.41%
 1200   4.56%    4.52%    4.49%      4.47%     4.44%   4.42%
 1300   4.56%    4.52%    4.49%      4.47%     4.44%   4.42%
 1400   4.56%    4.52%    4.49%      4.46%     4.44%   4.42%
 1500   4.56%    4.52%    4.49%      4.46%     4.44%   4.42%
 1600   4.56%    4.52%    4.49%      4.46%     4.44%   4.42%
 1715   4.55%    4.51%    4.48%      4.45%     4.43%   4.41%
                         (Closing Feb 9) 
 1715   4.57%    4.52%    4.49%      4.46%     4.44%   4.41%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3050/64.3150 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