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RPT-India fwd/annualised dlr premia-(close)-Jun 19
June 19, 2017 / 4:47 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 19

 
              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 16)            
 1000        02.00/05.00      01.50/03.50      00.50/01.50
                02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  07.00/08.50    33.25/35.25    59.25/61.25   83.25/85.25
 1100  07.00/08.50    33.25/35.25    59.25/61.25   83.25/85.25
 1200  07.00/08.50    33.00/35.00    59.00/61.00   83.25/85.25
 1300  07.00/08.50    33.00/35.00    59.00/61.00   83.25/85.25
 1400  07.00/08.50    33.25/35.25    59.25/61.25   83.25/85.25
 1500  07.00/08.50    33.00/35.00    59.00/61.00   83.25/85.25
 1600  07.00/08.50    33.00/35.00    59.00/61.00   83.25/85.25
 1715  07.00/08.50    33.25/35.25    59.25/61.25   83.25/85.25
                          (Closing Jun 16)
 1715  07.75/09.25    34.25/36.25    60.25/62.25   84.25/86.25
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 109.25/111.25  133.25/135.25  156.50/158.50  182.50/184.50
 1100 109.25/111.25  133.25/135.25  156.50/158.50  182.50/184.50
 1200 109.50/111.50  133.75/135.75  157.00/159.00  183.00/185.00
 1300 109.50/111.50  133.75/135.75  157.00/159.00  183.00/185.00
 1400 109.50/111.50  133.75/135.75  157.25/159.25  183.50/185.50
 1500 109.50/111.50  134.00/136.00  157.25/159.25  183.50/185.50
 1600 109.50/111.50  134.00/136.00  157.25/159.25  183.50/185.50
 1715 109.50/111.50  133.50/135.50  156.75/158.75  182.75/184.75
                         (Closing Jun 16)
 1715 110.25/112.25  134.50/136.50  157.75/159.75  183.75/185.75
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 205.00/207.00  227.50/229.50  252.75/254.75  279.00/281.00
 1100 205.00/207.00  227.50/229.50  252.50/254.50  278.50/280.50
 1200 205.25/207.25  227.50/229.50  252.75/254.75  279.00/281.00
 1300 205.25/207.25  227.50/229.50  252.75/254.75  279.00/281.00
 1400 206.00/208.00  228.50/230.50  253.75/255.75  280.00/282.00
 1500 205.75/207.75  228.00/230.00  253.25/255.25  279.50/281.50
 1600 205.75/207.75  228.00/230.00  253.25/255.25  279.50/281.50
 1715 205.25/207.25  227.75/229.75  253.00/255.00  279.00/281.00
                         (Closing Jun 16)
 1715 206.25/208.25  228.75/230.75  254.00/256.00  280.00/282.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.86%    4.82%    4.79%      4.75%     4.71%   4.68%
 1100   4.86%    4.82%    4.78%      4.74%     4.71%   4.68%
 1200   4.83%    4.80%    4.78%      4.75%     4.72%   4.70%
 1300   4.82%    4.80%    4.78%      4.75%     4.72%   4.69%
 1400   4.86%    4.82%    4.78%      4.75%     4.72%   4.70%
 1500   4.82%    4.80%    4.78%      4.75%     4.73%   4.70%
 1600   4.82%    4.80%    4.78%      4.75%     4.73%   4.70%
 1715   4.85%    4.82%    4.78%      4.75%     4.71%   4.68%
                          (Closing Jun 16)
 1715   4.86%    4.83%    4.79%      4.75%     4.72%   4.69%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.65%    4.64%    4.63%      4.64%     4.62%   4.61%
 1100   4.65%    4.64%    4.63%      4.64%     4.61%   4.60%
 1200   4.67%    4.64%    4.63%      4.64%     4.62%   4.61%
 1300   4.66%    4.64%    4.63%      4.64%     4.62%   4.60%
 1400   4.68%    4.66%    4.65%      4.66%     4.64%   4.62%
 1500   4.68%    4.65%    4.64%      4.65%     4.63%   4.61%
 1600   4.67%    4.65%    4.64%      4.65%     4.63%   4.61%
 1715   4.65%    4.64%    4.63%      4.64%     4.62%   4.60%
                          (Closing Jun 16)
 1715   4.66%    4.64%    4.63%      4.64%     4.62%   4.60%
--------------------------------------------------------------- 
        (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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