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RPT-India fwd/annualised dlr premia-(close)-Jun 6
June 6, 2017 / 4:42 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 6

              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
                02.84%           02.84%           02.84%
                                (Jun 5)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.84%           02.84%           02.84%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  17.75/19.25    43.50/45.50    69.50/71.50   93.75/95.75
 1100  17.75/19.25    43.25/45.25    69.25/71.25   93.50/95.50
 1200  17.50/19.00    43.25/45.25    69.25/71.25   93.50/95.50
 1300  17.50/19.00    43.25/45.25    69.25/71.25   93.25/95.25
 1400  17.50/19.50    43.25/45.25    69.25/71.25   93.50/95.50
 1500  17.50/19.50    43.25/45.25    69.25/71.25   93.50/95.50
 1600  17.50/19.50    43.25/45.25    69.25/71.25   93.50/95.50
 1715  17.50/19.00    43.25/45.25    69.25/71.25   93.50/95.50
                         (Closing Jun 5)
 1715  18.50/20.00    44.25/46.25    70.50/72.50   94.75/96.75
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 119.75/121.75  144.25/146.25  168.00/170.00  195.25/197.25
 1100 119.50/121.50  144.00/146.00  167.75/169.75  195.00/197.00
 1200 119.50/121.50  143.75/145.75  167.25/169.25  194.50/196.50
 1300 119.25/121.20  143.75/145.70  167.50/169.50  194.75/196.70
 1400 119.75/121.75  144.25/146.25  168.00/170.00  195.00/197.00
 1500 119.75/121.75  144.25/146.25  168.00/170.00  195.25/197.25
 1600 119.75/121.75  144.25/146.25  168.00/170.00  195.25/197.25
 1715 119.75/121.75  144.25/146.25  168.00/170.00  195.50/197.50
                  (Closing Jun 5)
 1715 120.75/122.75  145.25/147.25  169.00/171.00  196.25/198.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 218.00/220.00  240.50/242.50  266.50/268.50  293.50/295.50
 1100 217.50/219.50  240.00/242.00  266.00/268.00  293.00/295.00
 1200 217.00/219.00  239.50/241.50  265.50/267.50  292.50/294.50
 1300 217.50/219.50  240.00/242.00  266.00/268.00  293.00/295.00
 1400 217.50/219.50  240.00/242.00  266.00/268.00  293.00/295.00
 1500 218.00/220.00  240.50/242.50  266.50/268.50  293.50/295.50
 1600 218.00/220.00  240.50/242.50  266.50/268.50  293.50/295.50
 1715 218.25/220.25  241.00/243.00  267.00/269.00  294.00/296.00
                      (Closing Jun 5)
 1715 219.00/221.00  241.75/243.75  267.75/269.75  295.00/297.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.77%    4.76%    4.76%      4.74%     4.72%   4.71%
 1100   4.75%    4.74%    4.74%      4.73%     4.71%   4.70%
 1200   4.72%    4.74%    4.74%      4.73%     4.71%   4.69%
 1300   4.72%    4.74%    4.74%      4.72%     4.70%   4.69%
 1400   4.75%    4.73%    4.74%      4.73%     4.71%   4.70%
 1500   4.75%    4.73%    4.74%      4.73%     4.71%   4.70%
 1600   4.74%    4.73%    4.74%      4.73%     4.71%   4.70%
 1715   4.72%    4.73%    4.74%      4.73%     4.71%   4.70%
                         (Closing Jun 5)
 1715   4.75%    4.76%    4.77%      4.75%     4.72%   4.71%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.70%    4.69%    4.68%      4.69%     4.69%   4.68%
 1100   4.69%    4.69%    4.67%      4.68%     4.68%   4.67%
 1200   4.68%    4.68%    4.66%      4.67%     4.67%   4.66%
 1300   4.68%    4.68%    4.67%      4.67%     4.68%   4.67%
 1400   4.69%    4.68%    4.67%      4.67%     4.68%   4.67%
 1500   4.69%    4.69%    4.68%      4.68%     4.69%   4.67%
 1600   4.69%    4.69%    4.68%      4.68%     4.68%   4.67%
 1715   4.69%    4.69%    4.68%      4.69%     4.69%   4.68%
                         (Closing Jun 5)
 1715   4.70%    4.70%    4.69%      4.69%     4.70%   4.69%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4250/64.4350 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised p4emiums   
            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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