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RPT-India fwd/annualised dlr premia-(close)-Jul 10
July 10, 2017 / 4:47 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 10

 
              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
                02.83%           02.83%           02.83%
                                (Jul 7)            
 1000        01.50/03.50      01.00/02.25      00.50/01.25
                02.11%           01.88%           02.82%
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  14.50/16.50    40.00/42.00   63.75/65.75   90.00/92.00
 1100  14.50/16.00    40.00/42.00   63.75/65.75   89.75/91.75
 1200  14.75/16.25    40.25/42.25   64.25/66.25   90.25/92.25
 1300  14.75/16.25    40.25/42.25   64.25/66.25   90.25/92.25
 1400  14.75/16.25    40.00/42.00   64.00/66.00   90.00/92.00
 1500  14.50/16.00    40.00/42.00   64.00/66.00   90.00/92.00
 1600  14.75/16.25    40.25/42.25   64.25/66.25   90.25/92.25
 1715  14.50/16.00    40.00/42.00   64.00/66.00   90.00/92.00
                       (Closing Jul 7)
 1715  15.50/17.00    40.75/42.75   64.50/66.50   90.50/92.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 114.00/116.00  137.25/139.25  163.50/165.50  185.75/187.75
 1100 113.75/115.75  137.00/139.00  163.50/165.50  185.75/187.75
 1200 114.25/116.25  137.50/139.50  164.00/166.00  186.25/188.25
 1300 114.25/116.25  137.50/139.50  164.00/166.00  186.25/188.25
 1400 114.00/116.00  137.25/139.25  163.50/165.50  185.75/187.75
 1500 114.00/116.00  137.25/139.25  163.75/165.75  186.00/188.00
 1600 114.25/116.25  137.50/139.50  164.00/166.00  186.25/188.25
 1715 114.00/116.00  137.25/139.25  163.50/165.50  185.75/187.75
                       (Closing Jul 7) 
 1715 114.50/116.50  137.75/139.75  164.00/166.00  186.25/188.25
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 208.00/210.00  233.00/235.00  259.00/261.00  281.00/283.00
 1100 208.00/210.00  233.00/235.00  259.00/261.00  281.00/283.00
 1200 208.50/210.50  233.50/235.50  259.50/261.50  281.50/283.50
 1300 208.50/210.50  233.50/235.50  259.50/261.50  281.50/283.50
 1400 208.00/210.00  233.00/235.00  259.00/261.00  281.00/283.00
 1500 208.25/210.25  233.50/235.50  259.50/261.50  281.50/283.50
 1600 208.50/210.50  233.50/235.50  259.50/261.50  281.50/283.50
 1715 208.00/210.00  233.00/235.00  259.00/261.00  281.00/283.00
                       (Closing Jul 7) 
 1715 208.50/210.50  233.50/235.50  259.50/261.50  281.50/283.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.63%    4.64%    4.64%      4.63%     4.61%   4.59%
 1100   4.61%    4.64%    4.63%      4.62%     4.60%   4.59%
 1200   4.65%    4.67%    4.66%      4.64%     4.62%   4.60%
 1300   4.65%    4.67%    4.66%      4.64%     4.62%   4.60%
 1400   4.63%    4.65%    4.64%      4.62%     4.61%   4.59%
 1500   4.61%    4.65%    4.64%      4.62%     4.61%   4.59%
 1600   4.65%    4.67%    4.66%      4.64%     4.62%   4.60%
 1715   4.61%    4.65%    4.65%      4.63%     4.61%   4.59%
                       (Closing Jul 7) 
 1715   4.61%    4.63%    4.62%      4.61%     4.59%   4.58%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.58%    4.57%    4.57%      4.57%     4.54%   4.52%
 1100   4.58%    4.57%    4.57%      4.57%     4.55%   4.52%
 1200   4.59%    4.58%    4.58%      4.57%     4.55%   4.53%
 1300   4.59%    4.58%    4.58%      4.57%     4.55%   4.53%
 1400   4.58%    4.57%    4.57%      4.56%     4.54%   4.52%
 1500   4.58%    4.57%    4.58%      4.57%     4.55%   4.53%
 1600   4.59%    4.58%    4.58%      4.57%     4.55%   4.53%
 1715   4.58%    4.57%    4.57%      4.57%     4.54%   4.52%
                       (Closing Jul 7) 
 1715   4.57%    4.56%    4.56%      4.56%     4.54%   4.51%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5250/64.5350 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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