August 5, 2019 / 4:36 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 5

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.50/02.00     00.25/01.00       00.25/01.00
               01.29%         01.29%             01.29%
                            (Aug 2)          
1000        01.00/03.25     00.75/02.25       00.25/01.00
               01.32%         01.32%             01.32%
----------------------------------------------------------------
 TIME       AUG           SEP           OCT           NOV
----------------------------------------------------------------
 1000   17.50/19.50    41.50/43.50    68.00/70.00   91.00/93.00
 1100   18.00/20.00    42.50/44.50    69.50/71.50   92.00/94.00
 1200   17.50/19.00    42.00/44.00    68.50/70.50   91.00/93.00
 1300   17.50/19.50    42.00/44.00    68.00/70.00   90.50/92.50
 1400   17.50/19.00    41.50/43.50    68.00/70.00   90.50/92.50
 1500   17.50/19.00    42.00/44.00    68.50/70.50   91.00/93.00
 1600   17.00/19.00    41.50/43.50    67.50/69.50   90.50/92.50
 1715   17.50/19.00    41.50/43.50    67.50/69.50   90.00/92.00
                        (Closing Aug 2) 
 1715   16.25/18.25    39.50/41.50    65.25/67.25   87.75/89.75
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000  117.00/119.00 143.00/145.00  166.00/168.00  192.00/194.00
 1100  117.50/119.50 143.50/145.50  166.50/168.50  192.50/194.50
 1200  116.50/118.50 142.50/144.50  165.50/167.50  191.00/193.00
 1300  116.00/118.00 142.00/144.00  165.00/167.00  190.50/192.50
 1400  116.00/118.00 142.00/144.00  165.00/167.00  191.00/193.00
 1500  116.50/118.50 142.50/144.50  165.50/167.50  191.50/193.50
 1600  115.50/117.50 141.50/143.50  164.00/166.00  189.50/191.50
 1715  115.50/117.50 141.00/143.00  164.00/166.00  189.50/191.50
                        (Closing Aug 2) 
 1715  113.50/115.50 139.00/141.00  161.50/163.50  186.50/188.50
----------------------------------------------------------------
 TIME       APR           MAY           JUN           JUL
----------------------------------------------------------------
 1000 225.00/227.00  248.00/250.00  274.00/276.00  299.00/301.00
 1100 225.50/227.50  248.50/250.50  274.50/276.50  300.00/302.00
 1200 223.50/225.50  246.50/248.50  272.50/274.50  297.50/299.50
 1300 223.00/225.00  246.00/248.00  272.00/274.00  297.00/299.00
 1400 224.00/226.00  247.00/249.00  273.00/275.00  298.00/300.00
 1500 224.50/226.50  247.50/249.50  273.50/275.50  298.50/300.50
 1600 222.00/224.00  245.00/247.00  271.00/273.00  296.00/298.00
 1715 222.00/224.00  244.50/246.50  270.50/272.50  295.50/297.50
                        (Closing Aug 2) 
 1715 218.50/220.50  241.50/243.50  267.00/269.00  291.50/293.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.12%    4.12%    4.20%       4.18%     4.19%   4.22%
 1100   4.22%    4.21%    4.27%       4.22%     4.21%   4.23%
 1200   4.12%    4.16%    4.22%       4.18%     4.18%   4.21%
 1300   4.15%    4.16%    4.20%       4.16%     4.17%   4.20%
 1400   4.09%    4.12%    4.19%       4.16%     4.16%   4.19%
 1500   4.12%    4.16%    4.22%       4.18%     4.18%   4.20%
 1600   4.06%    4.11%    4.17%       4.15%     4.14%   4.17%
 1715   4.08%    4.09%    4.15%       4.12%     4.12%   4.14%
                        (Closing Aug 2) 
 1715   3.81%    3.92%    4.04%       4.06%     4.09%   4.13%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.22%    4.26%    4.38%       4.35%     4.34%   4.34%
 1100   4.23%    4.27%    4.39%       4.36%     4.35%   4.35%
 1200   4.21%    4.24%    4.35%       4.33%     4.32%   4.32%
 1300   4.20%    4.24%    4.35%       4.33%     4.32%   4.32%
 1400   4.20%    4.24%    4.36%       4.34%     4.33%   4.33%
 1500   4.21%    4.25%    4.37%       4.34%     4.33%   4.33%
 1600   4.17%    4.20%    4.32%       4.30%     4.29%   4.30%
 1715   4.15%    4.19%    4.30%       4.28%     4.27%   4.27%
                        (Closing Aug 2)
 1715   4.14%    4.17%    4.29%       4.28%     4.27%   4.27%
-------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.7400/70.7500 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