April 25, 2018 / 4:46 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 25

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.74%          02.74%           02.74%
                              (Apr 24)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.75%          02.75%           02.75%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  25.00/27.00    46.50/48.50    69.50/71.50    92.00/94.00
 1100  24.75/26.75    46.00/48.00    68.75/70.75    90.75/92.75
 1200  24.50/26.50    45.50/47.50    68.00/70.00    90.00/92.00
 1300  24.50/26.50    45.50/47.50    67.75/69.75    89.50/91.50
 1400  24.50/26.50    45.50/47.50    67.75/69.75    89.75/91.75
 1500  24.25/26.25    44.25/46.25    65.75/67.75    87.50/89.50
 1600  24.00/26.00    44.50/46.50    66.50/68.50    88.00/90.00
 1715  24.25/26.25    44.50/46.50    66.50/68.50    88.50/90.50
                         (Closing Apr 24)
 1715  25.50/27.50    46.75/48.75    69.50/71.50    91.50/93.50
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  113.00/115.00 137.50/139.50  159.75/161.75 182.50/184.50
 1100  111.50/113.50 136.00/138.00  158.00/160.00 180.50/182.50
 1200  110.50/112.50 135.00/137.00  157.00/159.00 179.50/181.50
 1300  110.00/112.00 134.00/136.00  156.00/158.00 178.50/180.50
 1400  110.25/112.25 134.00/136.00  155.75/157.75 178.25/180.25
 1500  107.50/109.50 131.50/133.50  153.25/155.25 175.50/177.50
 1600  108.00/110.00 131.75/133.75  153.50/155.50 175.75/177.75
 1715  109.00/111.00 132.50/134.50  154.00/156.00 176.00/178.00
                         (Closing Apr 24)
 1715  112.00/114.00 136.00/138.00  158.50/160.50 180.75/182.75
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  204.25/206.25 224.00/226.00  244.50/246.50 270.00/272.00
 1100  202.25/204.25 222.00/224.00  242.50/244.50 268.00/270.00
 1200  201.00/203.00 220.50/222.50  241.00/243.00 266.50/268.50
 1300  200.00/202.00 219.50/221.50  240.00/242.00 265.00/267.00
 1400  199.50/201.50 219.50/221.50  240.00/242.00 265.50/267.50
 1500  196.75/198.75 216.25/218.25  236.50/238.50 261.50/263.50
 1600  197.00/199.00 216.50/218.50  237.00/239.00 262.00/264.00
 1715  197.50/199.50 217.00/219.00  237.50/239.50 262.50/264.50
                         (Closing Apr 24)
 1715  202.25/204.25 222.00/224.00 242.50/244.50   00.25/01.25
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.19%    4.13%    4.06%      4.04%     4.05%   4.05%
 1100   4.15%    4.08%    4.02%      3.99%     4.00%   4.01%
 1200   4.10%    4.04%    3.97%      3.95%     3.96%   3.98%
 1300   4.10%    4.04%    3.96%      3.93%     3.94%   3.95%
 1400   4.10%    4.03%    3.96%      3.94%     3.95%   3.95%
 1500   4.06%    3.93%    3.84%      3.84%     3.85%   3.87%
 1600   4.02%    3.95%    3.88%      3.86%     3.87%   3.88%
 1715   4.05%    3.94%    3.88%      3.88%     3.90%   3.89%
                         (Closing Apr 24)
 1715   4.16%    4.11%    4.05%      4.01%     4.01%   4.01%   
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.06%    4.05%    4.03%      4.01%     4.00%   4.03%
 1100   4.01%    4.01%    3.99%      3.98%     3.97%   4.00%
 1200   3.98%    3.98%    3.96%      3.95%     3.94%   3.98%
 1300   3.96%    3.96%    3.94%      3.93%     3.92%   3.95%
 1400   3.95%    3.95%    3.93%      3.93%     3.92%   3.96%
 1500   3.89%    3.89%    3.88%      3.87%     3.86%   3.90%
 1600   3.89%    3.89%    3.88%      3.87%     3.87%   3.91%
 1715   3.90%    3.89%    3.88%      3.87%     3.87%   3.91%
                         (Closing Apr 24) 
 1715   4.02%    4.01%    3.99%      3.98%     3.97%   4.00%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.9000/66.9100 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