October 11, 2019 / 4:42 AM / 8 days ago

India fwd/annualised dlr premia-Oct 11

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.50/03.50     01.50/03.50           N/A    
               01.93%          01.93%             N/A  
                             (Oct 10)          
1000        01.75/04.75     00.25/01.25       01.50/03.50
               01.80%          01.28%            01.93%
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   10.00/11.50    31.00/33.00    54.50/56.50   80.25/82.25
 1100   09.75/11.75    30.50/32.50    54.00/56.00   79.50/81.50
                        (Closing Oct 10)
 1715   10.00/12.00    31.25/33.25    55.00/57.00   80.75/82.75
-----------------------------------------------------------------
 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000  102.50/104.50 128.00/130.00  161.00/163.00  183.50/185.50
 1100  101.50/103.50 127.00/129.00  159.50/161.50  182.00/184.00
                        (Closing Oct 10)
 1715  103.00/105.00 128.50/130.50  161.50/163.50  184.00/186.00
-----------------------------------------------------------------    
 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000 208.00/210.00  232.50/234.50  257.00/259.00  280.50/282.50
 1100 206.50/208.50  231.00/233.00  255.50/257.50  279.00/281.00
                        (Closing Oct 10)
 1715 208.50/210.50  233.00/235.00  257.50/259.50  281.00/283.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.61%    3.69%    3.80%       3.90%     3.94%   4.09%
 1100   3.56%    3.65%    3.76%       3.86%     3.90%   4.05%
                        (Closing Oct 10)
 1715   3.64%    3.72%    3.82%       3.91%     3.95%   4.10%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.20%    4.17%    4.16%       4.14%     4.13%   4.13%
 1100   4.15%    4.13%    4.12%       4.12%     4.10%   4.10%
                        (Closing Oct 10)
 1715   4.20%    4.17%    4.16%       4.14%     4.13%   4.13%
-----------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.9950/71.0050 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, 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