July 4, 2017 / 4:44 AM / 23 days ago

RPT-India fwd/annualised dlr premia-(close)-Jul 4

6 Min Read

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000            N/A             N/A           00.50/01.50
                 N/A             N/A              02.82%
                                (Jul 3)            
 1000        01.00/02.50      01.00/02.50          N/A
                02.82%           02.82%            N/A
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  20.00/21.50    46.00/48.00   70.00/72.00   97.00/99.00
 1100  20.00/22.00    46.00/48.00   70.00/72.00   96.75/98.75
 1200  20.00/22.00    46.00/48.00   70.00/72.00   96.75/98.75
 1300  19.75/21.75    45.75/47.75   69.75/71.75   96.25/98.25
 1400  20.00/21.50    46.00/48.00   70.00/72.00   96.75/98.75
 1500  19.75/21.25    45.75/47.75   69.50/71.50   96.25/98.25
 1600  19.75/21.75    45.75/47.75   69.50/71.50   96.00/98.00
 1715  19.75/21.25    45.50/47.50   69.25/71.25   95.75/97.75
                       (Closing Jul 3)
 1715  20.75/22.25    46.75/48.75   70.75/72.75   97.75/99.75
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 121.50/123.50  145.00/147.00  172.00/174.00  194.75/196.75
 1100 121.25/123.25  144.75/146.75  171.50/173.50  194.00/196.00
 1200 121.25/123.25  144.75/146.75  171.50/173.50  194.00/196.00
 1300 120.75/122.75  144.25/146.25  171.00/173.00  193.50/195.50
 1400 121.00/123.00  144.50/146.50  171.00/173.00  193.50/195.50
 1500 120.50/122.50  144.00/146.00  170.50/172.50  193.00/195.00
 1600 120.50/122.50  144.00/146.00  170.50/172.50  192.75/194.75
 1715 120.00/122.00  143.50/145.50  170.00/172.00  192.50/194.50
                       (Closing Jul 3) 
 1715 122.50/124.50  146.25/148.25  173.25/175.25  196.00/198.00
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 217.50/219.50  243.00/245.00  269.50/271.50  292.00/294.00
 1100 216.50/218.50  242.00/244.00  268.50/270.50  291.00/293.00
 1200 216.50/218.50  242.00/244.00  268.50/270.50  291.00/293.00
 1300 216.00/218.00  241.50/243.50  268.00/270.00  290.50/292.50
 1400 216.00/218.00  241.50/243.50  268.00/270.00  290.50/292.50
 1500 215.50/217.50  241.00/243.00  267.50/269.50  290.00/292.00
 1600 215.00/217.00  240.50/242.50  266.75/268.75  289.00/291.00
 1715 215.00/217.00  240.50/242.50  266.75/268.75  289.00/291.00
                       (Closing Jul 3) 
 1715 218.75/220.75  244.25/246.25  271.00/273.00  293.50/295.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.70%    4.72%    4.71%      4.71%     4.69%   4.67%
 1100   4.72%    4.71%    4.70%      4.69%     4.67%   4.65%
 1200   4.73%    4.72%    4.71%      4.70%     4.68%   4.66%
 1300   4.69%    4.70%    4.69%      4.68%     4.66%   4.65%
 1400   4.70%    4.73%    4.71%      4.70%     4.68%   4.65%
 1500   4.65%    4.70%    4.68%      4.68%     4.65%   4.64%
 1600   4.69%    4.70%    4.68%      4.67%     4.66%   4.64%
 1715   4.65%    4.68%    4.66%      4.66%     4.64%   4.62%
                       (Closing Jul 3) 
 1715   4.68%    4.71%    4.70%      4.70%     4.69%   4.68%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.66%    4.65%    4.65%      4.65%     4.63%   4.61%
 1100   4.64%    4.63%    4.62%      4.63%     4.60%   4.58%
 1200   4.65%    4.63%    4.63%      4.63%     4.61%   4.59%
 1300   4.63%    4.62%    4.62%      4.62%     4.60%   4.58%
 1400   4.64%    4.63%    4.62%      4.63%     4.61%   4.59%
 1500   4.62%    4.61%    4.61%      4.62%     4.60%   4.58%
 1600   4.62%    4.61%    4.60%      4.61%     4.59%   4.56%
 1715   4.61%    4.60%    4.60%      4.61%     4.58%   4.56%
                       (Closing Jul 3) 
 1715   4.67%    4.65%    4.65%      4.65%     4.63%   4.61%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.7300/64.7400 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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