October 16, 2018 / 4:42 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 16

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000         01.50/03.50      00.50/01.25      01.00/02.25
               02.47%           02.47%           02.47%
                              (Oct 15)           
1000         01.00/02.50      00.50/01.25      00.50/01.25
               02.47%           02.47%           02.47%
----------------------------------------------------------------
 TIME      OCT            NOV          DEC            JAN 
----------------------------------------------------------------
 1000   10.50/12.50    38.75/40.75   67.00/69.00    92.00/94.00
 1100   10.75/12.75    39.00/41.00   67.50/69.50    92.75/94.75
 1200   10.75/12.75    39.00/41.00   67.50/69.50    92.75/94.75
 1300   10.75/12.25    38.25/40.25   66.50/68.50    91.75/93.75
 1400   10.50/12.00    38.25/40.25   66.75/68.75    92.00/94.00
 1500   10.50/12.00    38.25/40.25   67.00/69.00    92.00/94.00
 1600   10.50/12.00    38.25/40.25   66.75/67.75    92.00/94.00
 1715   10.50/12.50    38.50/40.50   66.75/68.75    91.75/93.75
                         (Closing Oct 15)  
 1715   12.25/14.25    40.50/42.50   68.75/70.75    93.75/95.75
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 115.50/117.50  139.75/141.75  170.75/172.75  196.25/198.25
 1100 116.50/118.50  141.00/143.00  172.00/174.00  197.50/199.50
 1200 116.50/118.50  141.00/143.00  172.00/174.00  197.50/199.50
 1300 115.25/117.25  139.50/141.50  170.50/172.50  195.50/197.50
 1400 115.50/117.50  139.75/141.75  171.00/173.00  196.00/198.00
 1500 115.50/117.50  140.00/142.00  171.00/173.00  196.00/198.00
 1600 115.75/117.75  140.25/142.25  171.50/173.50  196.50/198.50
 1715 115.25/117.25  139.50/141.50  170.25/172.25  195.25/197.25
                         (Closing Oct 15)  
 1715 117.00/119.00  141.25/143.25  172.00/174.00  197.25/199.25
----------------------------------------------------------------
 TIME      JUN            JUL            AUG            SEP
----------------------------------------------------------------
 1000 219.50/221.50  247.00/249.00  272.25/274.25  298.00/300.00
 1100 221.00/223.00  248.50/250.50  273.50/275.50  299.50/301.50
 1200 221.00/223.00  248.75/250.75  273.75/275.75  299.50/301.50
 1300 218.50/220.50  246.00/248.00  271.00/273.00  296.50/298.50
 1400 219.00/221.00  246.50/248.50  271.50/273.50  297.00/299.00
 1500 219.00/221.00  246.50/248.50  271.50/273.50  297.00/299.00
 1600 219.50/221.50  247.00/249.00  272.00/274.00  297.50/299.50
 1715 218.00/220.00  245.25/247.25  270.25/272.25  296.00/298.00
                         (Closing Oct 15)  
 1715 220.50/222.50  248.00/250.00  273.25/275.25  299.00/301.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.68%    4.62%    4.46%      4.37%     4.33%   4.38%
 1100   4.72%    4.65%    4.49%      4.41%     4.37%   4.41%
 1200   4.72%    4.65%    4.49%      4.41%     4.37%   4.41%
 1300   4.64%    4.59%    4.45%      4.37%     4.33%   4.38%
 1400   4.63%    4.61%    4.47%      4.39%     4.34%   4.40%
 1500   4.63%    4.62%    4.47%      4.39%     4.35%   4.40%
 1600   4.63%    4.61%    4.47%      4.39%     4.36%   4.41%
 1715   4.69%    4.63%    4.47%      4.39%     4.35%   4.39%
                         (Closing Oct 15)  
 1715   4.67%    4.62%    4.48%      4.37%     4.33%   4.36%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.36%    4.33%    4.31%      4.29%     4.27%   4.27%
 1100   4.39%    4.36%    4.33%      4.31%     4.29%   4.28%
 1200   4.39%    4.36%    4.33%      4.31%     4.29%   4.28%
 1300   4.36%    4.32%    4.30%      4.28%     4.26%   4.26%
 1400   4.38%    4.33%    4.31%      4.29%     4.27%   4.27%
 1500   4.38%    4.33%    4.31%      4.29%     4.27%   4.26%
 1600   4.39%    4.35%    4.32%      4.30%     4.28%   4.27%
 1715   4.37%    4.33%    4.30%      4.28%     4.27%   4.26%
                         (Closing Oct 15)  
 1715   4.36%   4.32%    4.30%      4.28%     4.27%   4.26%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 73.4600/73.4700 rupees)
       
  Note: Figures in brackets indicate negative values.
    
    Premiums have been iven 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