January 31, 2018 / 4:42 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 31

              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
                02.86%          02.86%           02.86%
                              (Jan 30)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.87%          02.87%           02.87%
--------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  19.00/20.50    41.25/43.25    69.50/71.50  95.75/97.75
 1100  19.00/20.50    41.25/43.25    69.50/71.50  95.75/97.75
 1200  19.00/20.50    41.25/43.25    69.50/71.50  95.75/97.75
 1300  19.00/21.00    41.25/43.25    69.50/71.50  95.50/97.50
 1400  19.00/21.00    41.25/43.25    69.50/71.50  95.50/97.50
 1500  19.00/20.50    41.25/43.25    69.50/71.50  95.50/97.50
 1600  19.25/20.75    41.50/43.50    69.75/71.75  96.00/98.00
 1715  19.25/20.75    41.50/43.50    69.75/71.75  96.00/98.00
                        (Closing Jan 30)
 1715  19.25/21.25    41.50/43.50    69.75/71.75  95.75/97.75
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 118.00/120.00  141.50/143.50 164.25/166.25 185.50/187.50
 1100 118.00/120.00  141.75/143.75 164.50/166.50 185.75/187.75
 1200 118.00/120.00  141.50/143.50 164.25/166.25 185.50/187.50
 1300 117.50/119.50  141.50/143.50 164.50/166.50 185.75/187.75
 1400 117.50/119.50  141.50/143.50 164.50/166.50 185.75/187.75
 1500 117.75/119.75  141.25/143.25 164.00/166.00 185.25/187.25
 1600 118.25/120.25  141.75/143.75 164.50/166.50 185.75/187.75
 1715 118.00/120.00  141.50/143.50 164.25/166.25 185.50/187.50
                        (Closing Jan 30)
 1715 118.00/120.00  141.50/143.50 164.00/166.00 185.25/187.25
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  210.50/212.50 233.00/235.00 256.00/258.00  278.00/280.00
 1100  210.75/212.75 233.25/235.25 256.50/258.50  278.50/280.50
 1200  210.50/212.50 233.00/235.00 256.00/258.00  278.00/280.00
 1300  210.50/212.50 233.00/235.00 256.00/258.00  278.00/280.00
 1400  210.50/212.50 233.00/235.00 256.00/258.00  278.00/280.00
 1500  210.00/212.00 232.50/234.50 255.50/257.50  277.50/279.50
 1600  210.75/212.75 233.25/235.25 256.25/258.25  278.50/280.50
 1715  210.50/212.50 233.00/235.00 256.00/258.00  278.00/280.00
                        (Closing Jan 30)
 1715  210.00/212.00 232.50/234.50 255.50/257.50  277.50/279.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.39%    4.56%    4.79%      4.69%     4.63%   4.56%
 1100   4.39%    4.56%    4.79%      4.69%     4.63%   4.57%
 1200   4.39%    4.56%    4.79%      4.69%     4.63%   4.56%
 1300   4.43%    4.56%    4.79%      4.68%     4.61%   4.56%
 1400   4.43%    4.56%    4.79%      4.68%     4.62%   4.56%
 1500   4.40%    4.56%    4.79%      4.68%     4.62%   4.55%
 1600   4.44%    4.59%    4.81%      4.70%     4.64%   4.57%
 1715   4.45%    4.59%    4.81%      4.71%     4.64%   4.57%
                        (Closing Jan 30)
 1715   4.31%    4.52%    4.75%      4.66%     4.61%   4.54%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.51%    4.49%    4.47%      4.45%     4.43%   4.40%
 1100   4.51%    4.49%    4.48%      4.46%     4.44%   4.41%
 1200   4.51%    4.49%    4.47%      4.45%     4.44%   4.40%
 1300   4.51%    4.49%    4.47%      4.45%     4.44%   4.40%
 1400   4.52%    4.49%    4.47%      4.45%     4.44%   4.40%
 1500   4.50%    4.48%    4.46%      4.45%     4.43%   4.39%
 1600   4.52%    4.50%    4.48%      4.46%     4.44%   4.41%
 1715   4.51%    4.50%    4.48%      4.46%     4.44%   4.41%
                        (Closing Jan 30) 
 1715   4.49%    4.47%    4.45%      4.44%     4.42%   4.39%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.5800/63.5900 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