October 7, 2019 / 4:43 AM / 2 months ago

India fwd/annualised dlr premia-Oct 7

            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
               01.28%          01.28%            01.28%
                             (Oct 4)          
1000        01.50/05.00     01.00/03.00       00.50/02.00
               01.55%          01.72%            01.29%
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   13.75/15.75    34.50/36.50    57.50/59.50   83.50/85.50
 1100   13.50/15.50    34.25/36.25    57.50/59.50   83.50/85.50
                        (Closing Oct 4)
 1715   15.00/17.00    36.00/38.00    59.50/61.50   85.50/87.50
-----------------------------------------------------------------
 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000  106.25/108.25 132.50/134.50  167.00/169.00  190.00/192.00
 1100  106.50/108.50 132.50/134.50  166.50/168.50  189.50/191.50
                        (Closing Oct 4)
 1715  108.50/110.50 135.00/137.00  170.00/172.00  193.50/195.50
-----------------------------------------------------------------    
 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000 215.25/217.25  240.75/242.75  266.00/268.00  290.50/292.50
 1100 215.00/217.00  240.00/242.00  265.00/267.00  289.00/291.00
                        (Closing Oct 4)
 1715 219.00/221.00  244.50/246.50  270.00/272.00  294.50/296.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.63%    3.66%    3.74%       3.87%     3.93%   4.10%
 1100   3.60%    3.65%    3.74%       3.88%     3.94%   4.10%
                        (Closing Oct 4)
 1715   3.74%    3.74%    3.81%       3.93%     3.99%   4.12%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.24%    4.22%    4.21%       4.22%     4.21%   4.21%
 1100   4.24%    4.22%    4.21%       4.21%     4.19%   4.19%
                        (Closing Oct 4)
 1715   4.31%    4.29%    4.28%       4.28%     4.27%   4.26%
-----------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.9600/70.9700 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