November 6, 2019 / 4:36 AM / 5 days ago

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

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.29%          01.29%            01.29%
                             (Nov 5)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.29%          01.29%            01.29%
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000   12.00/14.00    33.50/35.50    57.00/59.00   78.50/80.50
 1100   12.00/14.00    33.50/35.50    57.00/59.00   78.50/80.50
 1200   12.00/14.00    33.50/35.50    57.00/59.00   78.00/80.00
 1300   12.25/14.25    33.75/35.75    57.25/59.25   78.25/80.25
 1400   12.00/14.00    33.75/35.75    57.25/59.25   78.25/80.25
 1500   12.00/14.00    33.50/35.50    57.00/59.00   78.00/80.00
 1600   12.00/14.00    33.50/35.50    57.00/59.00   78.00/80.00
 1715   12.00/14.00    33.50/35.50    57.00/59.00   78.00/80.00
                       (Closing Nov 5)
 1715   12.75/14.75    34.50/36.50    58.00/60.00   79.50/81.50
-----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
-----------------------------------------------------------------
 1000  104.00/106.00 139.50/141.50  160.50/162.50  185.00/187.00
 1100  103.50/105.50 138.50/140.50  159.50/161.50  184.00/186.00
 1200  103.00/105.00 138.50/140.50  159.50/161.50  184.00/186.00
 1300  103.25/105.25 138.75/140.75  160.25/162.25  184.75/186.75
 1400  103.25/105.25 138.75/140.75  160.00/162.00  185.00/187.00
 1500  103.00/105.00 138.50/140.50  160.00/162.00  184.50/186.50
 1600  103.00/105.00 138.50/140.50  160.00/162.00  184.25/186.25
 1715  103.00/105.00 138.50/140.50  160.00/162.00  184.25/186.25
                       (Closing Nov 5)
 1715  105.00/107.00 140.00/142.00  161.50/163.50  186.50/188.50
-----------------------------------------------------------------    
 TIME       JUL           AUG           SEP           OCT
-----------------------------------------------------------------
 1000 210.50/212.50  235.00/237.00  259.00/261.00  283.50/285.50
 1100 209.50/211.50  234.00/236.00  258.00/260.00  282.50/284.50
 1200 209.25/211.25  234.25/236.25  258.25/260.25  282.50/284.50
 1300 210.25/212.25  235.00/237.00  259.00/261.00  283.50/285.50
 1400 210.00/212.00  235.00/237.00  259.00/261.00  283.50/285.50
 1500 210.00/212.00  235.00/237.00  259.00/261.00  283.50/285.50
 1600 209.50/211.50  234.50/236.50  258.50/260.50  283.00/285.00
 1715 209.50/211.50  234.50/236.50  258.50/260.50  283.00/285.00
                       (Closing Nov 5)
 1715 211.50/213.50  236.50/238.50  260.50/262.50  285.00/287.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.28%    3.43%    3.60%       3.69%     3.88%   4.14%
 1100   3.27%    3.42%    3.60%       3.68%     3.85%   4.11%
 1200   3.27%    3.42%    3.59%       3.66%     3.84%   4.11%
 1300   3.31%    3.44%    3.60%       3.67%     3.85%   4.12%
 1400   3.29%    3.44%    3.60%       3.67%     3.85%   4.12%
 1500   3.27%    3.42%    3.58%       3.66%     3.84%   4.11%
 1600   3.27%    3.42%    3.58%       3.66%     3.84%   4.11%
 1715   3.27%    3.42%    3.58%       3.66%     3.84%   4.11%
                       (Closing Nov 5)
 1715   3.32%    3.45%    3.61%       3.71%     3.88%   4.15%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.09%    4.09%    4.11%       4.09%     4.10%   4.12%
 1100   4.06%    4.06%    4.08%       4.07%     4.08%   4.10%
 1200   4.06%    4.06%    4.08%       4.08%     4.09%   4.10%
 1300   4.08%    4.08%    4.10%       4.09%     4.10%   4.11%
 1400   4.08%    4.08%    4.09%       4.09%     4.10%   4.11%
 1500   4.07%    4.07%    4.09%       4.09%     4.10%   4.11%
 1600   4.07%    4.06%    4.08%       4.08%     4.09%   4.10%
 1715   4.07%    4.06%    4.08%       4.08%     4.09%   4.10%
                       (Closing Nov 5)
 1715   4.11%    4.11%    4.12%       4.12%     4.12%   4.14%
-----------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.9800/70.9900 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