January 10, 2019 / 4:38 AM / in a month

RPT-India fwd/annualised dlr premia-(close)-Jan 10

             Cash Spot        Cash Tom          Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000        02.00/04.75      00.50/01.25       01.50/03.50
               02.59%          02.59%             02.59%             
                              (Jan 9)           
1000        01.00/02.50      00.50/01.25       00.50/01.25
               02.59%          02.59%             02.59%             
----------------------------------------------------------------
 TIME       JAN           FEB             MAR          APR
----------------------------------------------------------------
 1000   12.50/14.00    33.75/35.75    55.75/57.75   85.25/87.25
 1100   12.25/14.25    33.75/35.75    56.00/58.00   85.75/87.75
 1200   12.25/14.25    34.00/36.00    56.25/58.25   86.00/88.00
 1300   12.50/14.00    34.00/36.00    56.00/58.00   85.75/87.75
 1400   12.25/14.25    34.00/36.00    56.25/58.25   86.00/88.00
 1500   12.50/14.50    34.00/36.00    56.25/58.25   86.00/88.00
 1600   12.50/14.00    33.75/35.75    55.75/57.75   85.50/87.50
 1715   12.50/14.00    34.00/36.00    56.00/58.00   85.50/87.50
                       (Closing Jan 9)
 1715   14.75/16.25    36.00/38.00    58.00/60.00   87.25/89.25
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  108.75/110.75  130.25/132.25 155.75/157.75  178.50/180.50
 1100  109.50/111.50  131.00/133.00 156.50/158.50  179.50/181.50
 1200  109.75/111.75  131.50/133.50 157.00/159.00  180.00/182.00
 1300  109.50/111.50  131.25/133.25 156.75/158.75  179.50/181.50
 1400  109.50/111.50  131.00/133.00 156.50/158.50  179.00/181.00
 1500  109.75/111.75  131.50/133.50 157.00/159.00  179.50/181.50
 1600  109.00/111.00  130.50/132.50 156.00/158.00  178.75/180.75
 1715  109.00/111.00  130.50/132.50 156.00/158.00  178.50/180.50
                       (Closing Jan 9)
 1715  110.75/112.75  132.25/134.25 157.75/159.75  180.50/182.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000 202.00/204.00  225.50/227.50  247.50/249.50  271.50/273.50
 1100 203.00/205.00  226.50/228.50  248.50/250.50  272.50/274.50
 1200 203.50/205.50  227.00/229.00  249.00/251.00  273.00/275.00
 1300 203.00/205.00  226.50/228.50  248.50/250.50  272.50/274.50
 1400 202.25/204.25  225.50/227.50  247.50/249.50  271.50/273.50
 1500 203.00/205.00  226.50/228.50  248.50/250.50  272.50/274.50
 1600 202.00/204.00  225.50/227.50  247.50/249.50  271.50/273.50
 1715 201.75/203.75  225.00/227.00  247.00/249.00  271.00/273.00
                        (Closing Jan 9)
 1715 204.00/206.00  227.50/229.50  249.50/251.50  273.50/275.50
---------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.01%    3.99%    4.13%      4.18%     4.14%   4.11%
 1100   4.00%    3.99%    4.14%      4.20%     4.15%   4.12%
 1200   4.03%    4.01%    4.16%      4.22%     4.17%   4.14%
 1300   4.03%    4.00%    4.14%      4.20%     4.16%   4.13%
 1400   4.03%    4.01%    4.16%      4.21%     4.16%   4.13%
 1500   4.05%    4.01%    4.15%      4.21%     4.17%   4.14%
 1600   4.00%    3.98%    4.12%      4.19%     4.14%   4.11%
 1715   4.03%    4.01%    4.14%      4.19%     4.14%   4.12%
                       (Closing Jan 9)
 1715   4.00%    3.98%    4.08%      4.17%     4.12%   4.10%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.09%    4.07%    4.06%      4.04%     4.03%   4.01%
 1100   4.10%    4.08%    4.06%      4.05%     4.04%   4.02%
 1200   4.12%    4.10%    4.08%      4.06%     4.05%   4.04%
 1300   4.11%    4.08%    4.07%      4.05%     4.04%   4.03%
 1400   4.10%    4.07%    4.05%      4.04%     4.03%   4.02%
 1500   4.11%    4.08%    4.07%      4.05%     4.04%   4.03%
 1600   4.09%    4.06%    4.05%      4.03%     4.02%   4.01%
 1715   4.10%    4.07%    4.05%      4.03%     4.02%   4.01%
                       (Closing Jan 9)
 1715   4.08%    4.06%    4.05%      4.03%     4.02%   4.01%
---------------------------------------------------------------
        (CONVERSION RATE - $1 = 70.4125/70.4225 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   rom 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