June 9, 2017 / 4:44 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jun 9

6 Min Read

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        02.00/05.00      01.50/03.50      00.50/01.50
                02.84%           02.84%           02.84%
                                (Jun 8)            
 1000        02.00/05.00      00.50/01.50      01.50/03.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  13.50/15.00    39.25/41.25    65.25/67.25   89.25/91.25
 1100  13.50/15.00    39.25/41.25    65.25/67.25   89.25/91.25
 1200  13.50/15.50    39.50/41.50    65.50/67.50   89.25/91.25
 1300  13.50/15.50    39.50/41.50    65.50/67.50   89.25/91.25
 1400  13.50/15.50    39.50/41.50    65.50/67.50   89.25/91.25
 1500  13.75/15.25    39.25/41.25    65.25/67.25   88.75/90.75
 1600  13.50/15.00    39.00/41.00    65.00/67.00   88.50/90.50
 1715  13.75/15.25    39.25/41.25    65.25/67.25   88.75/90.75
                          (Closing Jun 8)
 1715  14.50/16.00    40.00/42.00    66.00/68.00   90.00/92.00
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 114.75/116.75  138.00/140.00  160.50/162.50  187.00/189.00
 1100 114.75/116.70  138.00/140.00  160.50/162.50  186.75/188.70
 1200 115.00/117.00  138.50/140.50  161.00/163.00  187.00/189.00
 1300 115.00/117.00  138.50/140.50  161.00/163.00  187.00/189.00
 1400 115.00/117.00  138.50/140.50  161.00/163.00  187.00/189.00
 1500 114.25/116.25  137.50/139.50  160.00/162.00  186.00/188.00
 1600 114.00/116.00  137.00/139.00  159.25/161.25  185.25/187.25
 1715 114.25/116.25  137.25/139.25  159.50/161.50  185.50/187.50
                         (Closing Jun 8)
 1715 115.50/117.50  138.75/140.75  161.25/163.25  187.75/189.75
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 209.25/211.25  231.50/233.50  257.00/259.00  283.50/285.50
 1100 209.00/211.00  231.00/233.00  256.50/258.50  283.00/285.00
 1200 209.00/211.00  231.00/233.00  256.50/258.50  283.00/285.00
 1300 209.00/211.00  231.00/233.00  256.50/258.50  283.00/285.00
 1400 209.00/211.00  231.00/233.00  256.50/258.50  283.00/285.00
 1500 208.00/210.00  230.00/232.00  255.50/257.50  282.00/284.00
 1600 207.25/209.25  229.25/231.25  254.75/256.75  281.00/283.00
 1715 207.50/209.50  229.50/231.50  255.00/257.00  281.50/283.50
                        (Closing Jun 8)
 1715 210.00/212.00  232.25/234.25  258.00/260.00  284.50/286.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.76%    4.77%    4.76%      4.72%     4.67%   4.63%
 1100   4.76%    4.76%    4.75%      4.72%     4.67%   4.63%
 1200   4.81%    4.79%    4.76%      4.73%     4.69%   4.64%
 1300   4.81%    4.79%    4.76%      4.73%     4.68%   4.64%
 1400   4.81%    4.78%    4.76%      4.72%     4.68%   4.64%
 1500   4.79%    4.76%    4.74%      4.70%     4.65%   4.61%
 1600   4.74%    4.74%    4.72%      4.69%     4.64%   4.59%
 1715   4.79%    4.76%    4.74%      4.70%     4.65%   4.60%
                           (Closing Jun 8)
 1715   4.78%    4.76%    4.75%      4.72%     4.67%   4.63%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.61%    4.60%    4.59%      4.60%     4.60%   4.59%
 1100   4.60%    4.59%    4.58%      4.59%     4.59%   4.58%
 1200   4.61%    4.60%    4.58%      4.59%     4.59%   4.58%
 1300   4.61%    4.59%    4.58%      4.59%     4.59%   4.58%
 1400   4.61%    4.59%    4.58%      4.59%     4.59%   4.58%
 1500   4.58%    4.57%    4.56%      4.57%     4.57%   4.56%
 1600   4.57%    4.55%    4.54%      4.56%     4.56%   4.55%
 1715   4.57%    4.56%    4.55%      4.56%     4.57%   4.56%
                           (Closing Jun 8)
 1715   4.61%    4.60%    4.59%      4.60%     4.61%   4.59%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2400/64.2500 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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