July 2, 2018 / 4:54 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 2

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         01.50/03.50     00.50/01.25      01.00/02.25      
                02.67%          02.67%           02.67% 
                              (Jun 29)            
1000         02.00/04.00     01.50/03.00      00.50/01.00      
                02.66%          02.66%           02.66% 
---------------------------------------------------------------
 TIME       JUL           AUG            SEP            OCT 
---------------------------------------------------------------
 1000  20.50/22.00    44.75/46.75    68.00/70.00    95.75/97.75
 1100  20.50/22.00    45.00/47.00    68.25/70.25    95.75/97.75
 1200  20.50/22.00    45.25/47.25    68.50/70.50    96.25/98.25
 1300  20.75/22.25    45.50/47.50    69.00/71.00    96.75/98.75
 1400  20.50/22.50    45.75/47.75    69.00/71.00    96.75/98.75
 1500  20.75/22.25    45.50/47.50    69.00/71.00    96.75/98.75
 1600  20.50/22.50    46.00/48.00    69.25/71.25    96.75/98.75
 1715  20.75/22.75    46.25/48.25    69.75/71.75    97.50/99.50
                        (Closing Jun 29)
 1715  21.75/23.75    46.50/48.50    69.25/71.25    96.75/98.75
----------------------------------------------------------------
 TIME       NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000 120.25/122.25  145.50/147.50  169.00/171.00  192.00/194.00
 1100 120.25/122.25  145.50/147.50  169.00/171.00  192.00/194.00
 1200 120.75/122.75  146.00/148.00  169.75/171.75  192.75/194.75
 1300 121.25/123.25  146.50/148.50  170.25/172.25  193.25/195.25
 1400 121.25/123.25  146.50/148.50  170.25/172.25  193.25/195.25
 1500 121.25/123.25  146.50/148.50  170.25/172.25  193.25/195.25
 1600 121.50/123.50  146.75/148.75  170.50/172.50  193.50/195.50
 1715 122.50/124.50  148.00/150.00  172.00/174.00  195.00/197.00
                        (Closing Jun 29)
 1715 121.50/123.50  147.00/149.00  170.50/172.50  193.50/195.50
----------------------------------------------------------------
 TIME       MAR           APR             MAY           JUN
----------------------------------------------------------------
 1000 215.75/217.75  243.75/245.75  267.75/269.75  289.50/291.50
 1100 215.75/217.75  243.75/245.75  267.75/269.75  289.50/291.50
 1200 216.50/218.50  244.50/246.50  268.50/270.50  290.50/292.50
 1300 217.00/219.00  245.00/247.00  269.00/271.00  291.00/293.00
 1400 217.00/219.00  245.00/247.00  269.00/271.00  291.00/293.00
 1500 217.00/219.00  245.00/247.00  269.00/271.00  291.00/293.00
 1600 217.50/219.50  245.50/247.50  269.50/271.50  291.50/293.50
 1715 219.00/221.00  247.25/249.25  271.75/273.75  294.00/296.00
                        (Closing Jun 29)
 1715 217.50/219.50  245.50/247.50  269.25/271.25  291.00/293.00
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.33%    4.29%    4.34%      4.37%     4.37%   4.35%
 1100   4.34%    4.31%    4.35%      4.37%     4.36%   4.35%
 1200   4.33%    4.32%    4.36%      4.38%     4.37%   4.35%
 1300   4.37%    4.34%    4.38%      4.40%     4.39%   4.37%
 1400   4.38%    4.36%    4.38%      4.40%     4.39%   4.37%
 1500   4.38%    4.35%    4.39%      4.40%     4.39%   4.37%
 1600   4.39%    4.38%    4.39%      4.40%     4.39%   4.37%
 1715   4.42%    4.40%    4.42%      4.43%     4.42%   4.40%
                        (Closing Jun 29)
 1715   4.32%    4.29%    4.31%      4.34%     4.35%   4.35%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.32%    4.32%    4.34%      4.36%     4.34%   4.32%
 1100   4.31%    4.32%    4.33%      4.36%     4.34%   4.32%
 1200   4.32%    4.33%    4.34%      4.36%     4.34%   4.32%
 1300   4.33%    4.34%    4.34%      4.36%     4.34%   4.33%
 1400   4.33%    4.34%    4.35%      4.37%     4.34%   4.33%
 1500   4.34%    4.34%    4.35%      4.37%     4.35%   4.33%
 1600   4.34%    4.34%    4.35%      4.37%     4.35%   4.33%
 1715   4.37%    4.37%    4.38%      4.40%     4.38%   4.36%
                        (Closing Jun 29)
 1715   4.31%    4.32%    4.34%      4.36%     4.34%   4.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.7950/68.8050 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   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