November 8, 2017 / 4:49 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Nov 8

              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 
               02.80%           02.80%           02.80%
                                (Nov 7)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25 
               02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  15.25/17.25   38.00/40.00    63.00/65.00    85.50/87.50
 1100  15.25/17.25   38.00/40.00    63.00/65.00    85.50/87.50
 1200  15.50/17.50   38.50/40.50    63.50/65.50    85.75/87.75
 1300  15.50/17.00   38.00/40.00    63.00/65.00    85.50/87.50
 1400  15.50/17.50   38.50/40.50    63.50/65.50    85.75/87.75
 1500  15.25/17.25   38.00/40.00    63.00/65.00    85.50/87.50
 1600  15.50/17.00   38.00/40.00    63.00/65.00    85.50/87.50
 1715  15.50/17.00   38.00/40.00    63.00/65.00    85.50/87.50
                       (Closing Nov 7)
 1715  16.00/18.00   38.75/40.75    64.00/66.00    86.75/88.75
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000 108.50/110.50 136.00/138.00  163.00/165.00 185.50/187.50
 1100 108.50/110.50 136.00/138.00  162.75/164.75 185.25/187.25
 1200 108.25/110.25 135.75/137.75  162.75/164.75 185.25/187.25
 1300 108.50/110.50 136.00/138.00  163.00/165.00 185.50/187.50
 1400 108.50/110.50 136.00/138.00  163.00/165.00 185.50/187.50
 1500 108.25/110.20 135.75/137.70  162.50/164.50 185.00/187.00
 1600 108.00/110.00 135.50/137.50  162.25/164.25 184.75/186.75
 1715 108.00/110.00 135.50/137.50  162.25/164.25 184.75/186.75
                        (Closing Nov 7)  
 1715 109.75/111.75 137.25/139.25  164.00/166.00 186.50/188.50
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  209.50/211.50  232.50/234.50 253.00/255.00 276.50/278.50
 1100  209.00/211.00  232.00/234.00 252.50/254.50 276.00/278.00
 1200  209.25/211.25  232.25/234.25 252.50/254.50 276.00/278.00
 1300  209.50/211.50  232.50/234.50 253.00/255.00 276.50/278.50
 1400  209.50/211.50  232.50/234.50 253.00/255.00 276.50/278.50
 1500  209.00/211.00  232.00/234.00 252.50/254.50 276.00/278.00
 1600  208.50/210.50  231.50/233.50 252.00/254.00 275.50/277.50
 1715  208.50/210.50  231.50/233.50 252.00/254.00 275.50/277.50
                        (Closing Nov 7)  
 1715  210.50/212.50  233.50/235.50 254.00/256.00 277.50/279.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.50%    4.42%    4.39%      4.43%     4.51%   4.56%
 1100   4.50%    4.42%    4.39%      4.43%     4.51%   4.56%
 1200   4.56%    4.47%    4.42%      4.43%     4.50%   4.56%
 1300   4.50%    4.42%    4.40%      4.43%     4.51%   4.57%
 1400   4.57%    4.48%    4.43%      4.44%     4.52%   4.57%
 1500   4.50%    4.42%    4.40%      4.43%     4.50%   4.56%
 1600   4.51%    4.43%    4.40%      4.43%     4.50%   4.55%
 1715   4.51%    4.43%    4.40%      4.43%     4.50%   4.56%
                        (Closing Nov 7)  
 1715   4.50%    4.43%    4.41%      4.45%     4.53%   4.58%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.54%    4.51%    4.48%      4.44%     4.41%   4.37%
 1100   4.54%    4.51%    4.47%      4.43%     4.40%   4.36%
 1200   4.54%    4.51%    4.47%      4.44%     4.40%   4.36%
 1300   4.55%    4.52%    4.48%      4.45%     4.41%   4.37%
 1400   4.55%    4.52%    4.48%      4.45%     4.42%   4.37%
 1500   4.53%    4.50%    4.47%      4.44%     4.40%   4.36%
 1600   4.53%    4.50%    4.46%      4.43%     4.40%   4.36%
 1715   4.53%    4.50%    4.46%      4.43%     4.40%   4.36%
                        (Closing Nov 7)
 1715   4.55%    4.52%    4.49%      4.45%     4.42%   4.38%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.9500/64.9600 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