October 15, 2019 / 4:55 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Oct 15

            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
               01.28%          01.28%            01.28%
                             (Oct 14)          
1000            N/A             N/A           00.25/01.25
                N/A             N/A             01.29%
----------------------------------------------------------------
 TIME       OCT           NOV           DEC           JAN
----------------------------------------------------------------
 1000   08.25/10.25    28.75/30.75    52.00/54.00    77.00/79.00
 1100   08.50/10.00    29.00/31.00    52.00/54.00    77.00/79.00
 1200   09.00/10.50    29.25/31.25    52.00/54.00    77.00/79.00
 1300   08.25/09.75    29.25/31.25    52.00/54.00    77.00/79.00
 1400   08.25/09.75    28.75/30.75    51.75/53.75    77.00/79.00
 1500   08.25/09.75    28.75/30.75    51.75/53.75    77.00/79.00
 1600   08.50/10.00    29.00/31.00    52.00/54.00    77.25/79.25
 1715   08.25/09.75    28.75/30.75    52.00/54.00    77.25/79.25
                        (Closing Oct 14)
 1715   09.25/10.75    29.75/31.75    52.75/54.75    77.50/79.50
-----------------------------------------------------------------
 TIME       FEB           MAR           APR           MAY
-----------------------------------------------------------------
 1000   98.50/100.50 124.00/126.00  157.00/159.00  179.50/181.50
 1100   99.00/101.00 124.00/126.00  157.50/159.50  180.00/182.00
 1200   99.00/101.00 124.00/126.00  157.00/159.00  179.50/181.50
 1300   99.00/101.00 124.00/126.00  157.00/159.00  179.50/181.50
 1400   99.00/101.00 124.00/126.00  157.00/159.00  179.50/181.50
 1500   99.00/101.00 124.00/126.00  157.00/159.00  179.50/181.50
 1600   99.25/101.25 124.25/126.25  157.25/159.25  179.75/181.75
 1715   99.00/101.00 124.50/126.50  157.75/159.75  180.50/182.50
                        (Closing Oct 14)
 1715   98.50/100.50 123.50/125.50  156.50/158.50  178.50/180.50
-----------------------------------------------------------------    
 TIME       JUN           JUL           AUG           SEP
-----------------------------------------------------------------
 1000  204.00/206.00  228.50/230.50  253.00/255.00  276.50/278.50
 1100  204.50/206.50  229.50/231.50  254.00/256.00  277.50/279.50
 1200  204.00/206.00  229.00/231.00  253.50/255.50  277.00/279.00
 1300  204.00/206.00  229.00/231.00  253.50/255.50  277.00/279.00
 1400  204.00/206.00  229.00/231.00  253.50/255.50  277.00/279.00
 1500  204.25/206.25  229.25/231.25  254.00/256.00  277.50/279.50
 1600  204.50/206.50  229.50/231.50  254.25/256.25  278.00/280.00
 1715  205.00/207.00  229.75/231.75  254.25/256.25  278.00/280.00
                        (Closing Oct 14)
 1715  203.00/205.00  227.50/229.50  252.00/254.00  275.50/277.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.51%    3.59%    3.71%       3.79%     3.83%   4.02%
 1100   3.54%    3.60%    3.71%       3.80%     3.84%   4.03%
 1200   3.59%    3.61%    3.71%       3.80%     3.84%   4.02%
 1300   3.55%    3.61%    3.71%       3.80%     3.84%   4.02%
 1400   3.50%    3.58%    3.70%       3.80%     3.84%   4.01%
 1500   3.49%    3.57%    3.70%       3.80%     3.83%   4.01%
 1600   3.53%    3.59%    3.71%       3.80%     3.84%   4.01%
 1715   3.49%    3.58%    3.71%       3.79%     3.84%   4.02%
                        (Closing Oct 14)
 1715   3.55%    3.61%    3.71%       3.77%     3.80%   3.98%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.11%    4.09%    4.09%       4.08%     4.07%   4.07%
 1100   4.12%    4.10%    4.10%       4.10%     4.09%   4.09%
 1200   4.11%    4.09%    4.09%       4.09%     4.08%   4.08%
 1300   4.11%    4.09%    4.09%       4.09%     4.08%   4.08%
 1400   4.11%    4.09%    4.09%       4.09%     4.08%   4.08%
 1500   4.10%    4.09%    4.09%       4.09%     4.08%   4.08%
 1600   4.11%    4.09%    4.09%       4.09%     4.08%   4.08%
 1715   4.12%    4.10%    4.10%       4.09%     4.08%   4.08%
                        (Closing Oct 14)
 1715   4.08%    4.06%    4.06%       4.06%     4.05%   4.05%
-----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.5400/71.5500 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