August 22, 2017 / 4:42 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Aug 22

 
              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
                02.85%           02.85%           02.85%
                                (Aug 21)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25
                02.85%           02.85%           02.85%
---------------------------------------------------------------
 TIME      AUG           SEP            OCT           NOV
---------------------------------------------------------------
 1000  04.75/06.25    27.50/29.50   52.50/54.50   76.25/78.25
 1100  04.50/06.00    27.50/29.50   52.50/54.50   76.00/78.00
 1200  04.50/06.00    27.50/29.50   52.50/54.50   76.00/78.00
 1300  05.00/06.00    28.00/29.50   52.75/54.75   76.25/78.25
 1400  04.75/06.25    27.50/29.50   52.75/54.75   76.25/78.25
 1500  05.00/06.00    27.75/29.75   52.75/54.75   76.25/78.25
 1600  05.00/06.00    27.75/29.75   52.50/54.50   76.00/78.00
 1715  05.00/06.00    28.00/29.50   53.00/55.00   76.50/78.50
                       (Closing Aug 21)
 1715  05.50/06.50    28.50/30.50   53.50/55.50   77.00/79.00
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000   99.00/101.00  125.00/127.00  146.50/148.50 168.00/170.00
 1100   98.75/100.75  124.25/126.25  145.75/147.75 167.25/169.25
 1200   98.75/100.75  124.25/126.25  145.50/147.50 167.00/169.00
 1300   99.00/101.00  124.50/126.50  146.00/148.00 167.50/169.50
 1400   98.75/100.75  124.00/126.00  145.25/147.25 166.50/168.50
 1500   99.00/101.00  124.50/126.50  145.75/147.75 167.25/169.25
 1600   98.75/100.75  124.25/126.25  145.50/147.50 167.00/169.00
 1715   99.25/101.25  125.00/127.00  146.50/148.50 168.00/170.00
                       (Closing Aug 21)
 1715   99.75/101.75  125.50/127.50  147.00/149.00 168.50/170.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL 
----------------------------------------------------------------
 1000 192.00/194.00  217.00/219.00  237.75/239.75  260.50/262.50
 1100 191.00/193.00  216.00/218.00  236.75/238.75  259.50/261.50
 1200 191.00/193.00  216.00/218.00  236.75/238.75  259.50/261.50
 1300 191.50/193.50  216.50/218.50  237.25/239.25  260.00/262.00
 1400 190.25/192.25  215.00/217.00  235.75/237.75  258.50/260.50
 1500 191.25/193.25  216.00/218.00  236.75/238.75  259.50/261.50
 1600 191.00/193.00  216.00/218.00  236.75/238.75  259.50/261.50
 1715 192.00/194.00  217.00/219.00  237.75/239.75  260.50/262.50
                       (Closing Aug 21) 
 1715 192.50/194.50  217.50/219.50  238.25/240.25  261.00/263.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.51%    4.49%    4.49%      4.49%     4.49%   4.47%
 1100   4.50%    4.48%    4.47%      4.47%     4.46%   4.44%
 1200   4.50%    4.48%    4.47%      4.47%     4.46%   4.44%
 1300   4.54%    4.51%    4.49%      4.48%     4.47%   4.45%
 1400   4.51%    4.50%    4.49%      4.47%     4.45%   4.43% 
 1500   4.54%    4.51%    4.49%      4.48%     4.47%   4.45% 
 1600   4.54%    4.49%    4.47%      4.47%     4.46%   4.44%
 1715   4.55%    4.53%    4.51%      4.50%     4.49%   4.47%
                       (Closing Aug 21) 
 1715   4.53%    4.50%    4.49%      4.48%     4.47%   4.46%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.46%    4.47%    4.44%      4.41%     4.37%   4.34%
 1100   4.43%    4.44%    4.42%      4.38%     4.36%   4.32%
 1200   4.43%    4.44%    4.42%      4.38%     4.36%   4.32%
 1300   4.44%    4.45%    4.43%      4.39%     4.36%   4.33%
 1400   4.41%    4.42%    4.40%      4.36%     4.34%   4.31% 
 1500   4.44%    4.45%    4.42%      4.38%     4.36%   4.32% 
 1600   4.43%    4.44%    4.42%      4.38%     4.35%   4.32%
 1715   4.46%    4.47%    4.44%      4.40%     4.37%   4.34%
                       (Closing Aug 21) 
 1715   4.45%    4.46%    4.43%      4.40%     4.37%   4.33%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0950/64.1050 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, 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

Our Standards:The Thomson Reuters Trust Principles.
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