June 21, 2017 / 4:41 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 21

 
              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
                02.82%           02.82%           02.82%
                                (Jun 20)            
 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  05.00/06.50    31.00/33.00    57.00/59.00   80.75/82.75
 1100  05.00/06.50    31.00/33.00    57.00/59.00   81.00/83.00
 1200  05.00/06.50    31.00/33.00    57.00/59.00   81.00/83.00
 1300  05.00/06.50    31.00/33.00    57.00/59.00   81.00/83.00
 1400  05.00/06.50    31.00/33.00    57.00/59.00   81.00/83.00
 1500  05.00/06.50    31.00/33.00    57.00/59.00   81.00/83.00
 1600  05.00/06.50    31.00/33.00    57.00/59.00   81.00/83.00
 1715  05.00/06.50    31.00/33.00    57.00/59.00   81.00/83.00
                          (Closing Jun 20) 
 1715  06.00/07.50    32.00/34.00    58.00/60.00   82.00/84.00
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 106.25/108.25  129.75/131.75  152.50/154.50  178.00/180.00
 1100 106.50/108.50  130.25/132.25  153.00/155.00  178.50/180.50
 1200 106.75/108.75  130.25/132.25  153.00/155.00  178.75/180.75
 1300 106.75/108.75  130.25/132.25  153.00/155.00  178.75/180.75
 1400 106.50/108.50  130.00/132.00  152.75/154.75  178.25/180.25
 1500 106.50/108.50  130.00/132.00  152.75/154.75  178.25/180.25
 1600 106.50/108.50  130.25/132.25  153.00/155.00  178.50/180.50
 1715 106.50/108.50  130.00/132.00  152.75/154.75  178.25/180.25
                         (Closing Jun 20) 
 1715 107.75/109.75  131.50/133.50  154.50/156.50  180.00/182.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 199.75/201.75  221.50/223.50  246.50/248.50  272.50/274.50
 1100 200.50/202.50  222.25/224.25  247.00/249.00  273.00/275.00
 1200 200.50/202.50  222.25/224.25  247.25/249.25  273.00/275.00
 1300 200.50/202.50  222.25/224.25  247.25/249.25  273.00/275.00
 1400 200.25/202.25  222.00/224.00  247.00/249.00  273.00/275.00
 1500 200.25/202.25  222.00/224.00  247.00/249.00  273.00/275.00
 1600 200.25/202.25  222.00/224.00  247.00/249.00  273.00/275.00
 1715 200.25/202.25  222.00/224.00  247.00/249.00  273.00/275.00
                          (Closing Jun 20) 
 1715 202.00/204.00  224.00/226.00  249.00/251.00  275.00/277.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.75%    4.75%    4.72%      4.67%     4.62%   4.59%
 1100   4.75%    4.75%    4.73%      4.68%     4.64%   4.60%
 1200   4.75%    4.75%    4.73%      4.69%     4.64%   4.61%
 1300   4.75%    4.75%    4.73%      4.69%     4.64%   4.60%
 1400   4.75%    4.75%    4.73%      4.68%     4.63%   4.59%
 1500   4.75%    4.75%    4.73%      4.69%     4.64%   4.60%
 1600   4.75%    4.75%    4.73%      4.69%     4.64%   4.61%
 1715   4.76%    4.76%    4.74%      4.69%     4.64%   4.60%
                         (Closing Jun 20) 
 1715   4.79%    4.77%    4.75%      4.71%     4.67%   4.64%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.56%    4.54%    4.52%      4.54%     4.52%   4.51%
 1100   4.57%    4.55%    4.54%      4.55%     4.53%   4.51%
 1200   4.58%    4.56%    4.54%      4.55%     4.53%   4.52%
 1300   4.58%    4.56%    4.54%      4.55%     4.53%   4.52%
 1400   4.57%    4.55%    4.53%      4.54%     4.53%   4.51%
 1500   4.57%    4.55%    4.54%      4.55%     4.53%   4.52%
 1600   4.58%    4.55%    4.54%      4.55%     4.53%   4.52%
 1715   4.57%    4.56%    4.54%      4.55%     4.54%   4.52%
                         (Closing Jun 20) 
 1715   4.60%    4.58%    4.57%      4.58%     4.56%   4.55%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5200/64.5300 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

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below