Reuters logo
RPT-India fwd/annualised dlr premia-(close)-Jun 28
June 28, 2017 / 4:49 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 28

 
              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 27)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  25.00/27.00    50.75/52.75   74.75/76.75  100.75/102.75
 1100  25.00/27.00    50.75/52.75   74.75/76.75  100.75/102.75
 1200  25.00/27.00    51.00/53.00   75.00/77.00  101.00/103.00
 1300  25.00/27.00    51.00/53.00   75.00/77.00  101.00/103.00
 1400  25.00/27.00    51.00/53.00   75.00/77.00  101.25/103.25
 1500  25.00/27.00    51.00/53.00   75.00/77.00  101.00/103.00
 1600  25.00/27.00    51.00/53.00   75.00/77.00  101.00/103.00
 1715  25.00/27.00    51.00/53.00   75.00/77.00  101.00/103.00
                       (Closing Jun 27)
 1715  26.00/28.00    52.00/54.00   76.00/78.00  102.00/104.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 124.75/126.75  147.75/149.75  174.00/176.00  196.00/198.00
 1100 124.75/126.75  147.75/149.75  174.00/176.00  196.00/198.00
 1200 125.25/127.25  148.25/150.25  174.50/176.50  196.50/198.50
 1300 125.25/127.25  148.25/150.25  174.50/176.50  196.50/198.50
 1400 125.50/127.50  148.50/150.50  175.00/177.00  197.00/199.00
 1500 125.25/127.25  148.25/150.25  174.50/176.50  196.50/198.50
 1600 125.00/127.00  148.00/150.00  174.50/176.50  196.50/198.50
 1715 125.00/127.00  148.00/150.00  174.50/176.50  196.25/198.25
                       (Closing Jun 27) 
 1715 126.00/128.00  149.00/151.00  175.50/177.50  197.50/199.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 218.00/220.00  243.00/245.00  269.00/271.00  291.00/293.00
 1100 218.00/220.00  243.00/245.00  269.00/271.00  291.00/293.00
 1200 218.50/220.50  243.50/245.50  269.50/271.50  291.50/293.50
 1300 218.50/220.50  243.50/245.50  269.50/271.50  291.50/293.50
 1400 219.00/221.00  244.00/246.00  270.00/272.00  292.00/294.00
 1500 218.50/220.50  243.50/245.50  269.50/271.50  291.50/293.50
 1600 218.50/220.50  243.50/245.50  269.50/271.50  291.50/293.50
 1715 218.00/220.00  243.00/245.00  269.00/271.00  291.00/293.00
                       (Closing Jun 27) 
 1715 219.50/221.50  244.50/246.50  270.50/272.50   00.25/01.25
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.74%    4.72%    4.71%      4.68%     4.65%   4.62%
 1100   4.74%    4.72%    4.71%      4.68%     4.65%   4.62%
 1200   4.75%    4.75%    4.73%      4.69%     4.67%   4.64%
 1300   4.74%    4.74%    4.72%      4.69%     4.67%   4.64%
 1400   4.74%    4.74%    4.72%      4.70%     4.67%   4.64%
 1500   4.74%    4.74%    4.72%      4.68%     4.66%   4.63%
 1600   4.74%    4.74%    4.72%      4.69%     4.65%   4.63%
 1715   4.74%    4.74%    4.72%      4.69%     4.66%   4.63%  
                       (Closing Jun 27) 
 1715   4.77%    4.76%    4.73%      4.70%     4.67%   4.64%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.60%    4.58%    4.57%      4.58%     4.56%   4.54%
 1100   4.60%    4.59%    4.57%      4.59%     4.56%   4.54%
 1200   4.62%    4.60%    4.58%      4.60%     4.57%   4.55%
 1300   4.62%    4.60%    4.58%      4.59%     4.57%   4.54%
 1400   4.63%    4.60%    4.59%      4.60%     4.57%   4.55%
 1500   4.61%    4.59%    4.58%      4.59%     4.56%   4.54%
 1600   4.61%    4.59%    4.58%      4.59%     4.56%   4.54%
 1715   4.62%    4.59%    4.57%      4.58%     4.56%   4.54%
                       (Closing Jun 27) 
 1715   4.62%    4.60%    4.59%      4.60%     4.57%   4.55%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5500/64.5600 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

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below