May 18, 2018 / 4:42 AM / 3 days ago

RPT-India fwd/annualised dlr premia-(close)-May 18

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         01.75/03.75     01.25/02.75      00.50/01.00
                02.35%          02.24%           02.69%
                              (May 17)            
1000         01.75/03.75     00.50/01.00      01.25/02.75
                02.36%          02.70%           02.25%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  05.75/06.75    26.75/28.75    49.75/51.75    72.00/74.00
 1100  05.50/07.00    27.00/29.00    50.00/52.00    72.25/74.25
 1200  05.25/06.75    26.50/28.50    49.50/51.50    71.75/73.75
 1300  05.75/06.75    26.75/28.75    49.75/51.75    72.25/74.25
 1400  05.25/06.75    26.50/28.50    49.50/51.50    71.75/73.75
 1500  05.25/06.75    26.50/28.50    49.50/51.50    71.50/73.50
 1600  05.75/07.25    26.50/28.50    49.50/51.50    71.75/73.75
 1715  05.75/06.75    26.75/28.75    49.75/51.75    72.00/74.00
                           (Closing May 17)
 1715  06.50/07.50    27.50/29.50    50.50/52.50    72.75/74.75
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  92.50/94.50    116.75/118.75  138.75/140.75 161.75/163.75
 1100  93.00/95.00    117.50/119.50  140.00/142.00 163.25/165.25
 1200  92.50/94.50    117.00/119.00  139.50/141.50 162.75/164.75
 1300  92.75/94.75    117.25/119.25  139.50/141.50 162.50/164.50
 1400  92.50/94.50    117.00/119.00  139.50/141.50 162.75/164.75
 1500  92.25/94.25    116.75/118.75  139.00/141.00 162.00/164.00
 1600  92.25/94.25    116.50/118.50  138.75/140.75 161.75/163.75
 1715  92.75/94.75    117.00/119.00  139.25/141.25 162.25/164.25
                           (Closing May 17)
 1715  93.25/95.25    117.25/119.25  139.25/141.25 162.25/164.25
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  184.25/186.25  205.25/207.25  227.00/229.00 254.00/256.00
 1100  185.75/187.75  207.00/209.00  229.00/231.00 256.00/258.00
 1200  184.75/186.75  205.75/207.75  227.50/229.50 254.50/256.50
 1300  184.75/186.75  205.75/207.75  227.50/229.50 254.50/256.50
 1400  185.25/187.25  206.00/208.00  228.00/230.00 255.00/257.00
 1500  184.25/186.25  205.50/207.50  227.50/229.50 254.50/256.50
 1600  184.00/186.00  205.25/207.25  227.25/229.25 254.25/256.25
 1715  184.50/186.50  205.50/207.50  227.25/229.25 254.50/256.50
                           (Closing May 17)
 1715  184.50/186.50  205.50/207.50  227.00/229.00 254.00/256.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.91%    3.90%    3.89%      3.90%     3.91%   3.91%
 1100   3.94%    3.92%    3.90%      3.91%     3.92%   3.94%
 1200   3.87%    3.88%    3.87%      3.89%     3.91%   3.93%
 1300   3.91%    3.90%    3.89%      3.90%     3.92%   3.93%
 1400   3.86%    3.87%    3.87%      3.89%     3.91%   3.93%
 1500   3.86%    3.87%    3.85%      3.87%     3.89%   3.91%
 1600   3.88%    3.87%    3.86%      3.88%     3.89%   3.90%
 1715   3.91%    3.90%    3.88%      3.90%     3.91%   3.92%
                           (Closing May 17)
 1715   3.92%    3.91%    3.90%      3.91%     3.91%   3.92%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.92%    3.92%    3.93%      3.94%     3.99%   3.99%
 1100   3.95%    3.95%    3.96%      3.97%     4.01%   4.01%
 1200   3.94%    3.93%    3.94%      3.94%     3.99%   3.99%
 1300   3.94%    3.93%    3.93%      3.94%     3.99%   3.99%
 1400   3.94%    3.94%    3.94%      3.95%     3.99%   3.99%
 1500   3.92%    3.91%    3.92%      3.94%     3.98%   3.98%
 1600   3.91%    3.91%    3.92%      3.93%     3.98%   3.98%
 1715   3.93%    3.92%    3.93%      3.94%     3.98%   3.98%
                           (Closing May 17)
 1715   3.93%    3.92%    3.93%      3.94%     3.98%   3.98%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.0050/68.0150 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   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