November 21, 2017 / 4:41 AM / in a year

RPT-India fwd/annualised dlr premia-(close)-Nov 21

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        01.50/03.25      00.50/01.25      01.00/02.00 
               02.81%           02.81%           02.81%
                               (Nov 20)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25 
               02.80%           02.80%           02.80%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  04.00/05.50   26.50/28.50    49.75/51.75    71.50/73.50
 1100  03.75/05.25   25.50/27.50    48.50/50.50    70.25/72.25
 1200  04.00/05.50   26.00/28.00    48.75/50.75    70.00/72.00
 1300  04.00/05.50   26.25/28.25    49.00/51.00    70.50/72.50
 1400  03.75/05.25   25.75/27.75    48.50/50.50    70.25/72.25
 1500  03.75/05.25   25.75/27.75    48.25/50.25    70.00/72.00
 1600  03.75/05.25   25.75/27.75    48.25/50.25    70.00/72.00
 1715  04.00/05.00   25.75/27.75    48.25/50.25    70.00/72.00
                         (Closing Nov 20)
 1715  05.25/06.75   27.25/29.25    50.75/52.75    72.50/74.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000  94.25/96.25  122.50/124.50  149.00/151.00 171.00/173.00
 1100  93.00/95.00  121.00/123.00  147.75/149.75 169.75/171.75
 1200  92.75/94.75  121.00/123.00  147.50/149.50 169.50/171.50
 1300  93.25/95.25  121.50/123.50  148.00/150.00 170.25/172.25
 1400  93.00/95.00  121.00/123.00  147.75/149.75 170.00/172.00
 1500  92.75/94.75  120.75/122.75  147.50/149.50 169.50/171.50
 1600  92.75/94.75  120.75/122.75  147.50/149.50 169.50/171.50
 1715  92.75/94.75  120.75/122.75  147.25/149.25 169.50/171.50
                         (Closing Nov 20)  
 1715  95.50/97.50  123.50/125.50  150.00/152.00 172.00/174.00
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  194.75/196.75  217.50/219.50 238.00/240.00 261.50/263.50
 1100  193.50/195.50  216.50/218.50 237.00/239.00 260.50/262.50
 1200  193.25/195.25  216.00/218.00 236.50/238.50 260.00/262.00
 1300  194.00/196.00  217.00/219.00 237.50/239.50 261.00/263.00
 1400  193.75/195.75  216.50/218.50 237.00/239.00 260.50/262.50
 1500  193.25/195.25  216.00/218.00 236.50/238.50 260.00/262.00
 1600  193.25/195.25  216.00/218.00 236.50/238.50 260.00/262.00
 1715  193.25/195.25  216.00/218.00 236.50/238.50 260.00/262.00
                         (Closing Nov 20)  
 1715  195.50/197.50  218.50/220.50 239.00/241.00 262.50/264.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.41%    4.22%    4.24%      4.31%     4.49%   4.48%
 1100   4.25%    4.11%    4.16%      4.25%     4.43%   4.44%
 1200   4.33%    4.13%    4.15%      4.24%     4.43%   4.44%
 1300   4.37%    4.16%    4.18%      4.26%     4.45%   4.45%
 1400   4.29%    4.12%    4.17%      4.26%     4.44%   4.45%
 1500   4.29%    4.10%    4.15%      4.24%     4.43%   4.44%
 1600   4.29%    4.10%    4.15%      4.24%     4.43%   4.44%
 1715   4.30%    4.10%    4.16%      4.25%     4.43%   4.44%
                         (Closing Nov 20)  
 1715   4.28%    4.17%    4.19%      4.28%     4.45%   4.46%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.45%    4.42%    4.39%      4.36%     4.33%   4.30%
 1100   4.42%    4.39%    4.37%      4.34%     4.31%   4.28%
 1200   4.41%    4.38%    4.36%      4.33%     4.30%   4.27%
 1300   4.43%    4.40%    4.38%      4.35%     4.32%   4.29%
 1400   4.43%    4.40%    4.37%      4.35%     4.32%   4.29%
 1500   4.42%    4.39%    4.36%      4.34%     4.31%   4.28%
 1600   4.42%    4.39%    4.36%      4.34%     4.31%   4.28%
 1715   4.42%    4.39%    4.37%      4.34%     4.31%   4.28%
                         (Closing Nov 20)
 1715   4.43%    4.40%    4.37%      4.34%     4.32%   4.28%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8850/64.8950 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, 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