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RPT-India fwd/annualised dlr premia-(close)-Jul 5
July 5, 2017 / 4:50 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 5

 
              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
                02.82%           02.82%           02.82%
                                (Jul 4)            
 1000            N/A              N/A          00.50/01.50
                 N/A              N/A             02.82%
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  18.75/20.25    44.50/46.50   68.00/70.00   94.25/96.25
 1100  18.50/20.50    44.00/46.00   67.50/69.50   94.00/96.00
 1200  18.50/20.50    44.00/46.00   67.75/69.75   94.00/96.00
 1300  18.50/20.00    44.00/46.00   67.50/69.50   94.00/96.00
 1400  18.50/20.00    44.00/46.00   67.50/69.50   93.75/95.75
 1500  18.50/20.00    44.00/46.00   67.50/69.50   93.50/95.50
 1600  18.50/20.00    43.75/45.75   67.50/69.50   93.75/95.75
 1715  18.50/20.50    44.00/46.00   67.75/69.75   93.75/95.75
                       (Closing Jul 4)
 1715  19.75/21.25    45.50/47.50   69.25/71.25   95.75/97.75
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 118.25/120.25  141.50/143.50  167.75/169.75  190.00/192.00
 1100 118.25/120.25  141.50/143.50  168.00/170.00  190.00/192.00
 1200 118.25/120.25  141.50/143.50  168.00/170.00  190.25/192.25
 1300 117.75/119.75  140.75/142.75  167.25/169.25  189.50/191.50
 1400 117.75/119.75  141.00/143.00  167.25/169.25  189.50/191.50
 1500 117.50/119.50  140.75/142.75  167.25/169.25  189.50/191.50
 1600 117.75/119.75  141.00/143.00  167.25/169.25  189.50/191.50
 1715 117.75/119.75  141.00/143.00  167.25/169.25  189.50/191.50
                       (Closing Jul 4) 
 1715 120.00/122.00  143.50/145.50  170.00/172.00  192.50/194.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 212.25/214.25  237.50/239.50  263.75/265.75  286.00/288.00
 1100 212.00/214.00  237.25/239.25  263.25/265.25  285.50/287.50
 1200 212.50/214.50  237.50/239.50  263.75/265.75  286.00/288.00
 1300 211.75/213.75  237.00/239.00  263.25/265.25  285.50/287.50
 1400 211.75/213.75  237.00/239.00  263.25/265.25  285.50/287.50
 1500 211.75/213.75  237.00/239.00  263.25/265.25  285.50/287.50
 1600 211.75/213.75  237.00/239.00  263.25/265.25  285.50/287.50
 1715 211.75/213.75  236.75/238.75  262.75/264.75  285.00/287.00
                       (Closing Jul 4) 
 1715 215.00/217.00  240.50/242.50  266.75/268.75  289.00/291.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.61%    4.65%    4.63%      4.62%     4.60%   4.59%
 1100   4.59%    4.61%    4.61%      4.61%     4.60%   4.59%
 1200   4.59%    4.61%    4.62%      4.61%     4.60%   4.59%
 1300   4.56%    4.61%    4.60%      4.61%     4.58%   4.56%
 1400   4.55%    4.60%    4.60%      4.60%     4.58%   4.57%
 1500   4.55%    4.60%    4.59%      4.58%     4.57%   4.56%
 1600   4.55%    4.59%    4.60%      4.60%     4.58%   4.57%
 1715   4.59%    4.61%    4.61%      4.60%     4.58%   4.57%
                       (Closing Jul 4) 
 1715   4.65%    4.68%    4.66%      4.66%     4.64%   4.62%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.57%    4.56%    4.56%      4.57%     4.55%   4.53%
 1100   4.58%    4.56%    4.56%      4.56%     4.54%   4.52%
 1200   4.58%    4.57%    4.57%      4.57%     4.55%   4.53%
 1300   4.56%    4.55%    4.55%      4.55%     4.54%   4.52%
 1400   4.55%    4.55%    4.55%      4.55%     4.53%   4.51%
 1500   4.55%    4.55%    4.55%      4.55%     4.53%   4.51%
 1600   4.56%    4.55%    4.55%      4.55%     4.54%   4.52%
 1715   4.55%    4.55%    4.55%      4.55%     4.53%   4.51%
                       (Closing Jul 4) 
 1715   4.61%    4.60%    4.60%      4.61%     4.58%   4.56%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.7825/64.7925 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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