Reuters logo
RPT-India fwd/annualised dlr premia-(close)-Oct 23
October 23, 2017 / 4:47 AM / in a month

RPT-India fwd/annualised dlr premia-(close)-Oct 23

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        01.00/03.00      00.50/01.50      00.50/01.50 
               02.80%           02.80%           02.80%
                                (Oct 18)            
 1000        04.00/06.25      03.50/05.00      00.50/01.25 
               03.74%           03.93%           02.81%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  04.50/05.50   27.50/29.00    49.00/51.00    73.00/75.00
 1100  04.50/05.50   27.50/29.00    49.25/51.25    73.00/75.00
 1200  04.50/05.50   27.50/29.00    49.25/51.25    73.25/75.25
 1300  04.50/05.50   27.50/29.50    49.50/51.50    73.50/75.50
 1400  04.50/05.50   27.50/29.00    49.25/51.25    73.25/75.25
 1500  04.50/05.50   27.50/29.00    49.50/51.50    73.50/75.50
 1600  04.25/05.75   27.25/29.25    49.00/51.00    73.50/75.50
 1715  04.50/05.50   27.50/29.00    49.25/51.25    73.50/75.50
                         (Closing Oct 18)
 1715  05.00/06.50   28.25/30.25    50.00/52.00    73.75/75.75
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  94.50/96.50  116.50/118.50  142.75/144.70 169.00/171.00
 1100  94.50/96.50  116.50/118.50  142.75/144.75 169.00/171.00
 1200  95.00/97.00  117.00/119.00  143.25/145.25 169.50/171.50
 1300  95.50/97.50  117.50/119.50  143.75/145.75 169.75/171.75
 1400  95.00/97.00  117.25/119.25  143.50/145.50 169.75/171.75
 1500  95.50/97.50  117.50/119.50  143.75/145.75 169.75/171.75
 1600  95.25/97.25  117.50/119.50  143.75/145.70 170.00/172.00
 1715  95.25/97.25  117.50/119.50  143.75/145.75 170.00/172.00
                         (Closing Oct 18)  
 1715  95.25/97.25  117.25/119.25  143.25/145.25 169.25/171.25
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  190.75/192.70  213.75/215.70 235.75/237.70 255.50/257.50
 1100  190.75/192.75  214.00/216.00 236.00/238.00 255.50/257.50
 1200  191.25/193.25  214.50/216.50 236.50/238.50 256.00/258.00
 1300  191.50/193.50  214.75/216.75 237.00/239.00 256.50/258.50
 1400  191.50/193.50  215.00/217.00 237.00/239.00 256.50/258.50
 1500  191.50/193.50  215.00/217.00 237.00/239.00 256.50/258.50
 1600  192.00/194.00  215.50/217.50 237.50/239.50 257.00/259.00
 1715  191.75/193.75  215.25/217.25 237.25/239.25 257.00/259.00
                         (Closing Oct 18)  
 1715  190.75/192.75  214.00/216.00 236.00/238.00 255.50/257.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.41%    4.32%    4.25%      4.25%     4.28%   4.38%
 1100   4.41%    4.34%    4.25%      4.25%     4.28%   4.38%
 1200   4.41%    4.34%    4.26%      4.28%     4.30%   4.40%
 1300   4.45%    4.37%    4.28%      4.30%     4.32%   4.41%
 1400   4.41%    4.34%    4.26%      4.28%     4.31%   4.40%
 1500   4.41%    4.36%    4.28%      4.30%     4.32%   4.41%
 1600   4.41%    4.32%    4.27%      4.29%     4.32%   4.41%
 1715   4.41%    4.34%    4.28%      4.29%     4.32%   4.41%
                         (Closing Oct 18)  
 1715   4.44%    4.34%    4.25%      4.25%     4.28%   4.37%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.37%    4.36%    4.32%      4.29%     4.26%   4.23%
 1100   4.38%    4.36%    4.33%      4.29%     4.26%   4.23%
 1200   4.39%    4.37%    4.34%      4.31%     4.27%   4.24%
 1300   4.40%    4.38%    4.35%      4.31%     4.28%   4.25%
 1400   4.40%    4.38%    4.35%      4.31%     4.28%   4.25%
 1500   4.40%    4.38%    4.35%      4.31%     4.28%   4.25%
 1600   4.40%    4.39%    4.36%      4.32%     4.29%   4.26%
 1715   4.41%    4.38%    4.36%      4.32%     4.29%   4.26%
                         (Closing Oct 18)
 1715   4.37%    4.34%    4.32%      4.28%     4.25%   4.22%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0175/65.0275 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
   

Our Standards:The Thomson Reuters Trust Principles.
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