December 19, 2017 / 4:47 AM / in a year

RPT-India fwd/annualised dlr premia-(close)-Dec 19

              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%
                              (Dec 18)            
 1000        01.00/02.50      00.50/01.25       00.50/01.25
                02.84%           02.84%            02.84%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  04.50/06.00   25.25/27.25    47.00/49.00    69.50/71.50
 1100  05.00/06.50   25.75/27.75    47.25/49.25    69.50/71.50
 1200  04.50/06.00   25.50/27.50    47.00/49.00    69.50/71.50
 1300  04.75/06.25   25.50/27.50    46.75/48.75    69.00/71.00
 1400  04.50/06.00   25.50/27.50    47.00/49.00    69.50/71.50
 1500  04.50/06.00   25.50/27.50    47.00/49.00    69.50/71.50
 1600  04.75/06.25   25.75/27.75    47.00/49.00    69.50/71.50
 1715  04.50/06.00   25.50/27.50    47.00/49.00    69.50/71.50
                         (Closing Dec 18)
 1715  05.50/07.00   26.25/28.25    48.00/50.00    70.50/72.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  99.00/101.00 125.00/127.00  147.00/149.00 171.00/173.00   
 1100  99.00/101.00 125.00/127.00  147.00/149.00 171.00/173.00
 1200  99.00/101.00 125.00/127.00  147.00/149.00 171.00/173.00
 1300  98.50/100.50 124.50/126.50  146.50/148.50 170.50/172.50
 1400  99.00/101.00 125.00/127.00  147.00/149.00 171.00/173.00
 1500  99.00/101.00 125.00/127.00  147.00/149.00 171.00/173.00
 1600  99.00/101.00 125.00/127.00  147.00/149.00 171.00/173.00
 1715  99.00/101.00 125.00/127.00  147.00/149.00 170.75/172.75
                         (Closing Dec 18)
 1715 100.00/102.00 126.00/128.00  148.00/150.00 172.00/174.00
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  194.00/196.00  215.50/217.50 240.00/242.00 262.50/264.50
 1100  194.50/196.50  215.50/217.50 240.00/242.00 262.50/264.50
 1200  194.00/196.00  215.50/217.50 240.00/242.00 262.50/264.50
 1300  194.00/196.00  215.00/217.00 239.50/241.50 262.00/264.00
 1400  194.00/196.00  215.50/217.50 240.00/242.00 262.50/264.50
 1500  194.00/196.00  215.50/217.50 240.00/242.00 262.50/264.50
 1600  194.50/196.50  216.00/218.00 240.50/242.50 263.00/265.00
 1715  193.75/195.75  215.00/217.00 239.50/241.50 262.00/264.00
                         (Closing Dec 18)
 1715  195.00/197.00  216.50/218.50 241.00/243.00 263.50/265.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.65%    3.91%    4.10%      4.44%     4.46%   4.44% 
 1100   3.74%    3.93%    4.10%      4.44%     4.46%   4.44%
 1200   3.68%    3.91%    4.10%      4.45%     4.46%   4.44%
 1300   3.69%    3.89%    4.07%      4.42%     4.44%   4.42%
 1400   3.69%    3.92%    4.11%      4.45%     4.47%   4.44%
 1500   3.69%    3.92%    4.11%      4.45%     4.47%   4.45%
 1600   3.73%    3.92%    4.11%      4.45%     4.46%   4.44%
 1715   3.69%    3.92%    4.11%      4.45%     4.47%   4.45%
                         (Closing Dec 18)
 1715   3.71%    3.92%    4.11%      4.42%     4.46%   4.44%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.41%    4.39%    4.38%      4.37%     4.36%   4.35%
 1100   4.41%    4.40%    4.39%      4.37%     4.36%   4.34%
 1200   4.41%    4.39%    4.39%      4.37%     4.36%   4.35%
 1300   4.40%    4.39%    4.38%      4.36%     4.35%   4.34%
 1400   4.42%    4.40%    4.39%      4.38%     4.37%   4.35%
 1500   4.42%    4.40%    4.39%      4.38%     4.37%   4.35%
 1600   4.42%    4.40%    4.40%      4.39%     4.37%   4.36%
 1715   4.42%    4.39%    4.38%      4.37%     4.36%   4.35%
                         (Closing Dec 18) 
 1715   4.42%    4.39%    4.38%      4.37%     4.36%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0250/64.0350 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   
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