May 6, 2019 / 4:43 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-May 6

             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
               02.63%          02.63%            02.63%
                              (May 3)          
1000        02.00/05.00     01.50/03.50        00.50/01.50
               02.63%          02.63%            02.63%
----------------------------------------------------------------
 TIME       MAY            JUN           JUL           AUG
----------------------------------------------------------------
 1000   19.50/21.50    44.00/46.00    71.50/73.50   96.50/98.50
 1100   19.50/21.50    44.50/46.50    71.50/73.50   96.00/98.00
 1200   19.50/21.50    44.50/46.50    72.00/74.00   96.50/98.50
 1300   19.50/21.50    44.50/46.50    72.00/74.00   96.50/98.50
 1400   19.50/21.50    44.50/46.50    72.00/74.00   96.50/98.50
 1500   19.50/21.50    45.00/47.00    73.00/75.00   97.75/99.75
 1600   19.50/21.50    45.00/47.00    73.00/75.00   98.00/100.00
 1715   19.50/21.50    45.00/47.00    73.00/75.00   98.00/100.00
                        (Closing May 3)
 1715   20.50/22.50    45.50/47.50    73.00/75.00   97.50/99.50
----------------------------------------------------------------
 TIME       SEP           OCT           NOV           DEC
----------------------------------------------------------------
 1000  121.50/123.50 146.50/148.50  169.50/171.50  194.50/196.50
 1100  121.00/123.00 146.00/148.00  169.00/171.00  194.00/196.00
 1200  121.00/123.00 146.00/148.00  168.50/170.50  193.50/195.50
 1300  121.00/123.00 146.00/148.00  168.50/170.50  193.50/195.50
 1400  121.00/123.00 146.00/148.00  168.50/170.50  193.50/195.50
 1500  122.50/124.50 147.50/149.50  170.50/172.50  196.00/198.00
 1600  122.50/124.50 147.50/149.50  170.50/172.50  196.00/198.00
 1715  123.00/125.00 148.00/150.00  171.00/173.00  196.50/198.50
                        (Closing May 3)
 1715  122.00/124.00 147.00/149.00  169.50/171.50  194.50/196.50
----------------------------------------------------------------
 TIME      JAN            FEB           MAR           APR
----------------------------------------------------------------
 1000 218.50/220.50  241.50/243.50  267.00/269.00  296.00/298.00
 1100 218.00/220.00  241.00/243.00  266.50/268.50  295.50/297.50
 1200 217.50/219.50  240.50/242.50  266.00/268.00  295.50/297.50
 1300 217.50/219.50  240.50/242.50  266.00/268.00  295.50/297.50
 1400 217.50/219.50  240.50/242.50  266.00/268.00  295.50/297.50
 1500 220.00/222.00  243.00/245.00  268.50/270.50  298.00/300.00
 1600 219.50/221.50  242.50/244.50  268.00/270.00  298.00/300.00
 1715 220.50/222.50  243.50/245.50  269.00/271.00  299.00/301.00
                        (Closing May 3)
 1715 218.50/220.50  241.50/243.50  267.00/269.00  296.00/298.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.66%    4.60%    4.53%       4.48%     4.43%   4.40%
 1100   4.69%    4.63%    4.52%       4.46%     4.41%   4.38%
 1200   4.69%    4.64%    4.55%       4.47%     4.42%   4.38%
 1300   4.69%    4.64%    4.55%       4.47%     4.42%   4.38%
 1400   4.69%    4.64%    4.55%       4.47%     4.41%   4.38%
 1500   4.72%    4.70%    4.61%       4.53%     4.46%   4.43%
 1600   4.72%    4.70%    4.61%       4.54%     4.47%   4.43%
 1715   4.72%    4.70%    4.61%       4.54%     4.48%   4.44%
                        (Closing May 3)
 1715   4.72%    4.66%    4.57%       4.49%     4.43%   4.40%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.36%    4.33%    4.31%       4.31%     4.32%   4.36%
 1100   4.35%    4.32%    4.30%       4.30%     4.31%   4.35%
 1200   4.34%    4.31%    4.29%       4.29%     4.30%   4.35%
 1300   4.34%    4.31%    4.29%       4.29%     4.30%   4.35%
 1400   4.34%    4.31%    4.29%       4.29%     4.30%   4.35%
 1500   4.39%    4.36%    4.34%       4.33%     4.34%   4.39%
 1600   4.39%    4.36%    4.33%       4.32%     4.34%   4.39%
 1715   4.40%    4.37%    4.35%       4.34%     4.35%   4.40%
                        (Closing May 3)
 1715   4.35%    4.32%    4.30%       4.30%     4.31%   4.35%
---------------------------------------------------------------
      (CONVERSION RATE - $1 = 69.4050/69.4150 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