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RPT-India fwd/annualised dlr premia-(close)-Jun 27
June 27, 2017 / 4:43 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 27

 
              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 23)            
 1000        02.50/05.50      02.00/04.00      00.50/01.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  00.50/01.50    26.50/28.50    52.50/54.50   76.75/78.75
 1100  00.50/01.50    26.50/28.50    52.50/54.50   76.75/78.75
 1200  00.25/01.25    26.25/28.25    52.25/54.25   76.50/78.50
 1300  00.25/01.25    26.25/27.75    52.25/54.25   76.25/78.25
 1400  00.25/01.25    26.25/27.75    52.25/54.25   76.25/78.25
 1500  00.50/01.00    26.00/28.00    52.00/54.00   76.00/78.00
 1600  00.50/01.00    26.00/28.00    52.00/54.00   76.00/78.00
 1715  00.25/01.25    26.00/28.00    52.00/54.00   76.00/78.00
                          (Closing Jun 23) 
 1715  01.25/02.25    27.25/29.25    53.25/55.25   77.00/79.00
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 102.75/104.75  126.50/128.50  149.50/151.50  175.50/177.50
 1100 102.75/104.75  126.50/128.50  149.50/151.50  175.50/177.50
 1200 102.50/104.50  126.50/128.50  149.50/151.50  176.00/178.00
 1300 102.25/104.25  126.00/128.00  149.00/151.00  175.00/177.00
 1400 102.25/104.25  126.00/128.00  149.00/151.00  175.50/177.50
 1500 102.00/104.00  126.00/128.00  149.00/151.00  175.50/177.50
 1600 102.00/104.00  126.00/128.00  149.00/151.00  175.50/177.50
 1715 102.00/104.00  126.00/128.00  149.00/151.00  175.50/177.50
                         (Closing Jun 23) 
 1715 102.75/104.75  126.50/128.50  149.50/151.50  175.50/177.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 197.50/199.50  219.50/221.50  244.50/246.50  270.50/272.50
 1100 197.50/199.50  219.50/221.50  244.75/246.75  271.00/273.00
 1200 198.00/200.00  220.00/222.00  245.00/247.00  271.00/273.00
 1300 197.25/199.25  219.50/221.50  244.50/246.50  270.50/272.50
 1400 197.75/199.75  220.00/222.00  245.00/247.00  271.00/273.00
 1500 197.75/199.75  220.00/222.00  245.00/247.00  271.00/273.00
 1600 197.75/199.75  220.00/222.00  245.00/247.00  271.00/273.00
 1715 197.50/199.50  219.50/221.50  244.50/246.50  270.50/272.50
                          (Closing Jun 23) 
 1715 197.50/199.50  219.50/221.50  244.75/246.70  271.00/273.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.87%    4.81%    4.79%      4.74%     4.69%   4.66%
 1100   4.87%    4.81%    4.79%      4.74%     4.69%   4.66%
 1200   4.82%    4.79%    4.77%      4.73%     4.69%   4.66%
 1300   4.78%    4.79%    4.75%      4.72%     4.67%   4.64%
 1400   4.78%    4.79%    4.76%      4.72%     4.67%   4.64%
 1500   4.78%    4.76%    4.74%      4.70%     4.67%   4.64%
 1600   4.78%    4.76%    4.74%      4.70%     4.67%   4.64%
 1715   4.77%    4.76%    4.73%      4.70%     4.67%   4.64%
                         (Closing Jun 23) 
 1715   4.84%    4.80%    4.75%      4.70%     4.66%   4.63%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.63%    4.61%    4.59%      4.60%     4.58%   4.56%
 1100   4.63%    4.61%    4.59%      4.61%     4.59%   4.57%
 1200   4.64%    4.62%    4.60%      4.61%     4.59%   4.57%
 1300   4.62%    4.60%    4.59%      4.60%     4.58%   4.56%
 1400   4.63%    4.61%    4.60%      4.61%     4.59%   4.57%
 1500   4.63%    4.61%    4.60%      4.61%     4.59%   4.57%
 1600   4.63%    4.61%    4.60%      4.61%     4.58%   4.56%
 1715   4.62%    4.60%    4.59%      4.60%     4.57%   4.55%
                         (Closing Jun 23) 
 1715   4.60%    4.58%    4.57%      4.59%     4.57%   4.55%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5250/64.5350 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised premiums   
            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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