October 1, 2019 / 4:46 AM / 13 days ago

India fwd/annualised dlr premia-Oct 1

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.75/03.75     00.50/02.50       00.25/01.25
               01.29%          01.29%            01.29%
                             (Sep 30)          
1000        00.75/03.75     00.25/01.25       00.50/02.50
               01.29%          01.29%            01.29%
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   19.75/21.25    41.00/43.00    64.75/66.75   93.50/95.50
 1100   19.00/20.50    40.00/42.00    63.75/65.75   92.25/94.25
                        (Closing Sep 30)
 1715   20.50/22.00    42.00/44.00    66.00/68.00   95.00/97.00
-----------------------------------------------------------------
 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000  117.25/119.25 143.50/145.50  177.50/179.50  200.50/202.50
 1100  116.00/118.00 142.00/144.00  176.00/178.00  199.00/201.00
                        (Closing Sep 30)
 1715  119.00/121.00 145.50/147.50  179.50/181.50  202.50/204.50
-----------------------------------------------------------------    
 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000 226.00/228.00  251.50/253.50  277.00/279.00  301.00/303.00
 1100 224.50/226.50  250.00/252.00  275.50/277.50  299.50/301.50
                        (Closing Sep 30)
 1715 228.00/230.00  253.50/255.50  279.00/281.00  303.00/305.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.90%    3.86%    3.91%       4.10%     4.15%   4.23%
 1100   3.77%    3.78%    3.86%       4.05%     4.11%   4.19%
                        (Closing Sep 30)
 1715   3.90%    3.88%    3.91%       4.13%     4.18%   4.22%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.40%    4.36%    4.34%       4.34%     4.32%   4.30%
 1100   4.36%    4.33%    4.31%       4.31%     4.29%   4.28%
                        (Closing Sep 30)
 1715   4.42%    4.38%    4.35%       4.35%     4.33%   4.31%
-----------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.7650/70.7750 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, 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