January 8, 2020 / 4:43 AM / 11 days ago

RPT-India fwd/annualised dlr premia-(close)-Jan 8

             Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         00.50/02.50      00.25/01.25       00.25/01.25     
                01.27%           01.27%            01.27%
                               (Jan 7)
1000         00.50/02.50      00.25/01.25       00.25/01.25     
                01.27%           01.27%            01.27%
-----------------------------------------------------------------
 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   13.50/15.00    33.50/35.50    58.00/60.00   94.50/96.50
 1100   13.50/15.00    33.50/35.50    57.50/59.50   93.50/95.50
 1200   13.25/15.25    33.25/35.25    57.50/59.50   93.50/95.50
 1300   13.25/15.25    33.25/35.25    57.50/59.50   93.50/95.50
 1400   13.25/15.25    33.25/35.25    57.50/59.50   93.50/95.50
 1500   13.25/15.25    33.25/35.25    57.25/59.25   93.00/95.00
 1600   13.25/15.25    33.25/35.25    57.25/59.25   93.00/95.00
 1715   13.75/15.75    33.75/35.75    57.75/59.75   93.50/95.50
                       (Closing Jan 7) 
 1715   14.25/16.25    34.25/36.25    58.75/60.75   95.75/97.75
-----------------------------------------------------------------
 TIME       MAY            JUN            JUL           AUG
-----------------------------------------------------------------
 1000  117.00/119.00 142.00/144.00  168.50/170.50  193.00/195.00
 1100  116.00/118.00 141.00/143.00  167.50/169.50  192.00/194.00
 1200  116.00/118.00 141.00/143.00  167.50/169.50  192.25/194.25
 1300  116.00/118.00 141.00/143.00  167.50/169.50  192.50/194.50
 1400  116.00/118.00 141.00/143.00  167.25/169.25  192.00/194.00
 1500  115.50/117.50 140.50/142.50  167.00/169.00  192.00/194.00
 1600  115.50/117.50 140.50/142.50  167.00/169.00  192.00/194.00
 1715  116.25/118.25 141.25/143.25  167.50/169.50  192.50/194.50
                       (Closing Jan 7)
 1715  118.25/120.25 143.50/145.50  170.00/172.00  194.50/196.50
-----------------------------------------------------------------    
 TIME      SEP            OCT            NOV            DEC
-----------------------------------------------------------------
 1000 217.50/219.50  243.00/245.00  266.50/268.50  294.00/296.00
 1100 216.50/218.50  241.50/243.50  265.00/267.00  292.50/294.50
 1200 216.75/218.75  242.25/244.25  265.50/267.50  293.00/295.00
 1300 217.00/219.00  242.50/244.50  266.00/268.00  293.50/295.50
 1400 216.50/218.50  241.50/243.50  264.75/266.75  292.50/294.50
 1500 216.50/218.50  241.50/243.50  264.75/266.75  292.50/294.50
 1600 216.50/218.50  241.50/243.50  264.75/266.75  292.50/294.50
 1715 217.00/219.00  242.00/244.00  265.25/267.25  293.00/295.00
                        (Closing Jan 7)
 1715 219.00/221.00  244.25/246.25  267.50/269.50  295.00/297.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.51%    3.63%    4.03%       4.32%     4.25%   4.22%
 1100   3.51%    3.61%    3.99%       4.28%     4.21%   4.19%
 1200   3.50%    3.60%    4.00%       4.28%     4.21%   4.19%
 1300   3.50%    3.60%    4.00%       4.28%     4.22%   4.20%
 1400   3.50%    3.60%    4.00%       4.28%     4.22%   4.19%
 1500   3.51%    3.60%    3.99%       4.27%     4.21%   4.19%
 1600   3.51%    3.61%    3.99%       4.28%     4.21%   4.19%
 1715   3.60%    3.65%    4.02%       4.30%     4.24%   4.22%
                       (Closing Jan 7)
 1715   3.56%    3.63%    3.96%       4.35%     4.28%   4.25%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.22%    4.20%    4.21%       4.22%     4.21%   4.20%
 1100   4.20%    4.18%    4.18%       4.19%     4.18%   4.18%
 1200   4.20%    4.18%    4.19%       4.20%     4.19%   4.19%
 1300   4.21%    4.19%    4.20%       4.21%     4.20%   4.20%
 1400   4.20%    4.18%    4.19%       4.19%     4.19%   4.18%
 1500   4.20%    4.19%    4.20%       4.20%     4.19%   4.19%
 1600   4.21%    4.19%    4.20%       4.21%     4.20%   4.20%
 1715   4.22%    4.21%    4.21%       4.22%     4.21%   4.20%
                       (Closing Jan 7)
 1715   4.25%    4.22%    4.23%       4.23%     4.22%   4.21%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.6900/71.7000 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, 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@refinitiv.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