May 17, 2019 / 4:40 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-May 17

             Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/04.75     01.50/03.50        00.50/01.25
               02.60%          02.60%             02.60%
                              (May 16)          
1000        02.00/04.75     00.50/01.25        01.50/03.50
               02.60%          02.60%             02.60%
----------------------------------------------------------------
 TIME       MAY            JUN           JUL           AUG
----------------------------------------------------------------
 1000   07.00/09.00    31.50/33.50    59.50/61.50   84.50/86.50
 1100   07.00/08.50    31.50/33.50    59.50/61.50   84.50/86.50
 1200   07.00/08.50    31.75/33.75    60.00/62.00   85.00/87.00
 1300   07.00/09.00    31.50/33.50    59.75/61.75   85.00/87.00
 1400   07.00/08.50    31.50/33.50    59.50/61.50   84.50/86.50
 1500   06.75/08.75    31.25/33.25    59.50/61.50   84.75/86.75
 1600   07.00/08.50    31.50/33.50    59.50/61.50   84.50/86.50
 1715   06.75/08.75    31.00/33.00    59.00/61.00   84.50/86.50
                        (Closing May 16)
 1715   07.75/09.75    32.00/34.00    59.75/61.75   85.00/87.00
----------------------------------------------------------------
 TIME       SEP           OCT           NOV           DEC
----------------------------------------------------------------
 1000  110.00/112.00 136.00/138.00  159.50/161.50  185.00/187.00
 1100  110.00/112.00 136.00/138.00  159.50/161.50  185.00/187.00
 1200  110.50/112.50 136.50/138.50  160.00/162.00  185.50/187.50
 1300  110.50/112.50 136.25/138.25  159.75/161.75  185.50/187.50
 1400  110.00/112.00 136.00/138.00  159.50/161.50  185.00/187.00
 1500  110.50/112.50 136.00/138.00  159.50/161.50  185.00/187.00
 1600  110.00/112.00 136.00/138.00  159.50/161.50  185.00/187.00
 1715  110.00/112.00 136.00/138.00  159.50/161.50  185.25/187.25
                        (Closing May 16)
 1715  110.50/112.50 136.00/138.00  159.50/161.50  185.00/187.00
----------------------------------------------------------------
 TIME      JAN            FEB           MAR           APR
----------------------------------------------------------------
 1000 209.00/211.00  231.50/233.50  256.50/258.50  285.00/287.00
 1100 209.00/211.00  231.50/233.50  257.00/259.00  285.50/287.50
 1200 209.50/211.50  232.00/234.00  257.50/259.50  286.00/288.00
 1300 209.50/211.50  231.50/233.50  257.00/259.00  285.50/287.50
 1400 209.00/211.00  231.50/233.50  257.00/259.00  285.50/287.50
 1500 209.00/211.00  231.00/233.00  256.50/258.50  285.00/287.00
 1600 209.00/211.00  231.50/233.50  257.00/259.00  285.50/287.50
 1715 209.25/211.25  231.50/233.50  257.00/259.00  285.50/287.50
                        (Closing May 16)
 1715 208.75/210.75  231.00/233.00  256.00/258.00  284.00/286.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.43%    4.44%    4.41%       4.38%     4.37%   4.35%
 1100   4.41%    4.43%    4.41%       4.38%     4.37%   4.35%
 1200   4.45%    4.47%    4.44%       4.40%     4.39%   4.37%
 1300   4.43%    4.45%    4.44%       4.40%     4.39%   4.36%
 1400   4.41%    4.43%    4.41%       4.38%     4.37%   4.35%
 1500   4.38%    4.43%    4.42%       4.40%     4.38%   4.35%
 1600   4.42%    4.44%    4.41%       4.38%     4.37%   4.36%
 1715   4.35%    4.39%    4.40%       4.38%     4.37%   4.35%
                        (Closing May 16)
 1715   4.38%    4.40%    4.40%       4.38%     4.36%   4.34%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.33%    4.29%    4.28%       4.26%     4.30%   4.30%
 1100   4.32%    4.29%    4.27%       4.26%     4.30%   4.31%
 1200   4.34%    4.30%    4.28%       4.27%     4.31%   4.31%
 1300   4.34%    4.31%    4.28%       4.27%     4.31%   4.31%
 1400   4.33%    4.29%    4.27%       4.26%     4.30%   4.31%
 1500   4.32%    4.29%    4.26%       4.25%     4.29%   4.30%
 1600   4.33%    4.30%    4.28%       4.27%     4.30%   4.31%
 1715   4.33%    4.30%    4.27%       4.26%     4.30%   4.31%
                        (Closing May 16)
 1715   4.32%    4.28%    4.26%       4.24%     4.28%   4.29%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.2200/70.2300 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