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RPT-India fwd/annualised dlr premia-(close)-Jul 14
July 14, 2017 / 4:45 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 14

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        02.00/05.00      01.50/03.50      00.50/01.50
                02.83%           02.83%           02.83%
                                (Jul 13)            
 1000        02.00/05.00      00.50/01.50      01.50/03.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  10.00/12.00    35.75/37.75   60.25/62.25   87.00/89.00
 1100  10.25/11.75    35.75/37.75   60.25/62.25   86.75/88.75
 1200  10.25/11.75    35.75/37.75   60.25/62.25   86.75/88.75
 1300  10.25/11.75    36.00/38.00   60.50/62.50   87.00/89.00
 1400  10.25/11.75    36.00/38.00   60.50/62.50   87.00/89.00
 1500  10.25/11.75    36.00/38.00   60.50/62.50   87.25/89.25
 1600  10.00/12.00    35.75/37.75   60.25/62.25   87.25/89.25
 1715  10.25/11.75    36.00/38.00   60.50/62.50   87.25/89.25
                       (Closing Jul 13)
 1715  11.00/12.50    36.50/38.50   61.00/63.00   87.50/89.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 111.75/113.75  135.50/137.50  162.25/164.25  185.00/187.00
 1100 111.25/113.25  135.00/137.00  162.00/164.00  184.75/186.75
 1200 111.50/113.50  135.50/137.50  162.50/164.50  185.50/187.50
 1300 111.75/113.75  135.75/137.75  162.75/164.75  185.75/187.75
 1400 111.75/113.75  135.75/137.75  162.75/164.75  185.50/187.50
 1500 112.00/114.00  136.00/138.00  163.00/165.00  185.75/187.75
 1600 112.00/114.00  136.00/138.00  163.00/165.00  185.75/187.75
 1715 112.00/114.00  136.00/138.00  163.00/165.00  186.00/188.00
                       (Closing Jul 13) 
 1715 112.25/114.25  136.25/138.25  163.25/165.25  186.00/188.00
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 207.75/209.75  233.50/235.50  259.75/261.75  282.00/284.00
 1100 207.75/209.75  233.50/235.50  260.00/262.00  282.00/284.00
 1200 208.50/210.50  234.25/236.25  260.75/262.75  283.00/285.00
 1300 208.75/210.75  234.50/236.50  261.00/263.00  283.50/285.50
 1400 208.50/210.50  234.50/236.50  261.25/263.25  283.50/285.50
 1500 208.75/210.75  234.50/236.50  261.25/263.25  283.50/285.50
 1600 208.75/210.75  234.75/236.75  261.25/263.25  283.50/285.50
 1715 209.00/211.00  235.00/237.00  261.75/263.75  284.00/286.00
                       (Closing Jul 13) 
 1715 209.00/211.00  234.75/236.75  261.25/263.25  283.50/285.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.74%    4.75%    4.75%      4.73%     4.72%   4.70%
 1100   4.74%    4.75%    4.74%      4.72%     4.70%   4.69%
 1200   4.74%    4.75%    4.74%      4.72%     4.72%   4.70%
 1300   4.77%    4.77%    4.75%      4.73%     4.72%   4.71%
 1400   4.77%    4.77%    4.75%      4.73%     4.72%   4.71%
 1500   4.77%    4.77%    4.76%      4.74%     4.73%   4.72%
 1600   4.74%    4.74%    4.76%      4.74%     4.73%   4.72%
 1715   4.77%    4.77%    4.76%      4.75%     4.73%   4.72%
                       (Closing Jul 13) 
 1715   4.73%    4.74%    4.73%      4.72%     4.71%   4.70%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.68%    4.68%    4.69%      4.67%     4.64%   4.61%
 1100   4.68%    4.67%    4.69%      4.67%     4.64%   4.62%
 1200   4.70%    4.69%    4.70%      4.69%     4.66%   4.63%
 1300   4.70%    4.70%    4.71%      4.69%     4.66%   4.64%
 1400   4.70%    4.69%    4.71%      4.69%     4.67%   4.64%
 1500   4.70%    4.69%    4.71%      4.69%     4.67%   4.64%
 1600   4.70%    4.70%    4.71%      4.70%     4.67%   4.64%
 1715   4.71%    4.70%    4.72%      4.70%     4.68%   4.65%
                       (Closing Jul 13)
 1715   4.69%    4.68%    4.70%      4.68%     4.65%   4.63%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4450/64.4550 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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