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RPT-India fwd/annualised dlr premia-(close)-Jun 29
June 29, 2017 / 4:45 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 29

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        02.00/05.00      00.50/01.50      01.50/03.50
                02.83%           02.83%           02.83%
                                (Jun 28)            
 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  22.50/24.50    48.50/50.50   72.75/74.75   98.75/100.75
 1100  22.50/24.00    48.50/50.50   72.50/74.50   98.50/100.50
 1200  22.75/23.75    48.50/50.50   72.50/74.50   98.50/100.50
 1300  22.50/24.50    48.25/50.25   72.25/74.25   98.25/100.25
 1400  22.50/24.50    48.00/50.00   72.00/74.00   98.00/100.00
 1500  22.50/24.00    48.00/50.00   72.00/74.00   98.00/100.00
 1600  22.25/24.25    48.00/50.00   72.00/74.00   98.00/100.00
 1715  22.00/23.50    47.75/49.75   71.50/73.50   97.50/99.50 
                       (Closing Jun 28)
 1715  25.00/27.00    51.00/53.00   75.00/77.00  101.00/103.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 122.75/124.75  145.75/147.75  172.25/174.25  194.25/196.25
 1100 122.25/124.20  145.25/147.20  171.75/173.70  194.00/196.00
 1200 122.50/124.50  145.50/147.50  172.00/174.00  194.00/196.00
 1300 122.00/124.00  145.00/147.00  171.50/173.50  193.50/195.50
 1400 121.75/123.75  144.75/146.75  171.25/173.25  193.50/195.50
 1500 121.75/123.75  144.75/146.75  171.25/173.25  193.50/195.50
 1600 122.00/124.00  144.75/146.75  171.25/173.25  193.25/195.25
 1715 121.25/123.25  144.25/146.25  170.75/172.75  193.00/195.00
                       (Closing Jun 28) 
 1715 125.00/127.00  148.00/150.00  174.50/176.50  196.25/198.25
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 216.25/218.25  241.25/243.25  267.25/269.25  289.50/291.50
 1100 216.00/218.00  241.00/243.00  267.00/269.00  289.50/291.50
 1200 216.00/218.00  241.00/243.00  267.00/269.00  289.00/291.00
 1300 215.50/217.50  240.50/242.50  266.50/268.50  289.00/291.00
 1400 215.75/217.75  240.75/242.75  266.75/268.75  289.00/291.00
 1500 215.75/217.75  240.75/242.75  266.75/268.75  289.00/291.00
 1600 215.25/217.25  240.25/242.25  266.25/268.25  288.50/290.50
 1715 215.25/217.25  240.25/242.25  266.25/268.25  288.50/290.50
                       (Closing Jun 28) 
 1715 218.00/220.00  243.00/245.00  269.00/271.00  291.00/293.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.75%    4.75%    4.74%      4.70%     4.67%   4.64%
 1100   4.71%    4.75%    4.72%      4.69%     4.65%   4.62%
 1200   4.71%    4.75%    4.72%      4.69%     4.66%   4.63%
 1300   4.75%    4.72%    4.71%      4.68%     4.64%   4.61%
 1400   4.74%    4.70%    4.69%      4.66%     4.63%   4.60%
 1500   4.70%    4.70%    4.69%      4.66%     4.63%   4.60%
 1600   4.69%    4.69%    4.68%      4.66%     4.63%   4.60%
 1715   4.60%    4.66%    4.65%      4.63%     4.60%   4.58%
                       (Closing Jun 28) 
 1715   4.74%    4.74%    4.72%      4.69%     4.66%   4.63%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.62%    4.60%    4.59%      4.60%     4.57%   4.55%
 1100   4.61%    4.60%    4.59%      4.59%     4.57%   4.55%
 1200   4.62%    4.60%    4.59%      4.59%     4.57%   4.55%
 1300   4.60%    4.58%    4.58%      4.58%     4.56%   4.54%
 1400   4.59%    4.58%    4.58%      4.58%     4.56%   4.54%
 1500   4.59%    4.58%    4.58%      4.58%     4.56%   4.54%
 1600   4.59%    4.57%    4.56%      4.57%     4.55%   4.53%
 1715   4.57%    4.56%    4.56%      4.57%     4.54%   4.53%
                       (Closing Jun 28) 
 1715   4.62%    4.59%    4.57%      4.58%     4.56%   4.54%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.6275/64.6375 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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