November 14, 2019 / 4:42 AM / 23 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 14

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        01.25/04.25     00.25/01.25       01.00/03.00
              01.58%           01.27%            01.69%
                             (Nov 13)          
1000        00.50/02.50     00.25/01.25        00.25/01.25
               01.27%          01.27%             01.27% 
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   06.00/08.00    26.75/28.75    48.75/50.75   68.50/70.50
 1100   06.00/08.00    26.75/28.75    48.50/50.50   68.25/70.25
 1200   06.00/08.00    26.75/28.75    48.50/50.50   68.25/70.25
 1300   06.00/08.00    26.75/28.75    48.50/50.50   68.25/70.25
 1400   06.00/08.00    26.75/28.75    48.50/50.50   68.25/70.25
 1500   06.00/08.00    26.75/28.75    48.50/50.50   68.00/70.00
 1600   06.00/08.00    26.25/28.25    47.75/49.75   67.25/69.25
 1715   06.00/08.00    26.25/28.25    48.00/50.00   67.50/69.50
                        (Closing Nov 13)
 1715   08.00/10.00    28.75/30.75    50.75/52.75   70.50/72.50
-----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
-----------------------------------------------------------------
 1000   92.25/94.25  127.75/129.75  148.25/150.25  171.75/173.75
 1100   92.25/94.25  128.00/130.00  148.50/150.50  172.25/174.25
 1200   92.00/94.00  128.00/130.00  148.50/150.50  172.25/174.25
 1300   92.00/94.00  127.75/129.75  148.25/150.25  172.25/174.25
 1400   92.00/94.00  128.00/130.00  148.50/150.50  172.25/174.25
 1500   91.75/93.75  127.75/129.75  148.25/150.25  171.75/173.75
 1600   90.75/92.75  126.75/128.75  147.25/149.25  171.00/173.00
 1715   91.25/93.25  127.00/129.00  147.50/149.50  171.25/173.25
                        (Closing Nov 13)
 1715   94.25/96.25  129.75/131.75  150.25/152.25  173.75/175.75
-----------------------------------------------------------------    
 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 196.00/198.00  220.00/222.00  243.00/245.00  267.00/269.00
 1100 196.50/198.50  220.25/222.25  243.50/245.50  267.50/269.50
 1200 196.50/198.50  220.25/222.25  243.50/245.50  267.50/269.50
 1300 196.50/198.50  220.50/222.50  243.50/245.50  267.50/269.50
 1400 196.50/198.50  220.50/222.50  243.50/245.50  267.50/269.50
 1500 196.00/198.00  220.00/222.00  243.00/245.00  267.00/269.00
 1600 195.25/197.25  219.00/221.00  242.00/244.00  266.00/268.00
 1715 195.25/197.25  219.00/221.00  242.00/244.00  266.00/268.00
                        (Closing Nov 13)
 1715 198.00/200.00  222.00/224.00  245.00/247.00  269.00/271.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.26%    3.37%    3.43%       3.50%     3.84%   3.93%
 1100   3.26%    3.36%    3.42%       3.49%     3.85%   3.94%
 1200   3.26%    3.36%    3.43%       3.49%     3.85%   3.95%
 1300   3.27%    3.37%    3.43%       3.49%     3.85%   3.94%
 1400   3.27%    3.37%    3.43%       3.49%     3.85%   3.95%
 1500   3.27%    3.37%    3.42%       3.48%     3.85%   3.94%
 1600   3.22%    3.32%    3.38%       3.45%     3.82%   3.92%
 1715   3.22%    3.33%    3.39%       3.46%     3.82%   3.92%
                        (Closing Nov 13)
 1715   3.27%    3.35%    3.43%       3.49%     3.76%   3.93%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.89%    3.90%    3.90%       3.90%     3.91%   3.92%
 1100   3.91%    3.91%    3.91%       3.90%     3.92%   3.93%
 1200   3.91%    3.92%    3.91%       3.91%     3.92%   3.93%
 1300   3.91%    3.92%    3.92%       3.91%     3.93%   3.94%
 1400   3.91%    3.92%    3.92%       3.91%     3.93%   3.94%
 1500   3.90%    3.91%    3.91%       3.91%     3.92%   3.93%
 1600   3.89%    3.90%    3.90%       3.89%     3.91%   3.92%
 1715   3.89%    3.90%    3.89%       3.89%     3.90%   3.92%
                         (Closing Nov 13)
 1715   3.89%    3.89%    3.90%       3.89%     3.91%   3.92%
-----------------------------------------------------------------
        (CONVERSION RATE - $1 = 71.9700/71.9800 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@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