September 11, 2019 / 4:44 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Sep 11

            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
               01.27%          01.27%            01.27%
                             (Sep 9)          
1000        00.75/03.75     00.50/02.50       00.25/01.25
               01.27%          01.27%            01.27%
----------------------------------------------------------------
 TIME       SEP            OCT           NOV           DEC
----------------------------------------------------------------
 1000   11.50/13.00    40.25/42.25    62.75/64.75   88.50/90.50
 1100   11.50/13.50    40.50/42.50    63.00/65.00   88.75/90.75
 1200   11.50/13.50    40.50/42.50    63.00/65.00   88.75/90.75
 1300   11.50/13.00    40.50/42.50    63.00/65.00   89.00/91.00
 1400   11.50/13.00    40.50/42.50    63.00/65.00   89.00/91.00
 1500   11.50/13.00    40.75/42.75    63.50/65.50   89.50/91.50
 1600   11.50/13.00    40.50/42.50    63.00/65.00   89.00/91.00
 1715   11.50/13.50    40.75/42.75    63.50/65.50   89.75/91.75
                       (Closing Sep 9)
 1715   12.25/14.25    40.50/42.50    63.25/65.25   89.00/91.00
-----------------------------------------------------------------
 TIME       JAN           FEB           MAR           APR
-----------------------------------------------------------------
 1000  117.25/119.25 140.25/142.25  166.25/168.25  198.75/200.75
 1100  118.00/120.00 141.00/143.00  167.00/169.00  199.50/201.50
 1200  118.00/120.00 141.00/143.00  167.00/169.00  199.50/201.50
 1300  118.50/120.50 142.00/144.00  168.00/170.00  200.75/202.75
 1400  118.50/120.50 142.00/144.00  168.00/170.00  201.00/203.00
 1500  119.00/121.00 142.50/144.50  168.50/170.50  201.25/203.25
 1600  118.25/120.25 141.25/143.25  167.50/169.50  200.25/202.25
 1715  119.50/121.50 143.00/145.00  169.00/171.00  202.00/204.00
                       (Closing Sep 9)
 1715  118.00/120.00 141.00/143.00  167.00/169.00  199.50/201.50
-----------------------------------------------------------------    
 TIME       MAY           JUN           JUL           AUG
-----------------------------------------------------------------
 1000 220.75/222.75  245.50/247.50  270.50/272.50  295.50/297.50
 1100 221.50/223.50  246.00/248.00  271.00/273.00  296.00/298.00
 1200 221.50/223.50  246.00/248.00  271.00/273.00  296.00/298.00
 1300 222.75/224.75  247.50/249.50  272.50/274.50  297.50/299.50
 1400 223.00/225.00  248.00/250.00  273.00/275.00  298.00/300.00
 1500 223.25/225.25  248.00/250.00  273.00/275.00  297.50/299.50
 1600 222.50/224.50  247.25/249.25  272.00/274.00  297.00/299.00
 1715 224.00/226.00  249.00/251.00  274.00/276.00  299.00/301.00
                       (Closing Sep 9)
 1715 221.50/223.50  246.25/248.25  271.00/273.00  296.00/298.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.18%    4.28%    4.19%       4.23%     4.29%   4.27%
 1100   4.22%    4.31%    4.21%       4.26%     4.32%   4.29%
 1200   4.22%    4.31%    4.21%       4.26%     4.32%   4.29%
 1300   4.20%    4.31%    4.22%       4.27%     4.34%   4.32%
 1400   4.20%    4.31%    4.22%       4.27%     4.34%   4.32%
 1500   4.22%    4.34%    4.24%       4.29%     4.36%   4.33%
 1600   4.20%    4.31%    4.22%       4.27%     4.32%   4.30%
 1715   4.24%    4.34%    4.25%       4.31%     4.38%   4.35%
                       (Closing Sep 9)
 1715   4.15%    4.24%    4.18%       4.23%     4.29%   4.27%
----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
----------------------------------------------------------------
 1000   4.33%    4.39%    4.33%       4.31%     4.29%   4.26%
 1100   4.35%    4.41%    4.34%       4.32%     4.30%   4.27%
 1200   4.35%    4.41%    4.35%       4.32%     4.30%   4.27%
 1300   4.38%    4.44%    4.37%       4.35%     4.33%   4.30%
 1400   4.38%    4.44%    4.38%       4.35%     4.33%   4.30%
 1500   4.39%    4.44%    4.38%       4.35%     4.33%   4.29%
 1600   4.37%    4.42%    4.36%       4.34%     4.31%   4.29%
 1715   4.41%    4.46%    4.40%       4.37%     4.35%   4.32%   
                       (Closing Sep 9)
 1715   4.33%    4.39%    4.33%       4.31%     4.29%   4.26%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.6500/71.6600 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, 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