July 7, 2017 / 4:48 AM / 13 days ago

RPT-India fwd/annualised dlr premia-(close)-Jul 7

6 Min Read

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        01.50/03.50      01.00/02.25      00.50/01.25
                02.11%           01.88%           02.82%
                                (Jul 6)            
 1000        02.00/04.00      00.50/01.25      01.50/02.75
                02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  15.00/16.50    40.50/42.50   64.25/66.25   90.25/92.25
 1100  15.50/17.00    40.75/42.75   64.50/66.50   90.75/92.75
 1200  15.25/17.25    40.50/42.50   64.50/66.50   91.00/93.00
 1300  15.25/17.25    40.75/42.75   64.75/66.75   91.00/93.00
 1400  15.50/17.00    40.75/42.75   64.50/66.50   90.75/92.75
 1500  15.50/17.00    40.75/42.75   64.50/66.50   90.75/92.75
 1600  15.50/17.00    40.75/42.75   64.50/66.50   90.50/92.50
 1715  15.50/17.00    40.75/42.75   64.50/66.50   90.50/92.50
                       (Closing Jul 6)
 1715  16.25/17.75    41.75/43.75   65.50/67.50   91.50/93.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 114.25/116.20  137.50/139.50  163.75/165.70  186.00/188.00
 1100 114.75/116.75  138.00/140.00  164.50/166.50  186.50/188.50
 1200 115.25/117.25  138.50/140.50  165.00/167.00  187.00/189.00
 1300 115.25/117.25  138.50/140.50  165.00/167.00  187.00/189.00
 1400 114.75/116.75  138.00/140.00  164.50/166.50  186.75/188.75
 1500 114.75/116.75  138.00/140.00  164.50/166.50  186.75/188.75
 1600 114.50/116.50  137.75/139.75  164.00/166.00  186.25/188.25
 1715 114.50/116.50  137.75/139.75  164.00/166.00  186.25/188.25
                       (Closing Jul 6) 
 1715 115.25/117.25  138.25/140.25  164.50/166.50  186.50/188.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 208.25/210.20  233.25/235.20  259.50/261.50  281.50/283.50
 1100 208.50/210.50  233.50/235.50  259.75/261.75  282.00/284.00
 1200 209.00/211.00  234.00/236.00  260.00/262.00  282.00/284.00
 1300 209.00/211.00  234.00/236.00  260.00/262.00  282.00/284.00
 1400 209.00/211.00  234.00/236.00  260.00/262.00  282.00/284.00
 1500 209.00/211.00  234.00/236.00  260.00/262.00  282.00/284.00
 1600 208.50/210.50  233.50/235.50  259.50/261.50  281.50/283.50
 1715 208.50/210.50  233.50/235.50  259.50/261.50  281.50/283.50
                       (Closing Jul 6) 
 1715 208.50/210.50  233.50/235.50  259.75/261.75  282.00/284.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.53%    4.59%    4.60%      4.58%     4.57%   4.56%
 1100   4.60%    4.61%    4.62%      4.61%     4.59%   4.58%
 1200   4.59%    4.60%    4.62%      4.62%     4.61%   4.59%
 1300   4.60%    4.63%    4.64%      4.63%     4.61%   4.60%
 1400   4.61%    4.62%    4.62%      4.61%     4.60%   4.59%
 1500   4.61%    4.62%    4.62%      4.61%     4.60%   4.58%
 1600   4.61%    4.62%    4.62%      4.60%     4.59%   4.57%
 1715   4.61%    4.63%    4.62%      4.61%     4.59%   4.58%
                       (Closing Jul 6) 
 1715   4.60%    4.63%    4.62%      4.60%     4.57%   4.56%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.55%    4.54%    4.54%      4.54%     4.52%   4.50%
 1100   4.57%    4.55%    4.55%      4.55%     4.53%   4.51%
 1200   4.58%    4.56%    4.56%      4.56%     4.53%   4.51%
 1300   4.58%    4.57%    4.56%      4.56%     4.54%   4.51%
 1400   4.58%    4.57%    4.57%      4.56%     4.54%   4.52%
 1500   4.57%    4.56%    4.57%      4.56%     4.54%   4.52%
 1600   4.56%    4.55%    4.56%      4.55%     4.53%   4.51%
 1715   4.57%    4.56%    4.56%      4.56%     4.54%   4.51%
                       (Closing Jul 6) 
 1715   4.54%    4.53%    4.53%      4.53%     4.51%   4.50%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5850/64.5950 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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