December 22, 2017 / 4:52 AM / a month ago

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

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000        02.25/04.50      01.75/03.25       00.50/01.25
                02.57%           02.49%            02.85%
                              (Dec 21)            
 1000        02.25/04.50      00.50/01.25       01.75/03.25
                02.56%           02.85%            02.49%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  01.00/02.00   20.75/22.75    41.75/43.75    63.75/65.75
 1100  00.75/01.75   20.50/22.50    41.50/43.50    63.75/65.75
 1200  01.00/02.00   21.00/23.00    42.00/44.00    63.75/65.75
 1300  00.75/01.75   20.50/22.50    41.50/43.50    63.50/65.50
 1400  00.75/01.75   20.75/22.75    41.75/43.75    63.75/65.75
 1500  00.50/02.00   21.00/23.00    42.00/44.00    63.75/65.75
 1600  00.75/01.75   20.50/22.50    41.50/43.50    63.50/65.50
 1715  00.75/01.75   20.50/22.50    41.50/43.50    63.50/65.50
                         (Closing Dec 21)
 1715  01.50/02.50   21.25/23.25    42.25/44.25    64.50/66.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  92.50/94.50  117.75/119.75  139.25/141.25 162.75/164.75
 1100  92.75/94.75  117.75/119.75  139.25/141.25 162.75/164.75
 1200  92.75/94.75  118.00/120.00  139.50/141.50 163.00/165.00
 1300  92.25/94.25  117.25/119.25  138.50/140.50 162.00/164.00
 1400  92.50/94.50  117.75/119.75  139.00/141.00 162.50/164.50
 1500  92.50/94.50  117.50/119.50  138.75/140.75 162.25/164.25
 1600  92.00/94.00  117.00/119.00  138.25/140.25 161.75/163.75
 1715  92.00/94.00  117.00/119.00  138.25/140.25 161.75/163.75
                         (Closing Dec 21)
 1715  93.00/95.00  118.25/120.25  139.75/141.75 163.25/165.25
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  185.75/187.75  206.75/208.75 231.25/233.25 253.50/255.50
 1100  185.50/187.50  206.75/208.75 231.25/233.25 253.50/255.50
 1200  186.00/188.00  207.25/209.25 231.75/233.75 254.00/256.00
 1300  184.75/186.75  205.75/207.75 230.25/232.25 252.50/254.50
 1400  185.25/187.25  206.25/208.25 230.75/232.75 253.00/255.00
 1500  185.00/187.00  206.25/208.25 230.75/232.75 253.00/255.00
 1600  184.50/186.50  205.50/207.50 229.75/231.75 252.00/254.00
 1715  184.50/186.50  205.50/207.50 229.75/231.75 252.00/254.00
                         (Closing Dec 21)
 1715  186.00/188.00  207.25/209.25 231.75/233.75 254.00/256.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.55%    3.86%    4.05%      4.40%     4.37%   4.35%
 1100   3.50%    3.84%    4.05%      4.42%     4.37%   4.35%
 1200   3.59%    3.88%    4.05%      4.42%     4.38%   4.35%
 1300   3.50%    3.84%    4.03%      4.39%     4.35%   4.32%
 1400   3.54%    3.86%    4.05%      4.40%     4.37%   4.34%
 1500   3.58%    3.88%    4.05%      4.40%     4.36%   4.33%
 1600   3.50%    3.84%    4.03%      4.38%     4.34%   4.31%
 1715   3.50%    3.84%    4.03%      4.38%     4.34%   4.31%
                         (Closing Dec 21)
 1715   3.52%    3.84%    4.05%      4.38%     4.36%   4.34%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.32%    4.31%    4.31%      4.30%     4.29%   4.28%
 1100   4.32%    4.31%    4.31%      4.30%     4.29%   4.28%
 1200   4.33%    4.32%    4.32%      4.31%     4.30%   4.29%
 1300   4.30%    4.29%    4.28%      4.28%     4.27%   4.26%
 1400   4.32%    4.30%    4.29%      4.29%     4.28%   4.27%
 1500   4.31%    4.29%    4.29%      4.29%     4.28%   4.27%
 1600   4.30%    4.28%    4.28%      4.27%     4.27%   4.26%
 1715   4.30%    4.28%    4.28%      4.27%     4.27%   4.26%
                         (Closing Dec 21) 
 1715   4.32%    4.30%    4.30%      4.29%     4.29%   4.28%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0450/64.0550 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