June 30, 2017 / 4:42 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 30

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        02.50/06.00      01.50/03.50      01.00/02.50
                02.82%           02.82%           02.82%
                                (Jun 29)            
 1000        02.00/05.00      00.50/01.50      01.50/03.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  20.50/22.00    46.25/48.25   69.75/71.75   95.75/97.75
 1100  20.50/22.00    46.50/48.50   70.25/72.25   96.50/98.50
 1200  20.75/22.25    46.75/48.75   70.50/72.50   96.75/98.75
 1300  20.50/22.50    46.50/48.50   70.75/72.75   97.50/99.50
 1400  20.50/22.50    46.50/48.50   70.75/72.75   97.50/99.50
 1500  20.75/22.25    46.75/48.75   70.75/72.75   97.25/99.25
 1600  20.75/22.25    46.75/48.75   70.75/72.75   97.50/99.50
 1715  20.75/22.25    46.75/48.75   70.75/72.75   97.50/99.50
                       (Closing Jun 29)
 1715  22.00/23.50    47.75/49.75   71.50/73.50   97.50/99.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 119.50/121.50  142.50/144.50  169.00/171.00  191.00/193.00
 1100 120.25/122.25  143.50/145.50  170.00/172.00  192.25/194.25
 1200 121.00/123.00  144.50/146.50  171.00/173.00  193.25/195.25
 1300 122.00/124.00  145.50/147.50  172.25/174.25  194.50/196.50
 1400 122.00/124.00  145.50/147.50  172.25/174.25  194.50/196.50
 1500 121.50/123.50  145.00/147.00  171.50/173.50  193.75/195.75
 1600 121.75/123.75  145.25/147.25  171.75/173.75  194.00/196.00
 1715 121.75/123.75  145.25/147.25  171.75/173.75  194.00/196.00
                       (Closing Jun 29) 
 1715 121.25/123.25  144.25/146.25  170.75/172.75  193.00/195.00
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 213.00/215.00  238.00/240.00  264.00/266.00  286.00/288.00
 1100 214.50/216.50  239.50/241.50  265.50/267.50  287.50/289.50
 1200 215.50/217.50  240.50/242.50  266.50/268.50  288.50/290.50
 1300 216.75/218.75  241.75/243.75  267.75/269.75  290.00/292.00
 1400 216.75/218.75  241.75/243.75  267.75/269.75  290.00/292.00
 1500 216.00/218.00  241.25/243.25  267.25/269.25  289.50/291.50
 1600 216.25/218.25  241.50/243.50  267.75/269.75  290.00/292.00
 1715 216.25/218.25  241.50/243.50  267.75/269.75  290.00/292.00
                       (Closing Jun 29) 
 1715 215.25/217.25  240.25/242.25  266.25/268.25  288.50/290.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.64%    4.67%    4.64%      4.62%     4.59%   4.57%
 1100   4.65%    4.70%    4.67%      4.66%     4.62%   4.61%
 1200   4.69%    4.71%    4.68%      4.66%     4.64%   4.63%
 1300   4.67%    4.70%    4.70%      4.70%     4.68%   4.66%
 1400   4.67%    4.70%    4.70%      4.70%     4.68%   4.66%
 1500   4.69%    4.72%    4.71%      4.69%     4.67%   4.65%
 1600   4.69%    4.72%    4.71%      4.70%     4.68%   4.66%
 1715   4.70%    4.73%    4.72%      4.71%     4.68%   4.67%
                       (Closing Jun 29) 
 1715   4.60%    4.66%    4.65%      4.63%     4.60%   4.58%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.57%    4.55%    4.55%      4.55%     4.53%   4.51%
 1100   4.59%    4.58%    4.58%      4.58%     4.55%   4.53%
 1200   4.61%    4.60%    4.59%      4.59%     4.57%   4.54%
 1300   4.64%    4.62%    4.61%      4.61%     4.58%   4.56%
 1400   4.64%    4.63%    4.61%      4.61%     4.58%   4.56%
 1500   4.63%    4.62%    4.61%      4.61%     4.58%   4.56%
 1600   4.64%    4.62%    4.61%      4.61%     4.59%   4.57%
 1715   4.65%    4.63%    4.62%      4.62%     4.60%   4.58%
                       (Closing Jun 29) 
 1715   4.57%    4.56%    4.56%      4.57%     4.54%   4.53%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5750/64.5850 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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