June 13, 2017 / 4:40 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 13

 
              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 12)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  11.75/13.25    37.25/39.25    63.25/65.25   86.50/88.50
 1100  11.75/13.25    37.25/39.25    63.25/65.25   86.50/88.50
 1200  11.75/13.25    37.25/39.25    63.25/65.25   86.75/88.75
 1300  11.75/13.75    37.50/39.50    63.25/65.25   86.75/88.75
 1400  11.75/13.25    37.50/39.50    63.50/65.50   87.00/89.00
 1500  11.75/13.75    37.75/39.75    63.75/65.75   87.50/89.50
 1600  11.75/13.25    37.50/39.50    63.50/65.50   87.00/89.00
 1715  11.75/13.75    37.50/39.50    63.25/65.25   87.00/89.00
                          (Closing Jun 12)
 1715  12.75/14.25    38.50/40.50    64.50/66.50   88.00/90.00
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 111.75/113.70  134.75/136.70  156.75/158.70  182.00/184.00
 1100 112.00/114.00  135.00/137.00  157.25/159.20  182.50/184.50
 1200 112.25/114.25  135.25/137.25  157.50/159.50  183.00/185.00
 1300 112.25/114.25  135.50/137.50  157.75/159.75  183.50/185.50
 1400 112.50/114.50  135.50/137.50  157.75/159.70  183.25/185.20
 1500 113.00/115.00  136.50/138.50  159.00/161.00  184.75/186.75
 1600 112.50/114.50  135.50/137.50  157.75/159.70  183.50/185.50
 1715 112.50/114.50  136.00/138.00  158.50/160.50  184.25/186.25
                         (Closing Jun 12)
 1715 113.50/115.50  136.75/138.70  159.00/161.00  184.75/186.70
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 203.75/205.70  225.50/227.50  250.50/252.50  276.50/278.50
 1100 204.25/206.20  226.00/228.00  251.00/253.00  277.00/279.00
 1200 204.75/206.75  226.50/228.50  251.50/253.50  277.50/279.50
 1300 205.00/207.00  226.50/228.50  251.50/253.50  277.50/279.50
 1400 205.25/207.20  227.00/229.00  252.00/254.00  278.00/280.00
 1500 206.50/208.50  226.50/228.50  253.25/255.25  279.00/281.00
 1600 205.50/207.50  227.50/229.50  252.50/254.50  278.50/280.50
 1715 206.25/208.25  228.25/230.25  253.25/255.25  279.00/281.00
                         (Closing Jun 12)
 1715 206.75/208.70  228.75/230.70  253.75/255.70  280.00/282.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.71%    4.72%    4.69%      4.64%     4.60%   4.55%
 1100   4.71%    4.72%    4.69%      4.65%     4.61%   4.56%
 1200   4.71%    4.72%    4.70%      4.67%     4.62%   4.57%
 1300   4.76%    4.73%    4.71%      4.67%     4.62%   4.58%
 1400   4.74%    4.75%    4.72%      4.68%     4.63%   4.58%
 1500   4.78%    4.77%    4.74%      4.70%     4.66%   4.62%
 1600   4.74%    4.75%    4.72%      4.68%     4.63%   4.58%
 1715   4.76%    4.74%    4.72%      4.68%     4.64%   4.61%
                            (Closing Jun 12)
 1715   4.77%    4.76%    4.73%      4.68%     4.64%   4.60%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.52%    4.50%    4.49%      4.50%     4.50%   4.49%
 1100   4.53%    4.51%    4.50%      4.51%     4.51%   4.50%
 1200   4.54%    4.52%    4.51%      4.52%     4.52%   4.51%
 1300   4.55%    4.53%    4.51%      4.52%     4.52%   4.51%
 1400   4.55%    4.53%    4.52%      4.53%     4.53%   4.52%
 1500   4.59%    4.56%    4.55%      4.55%     4.54%   4.53%
 1600   4.55%    4.54%    4.53%      4.54%     4.53%   4.52% 
 1715   4.58%    4.56%    4.55%      4.56%     4.55%   4.54%
                           (Closing Jun 12)
 1715   4.56%    4.55%    4.54%      4.55%     4.54%   4.53%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3325/64.3425 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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