July 12, 2017 / 4:45 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jul 12

 
              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 11)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  13.25/15.25    38.75/40.75   62.75/64.75   89.25/91.25
 1100  13.25/14.75    38.75/40.75   62.75/64.75   89.25/91.25
 1200  13.25/15.25    38.75/40.75   62.75/64.75   89.25/91.25
 1300  13.25/14.75    38.75/40.75   62.75/64.75   89.25/91.25
 1400  13.25/14.75    38.75/40.75   62.75/64.75   89.25/91.25
 1500  13.25/14.75    38.75/40.75   62.75/64.75   89.25/91.25
 1600  13.25/15.25    38.75/40.75   62.75/64.75   89.25/91.25
 1715  13.50/15.00    39.00/41.00   63.00/65.00   89.50/91.50
                       (Closing Jul 11)
 1715  14.00/15.50    39.50/41.50   63.50/65.50   90.00/92.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 113.75/115.75  137.25/139.25  164.00/166.00  186.25/188.25
 1100 113.50/115.50  137.00/139.00  163.50/165.50  186.00/188.00
 1200 113.75/115.75  137.25/139.25  163.75/165.75  186.00/188.00
 1300 113.50/115.50  137.00/139.00  163.50/165.50  186.00/188.00
 1400 113.50/115.50  137.00/139.00  163.50/165.50  186.00/188.00
 1500 113.50/115.50  137.00/139.00  163.50/165.50  186.00/188.00
 1600 113.75/115.75  137.25/139.25  164.00/166.00  186.25/188.25
 1715 113.75/115.75  137.25/139.25  164.00/166.00  186.50/188.50
                       (Closing Jul 11) 
 1715 114.25/116.25  137.75/139.75  164.25/166.25  186.50/188.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 208.50/210.50  234.00/236.00  260.25/262.25  282.50/284.50
 1100 208.50/210.50  234.00/236.00  260.25/262.25  282.50/284.50
 1200 208.25/210.25  233.50/235.50  259.75/261.75  282.00/284.00
 1300 208.50/210.50  234.00/236.00  260.25/262.25  282.50/284.50
 1400 208.50/210.50  234.00/236.00  260.25/262.25  282.50/284.50
 1500 208.50/210.50  234.00/236.00  260.25/262.25  282.50/284.50
 1600 208.50/210.50  234.00/236.00  260.25/262.25  282.50/284.50
 1715 209.00/211.00  234.50/236.50  261.00/263.00  283.00/285.00
                       (Closing Jul 11) 
 1715 209.00/211.00  234.50/236.50  260.75/262.75  283.00/285.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.70%    4.68%    4.68%      4.67%     4.66%   4.65%
 1100   4.68%    4.68%    4.68%      4.67%     4.65%   4.64%
 1200   4.70%    4.68%    4.68%      4.68%     4.66%   4.65%
 1300   4.68%    4.68%    4.68%      4.67%     4.65%   4.64%
 1400   4.68%    4.68%    4.68%      4.67%     4.65%   4.64%
 1500   4.68%    4.68%    4.68%      4.67%     4.65%   4.64%
 1600   4.70%    4.68%    4.68%      4.67%     4.66%   4.65%
 1715   4.72%    4.71%    4.70%      4.68%     4.66%   4.65%
                       (Closing Jul 11) 
 1715   4.66%    4.67%    4.67%      4.66%     4.65%   4.63%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.63%    4.62%    4.62%      4.61%     4.59%   4.56%
 1100   4.62%    4.62%    4.63%      4.62%     4.59%   4.57%
 1200   4.63%    4.61%    4.62%      4.61%     4.59%   4.56%
 1300   4.62%    4.62%    4.63%      4.62%     4.59%   4.57%
 1400   4.62%    4.62%    4.63%      4.62%     4.59%   4.57%
 1500   4.62%    4.61%    4.62%      4.62%     4.59%   4.57%
 1600   4.63%    4.62%    4.62%      4.61%     4.59%   4.56%
 1715   4.64%    4.63%    4.63%      4.63%     4.60%   4.57%
                       (Closing Jul 11)
 1715   4.61%    4.60%    4.61%      4.61%     4.58%   4.56%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5375/64.5475 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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