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RPT-India fwd/annualised dlr premia-(close)-Jun 14
June 14, 2017 / 4:42 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 14

 
              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
                02.84%           02.84%           02.84%
                                (Jun 13)            
 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  10.75/12.25    36.50/38.50    62.50/64.50   86.00/88.00
 1100  10.75/12.25    36.75/38.75    62.75/64.75   86.25/88.25
 1200  10.75/12.25    36.75/38.75    63.00/65.00   86.50/88.50
 1300  10.75/12.25    36.75/38.75    63.00/65.00   86.50/88.50
 1400  10.75/12.75    36.75/38.75    62.75/64.75   86.50/88.50
 1500  11.50/12.50    37.50/38.75    63.25/64.75   87.00/88.50
 1600  10.75/12.75    36.75/38.75    62.75/64.75   86.75/88.75
 1715  11.00/12.50    37.00/39.00    63.25/65.25   87.00/89.00
                          (Closing Jun 13)
 1715  11.75/13.75    37.50/39.50    63.25/65.25   87.00/89.00
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 111.50/113.50  134.75/136.75  157.00/159.00  182.75/184.75
 1100 111.75/113.75  135.00/137.00  157.50/159.50  183.25/185.25
 1200 112.00/114.00  135.50/137.50  158.00/160.00  183.50/185.50
 1300 112.00/114.00  135.50/137.50  158.00/160.00  183.50/185.50
 1400 112.25/114.25  135.75/137.75  158.25/160.25  184.25/186.25
 1500 112.75/114.25  136.25/138.25  158.75/160.75  184.50/186.50
 1600 112.50/114.50  136.25/138.25  158.75/160.75  184.75/186.75
 1715 112.75/114.75  136.00/138.00  158.50/160.50  184.00/186.00
                         (Closing Jun 13)
 1715 112.50/114.50  136.00/138.00  158.50/160.50  184.25/186.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 204.75/206.75  226.75/228.75  251.75/253.75  277.50/279.50
 1100 205.25/207.25  227.25/229.25  252.25/254.25  278.00/280.00
 1200 205.50/207.50  227.50/229.50  252.50/254.50  278.50/280.50
 1300 205.50/207.50  227.50/229.50  252.50/254.50  278.50/280.50
 1400 206.00/208.00  227.75/229.75  252.75/254.75  278.50/280.50
 1500 206.25/208.25  228.00/230.00  253.00/255.00  279.00/281.00
 1600 206.50/208.50  228.25/230.25  253.25/255.25  279.00/281.00
 1715 206.00/208.00  228.00/230.00  253.00/255.00  279.00/281.00
                         (Closing Jun 13)
 1715 206.25/208.25  228.25/230.25  253.25/255.25  279.00/281.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.71%    4.74%    4.71%      4.68%     4.63%   4.59%
 1100   4.74%    4.76%    4.73%      4.69%     4.64%   4.60%
 1200   4.74%    4.77%    4.75%      4.70%     4.66%   4.62%
 1300   4.74%    4.78%    4.75%      4.70%     4.66%   4.62%
 1400   4.76%    4.76%    4.74%      4.71%     4.67%   4.63%
 1500   4.82%    4.79%    4.76%      4.72%     4.68%   4.64%
 1600   4.76%    4.76%    4.75%      4.72%     4.68%   4.64%
 1715   4.79%    4.80%    4.77%      4.73%     4.68%   4.63%
                          (Closing Jun 13)
 1715   4.76%    4.74%    4.72%      4.68%     4.64%   4.61%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.56%    4.55%    4.54%      4.55%     4.54%   4.52%
 1100   4.58%    4.56%    4.55%      4.56%     4.55%   4.53%
 1200   4.59%    4.57%    4.56%      4.56%     4.56%   4.54%
 1300   4.59%    4.57%    4.56%      4.56%     4.56%   4.54%
 1400   4.60%    4.58%    4.56%      4.57%     4.56%   4.54%
 1500   4.61%    4.59%    4.57%      4.58%     4.57%   4.55%
 1600   4.61%    4.59%    4.57%      4.58%     4.57%   4.55%
 1715   4.60%    4.58%    4.57%      4.57%     4.56%   4.55%
                          (Closing Jun 13)
 1715   4.58%    4.56%    4.55%      4.56%     4.55%   4.54%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2950/64.3050 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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