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RPT-India fwd/annualised dlr premia-(close)-Jun 16
June 16, 2017 / 4:47 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 16

 
              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
                02.82%           02.82%           02.82%
                                (Jun 15)            
 1000        02.00/05.00      00.50/01.50      01.50/03.50
                02.84%           02.84%           02.84%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  08.00/09.50    34.00/36.00    60.00/62.00   84.50/86.50
 1100  08.25/09.75    34.25/36.25    60.50/62.50   84.50/86.50
 1200  08.25/09.75    34.50/36.50    60.50/62.50   84.50/86.50
 1300  08.25/09.75    34.25/36.25    60.25/62.25   84.50/86.50
 1400  08.25/09.75    34.50/36.50    60.50/62.50   84.50/86.50
 1500  08.00/09.50    34.00/36.00    60.00/62.00   84.00/86.00
 1600  08.25/09.75    34.25/36.25    60.25/62.25   84.25/86.25
 1715  07.75/09.25    34.25/36.25    60.25/62.25   84.25/86.25
                          (Closing Jun 15)
 1715  08.75/10.25    34.75/36.75    60.75/62.75   84.75/86.75
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 111.00/113.00  135.50/137.50  159.00/161.00  185.50/187.50
 1100 110.75/112.75  134.75/136.75  158.00/160.00  184.00/186.00
 1200 110.75/112.75  134.75/136.75  158.00/160.00  184.00/186.00
 1300 110.75/112.75  135.00/137.00  158.50/160.50  184.75/186.75
 1400 110.75/112.75  134.75/136.75  158.00/160.00  184.00/186.00
 1500 110.00/112.00  134.00/136.00  157.25/159.25  183.00/185.00
 1600 110.25/112.20  134.25/136.20  157.50/159.50  183.50/185.50
 1715 110.25/112.25  134.50/136.50  157.75/159.75  183.75/185.75
                         (Closing Jun 15)
 1715 110.75/112.75  134.75/136.75  158.00/160.00  184.00/186.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 207.75/209.75  230.00/232.00  255.25/257.25  281.50/283.50
 1100 206.50/208.50  229.00/231.00  254.25/256.25  280.50/282.50
 1200 206.50/208.50  229.00/231.00  254.25/256.25  280.50/282.50
 1300 207.00/209.00  229.25/231.25  254.50/256.50  280.50/282.50
 1400 206.50/208.50  229.00/231.00  254.25/256.25  280.50/282.50
 1500 205.50/207.50  228.00/230.00  253.25/255.25  279.50/281.50
 1600 206.00/208.00  228.50/230.50  253.75/255.70  280.00/282.00
 1715 206.25/208.25  228.75/230.75  254.00/256.00  280.00/282.00
                         (Closing Jun 15)
 1715 206.25/208.25  228.25/230.25  253.50/255.50  279.50/281.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.83%    4.79%    4.78%      4.76%     4.73%   4.71%
 1100   4.88%    4.82%    4.79%      4.75%     4.71%   4.68%
 1200   4.92%    4.84%    4.80%      4.76%     4.72%   4.69%
 1300   4.89%    4.82%    4.79%      4.76%     4.73%   4.70%
 1400   4.92%    4.85%    4.80%      4.76%     4.73%   4.69%
 1500   4.85%    4.81%    4.78%      4.74%     4.70%   4.68%
 1600   4.90%    4.83%    4.79%      4.75%     4.71%   4.68%
 1715   4.86%    4.83%    4.79%      4.75%     4.72%   4.69%
                          (Closing Jun 15)
 1715   4.82%    4.79%    4.76%      4.72%     4.69%   4.67%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.68%    4.66%    4.64%      4.65%     4.63%   4.61%
 1100   4.65%    4.63%    4.62%      4.63%     4.61%   4.59%
 1200   4.66%    4.64%    4.63%      4.64%     4.62%   4.60%
 1300   4.68%    4.65%    4.64%      4.64%     4.62%   4.60%
 1400   4.66%    4.64%    4.64%      4.64%     4.63%   4.61%
 1500   4.64%    4.63%    4.62%      4.63%     4.61%   4.60%
 1600   4.65%    4.64%    4.63%      4.64%     4.62%   4.61%
 1715   4.66%    4.64%    4.63%      4.64%     4.62%   4.60%
                          (Closing Jun 15)
 1715   4.64%    4.62%    4.60%      4.61%     4.59%   4.58%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4300/64.4400 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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