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RPT-India fwd/annualised dlr premia-(close)-Jun 12
June 12, 2017 / 4:53 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 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%
                                (Jun 9)            
 1000        02.00/05.00      01.50/03.50      00.50/01.50
                02.84%           02.84%           02.84%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  12.50/14.00    38.00/40.00    63.75/65.75   87.25/89.25 
 1100  12.50/14.50    38.25/40.25    64.00/66.00   87.75/89.75
 1200  12.75/14.25    38.25/40.25    64.25/66.25   87.75/89.75
 1300  12.50/14.00    38.25/40.25    64.25/66.25   87.75/89.75
 1400  12.75/14.25    38.25/40.25    64.25/66.25   87.75/89.75
 1500  12.75/14.25    38.50/40.50    64.50/66.50   88.00/90.00
 1600  12.75/14.25    38.25/40.25    64.25/66.25   87.75/89.75  
 1715  12.75/14.25    38.50/40.50    64.50/66.50   88.00/90.00  
                          (Closing Jun 9)
 1715  13.75/15.25    39.25/41.25    65.25/67.25   88.75/90.75
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 112.50/114.50  135.50/137.50  157.75/159.75  183.75/185.75
 1100 113.00/115.00  136.25/138.25  158.50/160.50  184.50/186.50
 1200 113.25/115.25  136.25/138.25  158.50/160.50  184.75/186.75
 1300 113.00/115.00  136.00/138.00  158.25/160.25  184.50/186.50
 1400 112.75/114.75  135.75/137.75  158.00/160.00  184.00/186.00
 1500 113.25/115.25  136.25/138.25  158.50/160.50  184.25/186.25
 1600 113.25/115.20  136.25/138.20  158.50/160.50  184.50/186.50
 1715 113.50/115.50  136.75/138.70  159.00/161.00  184.75/186.70
                         (Closing Jun 9)
 1715 114.25/116.25  137.25/139.25  159.50/161.50  185.50/187.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 205.75/207.75  227.75/229.75  253.00/255.00  279.50/281.50
 1100 206.25/208.25  228.00/230.00  253.50/255.50  279.50/281.50
 1200 206.75/208.75  228.75/230.75  254.25/256.25  280.50/282.50
 1300 206.50/208.50  228.50/230.50  253.75/255.75  280.00/282.00
 1400 206.00/208.00  227.75/229.75  252.75/254.75  279.00/281.00
 1500 206.00/208.00  227.75/229.75  252.75/254.75  279.00/281.00
 1600 206.50/208.50  228.50/230.50  253.75/255.70  280.00/282.00
 1715 206.75/208.70  228.75/230.70  253.75/255.70  280.00/282.00
                        (Closing Jun 9)
 1715 207.50/209.50  229.50/231.50  255.00/257.00  281.50/283.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.70%    4.71%    4.69%      4.65%     4.60%   4.56%
 1100   4.75%    4.73%    4.72%      4.67%     4.63%   4.59%
 1200   4.75%    4.74%    4.72%      4.68%     4.63%   4.59%
 1300   4.72%    4.74%    4.72%      4.67%     4.62%   4.58%
 1400   4.75%    4.74%    4.72%      4.66%     4.61%   4.57%
 1500   4.77%    4.76%    4.73%      4.68%     4.63%   4.58%
 1600   4.75%    4.74%    4.72%      4.67%     4.63%   4.58%
 1715   4.77%    4.76%    4.73%      4.68%     4.64%   4.60%
                           (Closing Jun 9)
 1715   4.79%    4.76%    4.74%      4.70%     4.65%   4.60%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.54%    4.53%    4.52%      4.53%     4.54%   4.53% 
 1100   4.56%    4.55%    4.53%      4.55%     4.54%   4.53%
 1200   4.57%    4.56%    4.55%      4.56%     4.56%   4.55%
 1300   4.56%    4.55%    4.54%      4.55%     4.55%   4.54%
 1400   4.54%    4.53%    4.52%      4.53%     4.53%   4.52%
 1500   4.55%    4.54%    4.53%      4.54%     4.54%   4.53%
 1600   4.56%    4.54%    4.53%      4.54%     4.54%   4.53%
 1715   4.56%    4.55%    4.54%      4.55%     4.54%   4.53%
                           (Closing Jun 9)
 1715   4.57%    4.56%    4.55%      4.56%     4.57%   4.56%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4350/64.4450 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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