May 30, 2018 / 4:44 AM / 21 days ago

RPT-India fwd/annualised dlr premia-(close)-May 30

                  Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         01.00/02.00     00.50/01.00      00.50/01.00      
                02.69%          02.69%           02.69  
                              (May 29)            
1000         01.00/02.50     00.50/01.25      00.50/01.25       
                02.70%          02.70%           02.70%  
---------------------------------------------------------------
 TIME       JUN           JUL            AUG            SEP 
---------------------------------------------------------------
 1000  19.25/21.25    42.00/44.00    64.00/66.00    84.50/86.50
 1100  19.25/21.25    42.00/44.00    64.00/66.00    84.50/86.50
 1200  19.25/21.25    41.75/43.75    63.50/65.50    84.00/86.00
 1300  19.75/20.75    42.75/44.00    65.25/66.75    85.50/87.00
 1400  19.25/21.25    42.00/44.00    64.00/66.00    84.50/86.50
 1500  19.25/21.25    42.00/44.00    64.00/66.00    84.50/86.50
 1600  19.50/21.50    42.25/44.25    64.50/66.50    85.00/87.00
 1715  19.50/21.50    42.25/44.25    64.50/66.50    85.00/87.00
                      (Closing May 29)
 1715  20.25/22.25    43.25/45.25    65.50/67.50    86.00/88.00
----------------------------------------------------------------
 TIME       OCT           NOV            DEC           JAN 
----------------------------------------------------------------
 1000 109.00/111.00   131.00/133.00  153.75/155.75 175.75/177.75
 1100 109.00/111.00   131.00/133.00  153.75/155.75 175.75/177.75
 1200 108.50/110.50   130.50/132.50  153.25/155.25 175.25/177.25
 1300 109.50/111.00   131.50/133.00  154.00/155.50 175.25/177.25
 1400 109.00/111.00   131.00/133.00  153.75/155.75 175.75/177.75
 1500 109.00/111.00   131.00/133.00  153.75/155.75 175.75/177.75
 1600 109.75/111.75   132.00/134.00  154.50/156.50 176.50/178.50
 1715 109.75/111.75   132.00/134.00  154.50/156.50 176.50/178.50
                      (Closing May 29)
 1715 110.50/112.50   132.50/134.50  155.00/157.00 177.00/179.00
----------------------------------------------------------------
 TIME       FEB           MAR             APR           MAY
----------------------------------------------------------------
 1000  197.00/199.00  219.00/221.00  246.50/248.50 269.50/271.50
 1100  196.75/198.75  218.50/220.50  246.00/248.00 269.00/271.00
 1200  196.25/198.25  218.00/220.00  245.50/247.50 268.50/270.50
 1300  196.25/198.25  218.00/220.00  245.50/247.50 268.25/270.25
 1400  196.75/198.75  218.50/220.50  245.75/247.75 268.50/270.50
 1500  196.75/198.75  218.50/220.50  245.75/247.75 268.50/270.50
 1600  197.50/199.50  219.25/221.25  246.75/248.75 269.50/271.50
 1715  197.50/199.50  219.25/221.25  246.75/248.75 269.50/271.50
                      (Closing May 29)
 1715  198.00/200.00  220.00/222.00  247.50/249.50 270.50/272.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.89%    3.86%    3.85%      3.87%     3.90%   3.91%
 1100   3.89%    3.86%    3.85%      3.88%     3.90%   3.91%
 1200   3.89%    3.85%    3.83%      3.86%     3.89%   3.90%
 1300   3.91%    3.91%    3.92%      3.92%     3.92%   3.93%
 1400   3.90%    3.87%    3.86%      3.89%     3.91%   3.92%
 1500   3.91%    3.88%    3.87%      3.89%     3.92%   3.93%
 1600   3.95%    3.90%    3.90%      3.91%     3.94%   3.95%
 1715   3.95%    3.90%    3.90%      3.92%     3.94%   3.96%
                      (Closing May 29)
 1715   3.94%    3.90%    3.89%      3.90%     3.92%   3.92%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.91%    3.90%    3.92%      3.95%     4.00%   4.00%
 1100   3.91%    3.90%    3.92%      3.94%     4.00%   4.00%
 1200   3.91%    3.90%    3.92%      3.94%     4.00%   4.00%
 1300   3.92%    3.90%    3.92%      3.94%     4.00%   4.00%
 1400   3.93%    3.91%    3.93%      3.95%     4.00%   4.00%
 1500   3.93%    3.92%    3.93%      3.96%     4.01%   4.01%
 1600   3.95%    3.94%    3.95%      3.97%     4.03%   4.02%
 1715   3.95%    3.94%    3.95%      3.97%     4.03%   4.02%
                      (Closing May 29)
 1715   3.92%    3.91%    3.92%      3.94%     4.00%   4.00%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.4275/67.4375 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