June 8, 2017 / 4:43 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 8

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        02.00/05.00      00.50/01.50      01.50/03.50
                02.83%           02.83%           02.83%
                                (Jun 7)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  14.50/16.00    39.50/41.50    65.00/67.00   88.50/90.50
 1100  14.25/16.25    40.25/42.25    66.00/68.00   89.50/91.50
 1200  14.50/16.50    40.25/42.25    66.00/68.00   89.50/91.50
 1300  14.50/16.50    40.25/42.25    66.00/68.00   89.50/91.50
 1400  14.25/16.25    40.25/42.25    66.00/68.00   89.75/91.75
 1500  14.25/15.75    39.75/41.75    65.75/67.75   90.00/92.00
 1600  14.50/16.00    40.00/42.00    66.00/68.00   90.25/92.25
 1715  14.50/16.00    40.00/42.00    66.00/68.00   90.00/92.00
                          (Closing Jun 7)
 1715  16.50/18.00    42.00/44.00    68.00/70.00   92.25/94.25
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 113.50/115.50  136.75/138.70  159.25/161.20  185.75/187.70
 1100 115.25/117.25  138.75/140.75  161.25/163.25  187.75/189.75
 1200 115.00/117.00  138.50/140.50  161.00/163.00  187.50/189.50
 1300 115.00/117.00  138.50/140.50  161.00/163.00  187.50/189.50
 1400 115.50/117.50  139.00/141.00  161.50/163.50  188.00/190.00
 1500 115.50/117.50  138.75/140.75  161.25/163.25  187.75/189.75
 1600 115.75/117.75  139.00/141.00  161.50/163.50  187.75/189.75
 1715 115.50/117.50  138.75/140.75  161.25/163.25  187.75/189.75
                         (Closing Jun 7)
 1715 118.00/120.00  141.75/143.75  164.75/166.75  191.75/193.75
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 208.25/210.20  230.50/232.50  256.25/258.20  282.50/284.50
 1100 210.00/212.00  232.00/234.00  257.50/259.50  284.00/286.00
 1200 209.50/211.50  231.50/233.50  257.00/259.00  283.50/285.50
 1300 209.50/211.50  231.50/233.50  257.00/259.00  283.50/285.50
 1400 210.25/212.25  232.50/234.50  258.00/260.00  284.50/286.50
 1500 210.00/212.00  232.25/234.25  258.00/260.00  284.50/286.50
 1600 210.00/212.00  232.25/234.25  258.00/260.00  284.50/286.50
 1715 210.00/212.00  232.25/234.25  258.00/260.00  284.50/286.50
                        (Closing Jun 7)
 1715 214.25/216.25  236.75/238.75  262.75/264.75  289.50/291.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.73%    4.68%    4.67%      4.63%     4.58%   4.55%
 1100   4.78%    4.76%    4.73%      4.69%     4.65%   4.62%
 1200   4.81%    4.76%    4.73%      4.69%     4.65%   4.61%
 1300   4.82%    4.76%    4.73%      4.69%     4.65%   4.61%
 1400   4.78%    4.76%    4.74%      4.70%     4.66%   4.63%
 1500   4.72%    4.73%    4.73%      4.71%     4.66%   4.62%
 1600   4.77%    4.75%    4.75%      4.73%     4.67%   4.63%
 1715   4.78%    4.76%    4.75%      4.72%     4.67%   4.63%
                           (Closing Jun 7)
 1715   4.68%    4.70%    4.72%      4.71%     4.68%   4.65%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.54%    4.54%    4.54%      4.56%     4.56%   4.55%
 1100   4.60%    4.59%    4.58%      4.58%     4.59%   4.57%
 1200   4.59%    4.58%    4.57%      4.58%     4.58%   4.57% 
 1300   4.59%    4.58%    4.57%      4.58%     4.58%   4.57% 
 1400   4.60%    4.59%    4.59%      4.59%     4.59%   4.58%
 1500   4.60%    4.59%    4.58%      4.59%     4.60%   4.58%
 1600   4.60%    4.59%    4.58%      4.59%     4.60%   4.59%
 1715   4.61%    4.60%    4.59%      4.60%     4.61%   4.59%
                           (Closing Jun 7)
 1715   4.63%    4.63%    4.62%      4.63%     4.64%   4.63%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2100/64.2200 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised p4emiums   
            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

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