June 20, 2017 / 4:44 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 20

 
              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
                02.83%           02.83%           02.83%
                                (Jun 19)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.84%           02.84%           02.84%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  06.00/07.50    32.00/34.00    58.00/60.00   82.00/84.00
 1100  06.00/07.50    32.00/34.00    58.00/60.00   82.00/84.00
 1200  06.00/07.50    32.00/34.00    58.00/60.00   82.00/84.00
 1300  06.00/07.50    32.00/34.00    58.00/60.00   82.00/84.00
 1400  06.00/07.50    32.00/34.00    58.00/60.00   82.00/84.00
 1500  06.00/07.50    32.00/34.00    58.00/60.00   82.00/84.00
 1600  06.00/07.50    32.00/34.00    58.00/60.00   82.00/84.00
 1715  06.00/07.50    32.00/34.00    58.00/60.00   82.00/84.00
                          (Closing Jun 19) 
 1715  07.00/08.50    33.25/35.25    59.25/61.25   83.25/85.25
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 108.00/110.00  132.00/134.00  155.00/157.00  180.50/182.50
 1100 108.00/110.00  132.00/134.00  155.00/157.00  181.00/183.00
 1200 107.50/109.50  131.25/133.25  154.25/156.25  180.00/182.00
 1300 108.00/110.00  131.75/133.75  154.50/156.50  180.50/182.50
 1400 107.75/109.75  131.50/133.50  154.50/156.50  180.00/182.00
 1500 107.75/109.75  131.25/133.25  154.00/156.00  179.50/181.50
 1600 107.75/109.75  131.50/133.50  154.50/156.50  180.00/182.00
 1715 107.75/109.75  131.50/133.50  154.50/156.50  180.00/182.00
                         (Closing Jun 19) 
 1715 109.50/111.50  133.50/135.50  156.75/158.75  182.75/184.75
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 202.75/204.75  225.00/227.00  250.00/252.00  276.00/278.00
 1100 203.00/205.00  225.00/227.00  250.00/252.00  276.00/278.00
 1200 202.00/204.00  224.00/226.00  249.00/251.00  275.00/277.00
 1300 202.25/204.25  224.00/226.00  249.00/251.00  275.00/277.00
 1400 202.00/204.00  224.00/226.00  249.00/251.00  275.00/277.00
 1500 201.50/203.50  223.50/225.50  248.50/250.50  274.50/276.50
 1600 202.00/204.00  224.00/226.00  249.00/251.00  275.00/277.00
 1715 202.00/204.00  224.00/226.00  249.00/251.00  275.00/277.00
                          (Closing Jun 19) 
 1715 205.25/207.25  227.75/229.75  253.00/255.00  279.00/281.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.79%    4.77%    4.75%      4.72%     4.68%   4.65%
 1100   4.79%    4.77%    4.75%      4.72%     4.68%   4.65%
 1200   4.79%    4.78%    4.75%      4.70%     4.66%   4.63%
 1300   4.79%    4.77%    4.75%      4.72%     4.68%   4.64%
 1400   4.79%    4.78%    4.75%      4.71%     4.67%   4.64%
 1500   4.79%    4.78%    4.75%      4.71%     4.66%   4.63%
 1600   4.79%    4.78%    4.75%      4.71%     4.67%   4.64%
 1715   4.79%    4.77%    4.75%      4.71%     4.67%   4.64%
                         (Closing Jun 19) 
 1715   4.85%    4.82%    4.78%      4.75%     4.71%   4.68%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.62%    4.60%    4.59%      4.59%     4.58%   4.56%
 1100   4.63%    4.60%    4.59%      4.60%     4.58%   4.56%
 1200   4.60%    4.58%    4.57%      4.58%     4.56%   4.55%
 1300   4.61%    4.59%    4.57%      4.58%     4.56%   4.55%
 1400   4.61%    4.59%    4.57%      4.58%     4.57%   4.55%
 1500   4.59%    4.57%    4.56%      4.57%     4.55%   4.54%
 1600   4.61%    4.58%    4.57%      4.58%     4.56%   4.55%
 1715   4.60%    4.58%    4.57%      4.58%     4.56%   4.55%
                         (Closing Jun 19) 
 1715   4.65%    4.64%    4.63%      4.64%     4.62%   4.60%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4950/64.5050 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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