May 22, 2019 / 4:44 AM / 25 days ago

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

             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
               02.62%          02.62%             02.62%
                              (May 21)          
1000        01.00/02.50     00.50/01.25        00.50/01.25
               02.62%          02.62%             02.62%
----------------------------------------------------------------
 TIME       MAY            JUN           JUL           AUG
----------------------------------------------------------------
 1000   04.25/05.75    27.50/29.50    55.00/57.00   79.75/81.75
 1100   04.25/06.25    27.50/29.50    55.00/57.00   80.00/82.00
 1200   04.50/06.00    27.50/29.50    55.00/57.00   80.00/82.00
 1300   04.25/06.25    27.50/29.50    55.00/57.00   80.00/82.00
 1400   04.50/06.00    27.50/29.50    55.00/57.00   80.00/82.00
 1500   04.25/06.25    27.50/29.50    54.75/56.75   79.50/81.50
 1600   04.25/06.25    27.25/29.25    54.50/56.50   79.25/81.25
 1715   04.25/05.75    27.25/29.25    54.50/56.50   79.25/81.25
                        (Closing May 21)
 1715   05.00/06.50    28.25/30.25    55.75/57.75   80.50/82.50
----------------------------------------------------------------
 TIME       SEP           OCT           NOV           DEC
----------------------------------------------------------------
 1000  104.50/106.50 129.50/131.50  152.50/154.50  177.50/179.50
 1100  105.00/107.00 130.00/132.00  153.00/155.00  178.50/180.50
 1200  105.00/107.00 130.00/132.00  153.00/155.00  178.00/180.00
 1300  105.00/107.00 130.00/132.00  153.00/155.00  178.00/180.00
 1400  105.00/107.00 130.00/132.00  153.00/155.00  178.00/180.00
 1500  104.50/106.50 129.50/131.50  152.50/154.50  177.50/179.50
 1600  104.00/106.00 129.00/131.00  152.00/154.00  177.00/179.00
 1715  104.00/106.00 129.00/131.00  152.00/154.00  177.00/179.00
                        (Closing May 21)
 1715  105.50/107.50 130.50/132.50  153.50/155.50  178.50/180.50
----------------------------------------------------------------
 TIME      JAN            FEB           MAR           APR
----------------------------------------------------------------
 1000 201.00/203.00  223.00/225.00  248.00/250.00  276.00/278.00
 1100 202.50/204.50  224.50/226.50  249.50/251.50  277.50/279.50
 1200 202.00/204.00  224.00/226.00  249.00/251.00  277.50/279.50
 1300 202.00/204.00  224.00/226.00  249.00/251.00  277.00/279.00
 1400 202.00/204.00  224.00/226.00  249.00/251.00  277.00/279.00
 1500 201.50/203.50  223.50/225.50  248.50/250.50  276.50/278.50
 1600 201.00/203.00  223.00/225.00  248.00/250.00  276.00/278.00
 1715 201.00/203.00  223.00/225.00  248.00/250.00  276.00/278.00
                        (Closing May 21)
 1715 202.00/204.00  224.00/226.00  249.00/251.00  276.50/278.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.25%    4.31%    4.32%       4.29%     4.28%   4.26%
 1100   4.25%    4.30%    4.32%       4.30%     4.29%   4.27%
 1200   4.25%    4.30%    4.32%       4.30%     4.29%   4.27%
 1300   4.25%    4.30%    4.32%       4.30%     4.29%   4.26%
 1400   4.25%    4.31%    4.33%       4.31%     4.29%   4.27%
 1500   4.25%    4.29%    4.30%       4.29%     4.27%   4.26%
 1600   4.22%    4.27%    4.29%       4.27%     4.26%   4.24%
 1715   4.21%    4.27%    4.29%       4.27%     4.26%   4.24%
                        (Closing May 21)
 1715   4.24%    4.30%    4.31%       4.29%     4.28%   4.26%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.24%    4.21%    4.19%       4.18%     4.23%   4.24%
 1100   4.25%    4.23%    4.22%       4.20%     4.25%   4.25%
 1200   4.24%    4.22%    4.21%       4.20%     4.25%   4.25%
 1300   4.24%    4.22%    4.20%       4.19%     4.24%   4.24%
 1400   4.25%    4.22%    4.21%       4.20%     4.25%   4.25%
 1500   4.23%    4.21%    4.20%       4.19%     4.24%   4.24%
 1600   4.22%    4.20%    4.19%       4.18%     4.23%   4.23%
 1715   4.22%    4.20%    4.19%       4.18%     4.23%   4.23%
                        (Closing May 21)
 1715   4.24%    4.21%    4.19%       4.18%     4.22%   4.22%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.6600/69.6700 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