September 4, 2018 / 4:44 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 4

             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
               02.56%          02.56%            02.56% 
                             (Sep 3)           
1000            N/A             N/A           00.50/01.25
                N/A             N/A              02.58%
----------------------------------------------------------------
 TIME       SEP           OCT           NOV          DEC 
----------------------------------------------------------------
 1000   18.25/20.25   46.00/48.00    71.00/73.00   96.00/98.00 
 1100   18.00/19.50   46.00/48.00    70.50/72.50   95.50/97.50
 1200   18.00/19.50   45.75/47.75    70.25/72.25   95.25/97.25 
 1300   18.00/19.50   46.00/48.00    70.50/72.50   95.50/97.50
 1400   18.00/20.00   45.75/47.75    70.50/72.50   95.50/97.50
 1500   18.00/20.00   46.00/48.00    70.75/72.75   95.75/97.75
 1600   18.00/19.50   46.00/48.00    70.50/72.50   95.75/97.75
 1715   18.00/20.00   46.00/48.00    70.75/72.75   95.75/97.75
                        (Closing Sep 3)  
 1715   19.00/21.00   46.75/48.75    71.75/73.75   97.00/99.00
----------------------------------------------------------------
 TIME      JAN            FEB            MAR        APR
----------------------------------------------------------------
 1000 120.50/122.50  143.00/145.00  166.25/168.25  195.75/197.75
 1100 119.75/121.75  142.25/144.25  165.50/167.50  195.00/197.00
 1200 119.75/121.75  142.50/144.50  166.00/168.00  195.50/197.50
 1300 120.00/122.00  142.50/144.50  165.75/167.75  195.00/197.00
 1400 120.00/122.00  142.50/144.50  166.00/168.00  195.50/197.50
 1500 120.25/122.25  142.75/144.75  166.25/168.25  195.75/197.75
 1600 120.25/122.25  143.00/145.00  166.50/168.50  196.00/198.00
 1715 120.25/122.25  142.75/144.75  166.25/168.25  195.75/197.75
                        (Closing Sep 3)  
 1715 121.50/123.50  144.00/146.00  167.75/169.75  197.25/199.25
----------------------------------------------------------------
 TIME      MAY             JUN            JUL          AUG
----------------------------------------------------------------
 1000 220.50/222.50  243.00/245.00  269.50/271.50  294.00/296.00
 1100 219.50/221.50  242.00/244.00  268.50/270.50  293.00/295.00
 1200 220.00/222.00  242.50/244.50  269.00/271.00  293.50/295.50
 1300 219.50/221.50  242.00/244.00  268.50/270.50  293.00/295.00
 1400 220.25/222.25  242.75/244.75  269.25/271.25  293.50/295.50
 1500 220.50/222.50  243.00/245.00  269.75/271.75  294.00/296.00
 1600 220.50/222.50  243.25/245.25  270.00/272.00  294.50/296.50
 1715 220.25/222.25  242.75/244.75  269.50/271.50  294.00/296.00
                        (Closing Sep 3)  
 1715 222.00/224.00  244.50/246.50  271.00/273.00  295.50/297.50
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.43%    4.37%    4.33%      4.27%     4.23%   4.22%
 1100   4.38%    4.37%    4.31%      4.25%     4.21%   4.20%
 1200   4.36%    4.34%    4.29%      4.24%     4.21%   4.20%
 1300   4.37%    4.36%    4.30%      4.25%     4.21%   4.20%
 1400   4.38%    4.34%    4.29%      4.25%     4.21%   4.19%
 1500   4.38%    4.35%    4.30%      4.25%     4.21%   4.19%
 1600   4.36%    4.34%    4.29%      4.25%     4.21%   4.20%
 1715   4.38%    4.34%    4.29%      4.24%     4.20%   4.19%
                        (Closing Sep 3)  
 1715   4.42%    4.36%    4.33%      4.28%     4.24%   4.22%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.23%    4.27%    4.25%      4.24%     4.23%   4.22%
 1100   4.21%    4.26%    4.24%      4.22%     4.22%   4.21%
 1200   4.22%    4.26%    4.24%      4.23%     4.22%   4.22%
 1300   4.21%    4.25%    4.23%      4.22%     4.21%   4.21%
 1400   4.21%    4.26%    4.24%      4.22%     4.22%   4.21%
 1500   4.21%    4.25%    4.23%      4.22%     4.21%   4.21%
 1600   4.22%    4.26%    4.23%      4.22%     4.22%   4.21%
 1715   4.20%    4.25%    4.22%      4.21%     4.20%   4.20%
                        (Closing Sep 3)  
 1715   4.24%    4.28%    4.26%      4.25%     4.24%   4.23%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 71.5800/71.5900 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