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RPT-India fwd/annualised dlr premia-(close)-Jun 22
June 22, 2017 / 4:47 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 22

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        03.00/06.00      00.50/01.50      02.50/04.50
                03.39%           02.83%           03.54%
                                (Jun 21)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  01.50/03.00    27.50/29.50    53.50/55.50   77.25/79.25
 1100  01.75/03.25    27.75/29.75    53.75/55.75   77.50/79.50
 1200  02.00/02.75    28.00/29.00    54.00/55.50   77.75/79.25
 1300  01.75/03.25    27.75/29.75    53.75/55.75   77.75/79.75
 1400  01.75/03.25    27.75/29.75    53.75/55.75   77.75/79.75
 1500  02.00/03.00    28.00/29.50    54.00/56.00   78.00/80.00
 1600  01.75/03.25    27.75/29.25    53.75/55.75   77.75/79.75
 1715  01.75/02.75    27.75/29.75    53.75/55.75   77.75/79.75
                          (Closing Jun 21) 
 1715  05.00/06.50    31.00/33.00    57.00/59.00   81.00/83.00
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 102.75/104.75  126.25/128.25  149.00/151.00  174.50/176.50
 1100 103.25/105.25  126.75/128.75  149.25/151.25  175.00/177.00
 1200 103.25/104.75  127.00/128.50  149.75/151.75  175.50/177.50
 1300 103.25/105.25  127.00/129.00  149.75/151.75  175.25/177.25
 1400 103.25/105.20  126.75/128.70  149.75/151.75  175.50/177.50
 1500 103.50/105.50  127.00/129.00  149.75/151.75  175.50/177.50
 1600 103.25/105.25  126.75/128.75  149.50/151.50  175.00/177.00
 1715 103.25/105.25  126.75/128.75  149.50/151.50  175.00/177.00
                         (Closing Jun 21) 
 1715 106.50/108.50  130.00/132.00  152.75/154.75  178.25/180.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 196.25/198.25  218.00/220.00  242.75/244.75  268.50/270.50
 1100 196.50/198.50  218.00/220.00  242.75/244.75  268.50/270.50
 1200 197.00/199.00  218.50/220.50  243.25/245.25  269.00/271.00
 1300 197.00/199.00  218.50/220.50  243.25/245.25  269.00/271.00
 1400 197.00/199.00  218.50/220.50  243.50/245.50  269.50/271.50
 1500 197.25/199.25  219.00/221.00  244.00/246.00  270.00/272.00
 1600 196.75/198.75  218.50/220.50  243.50/245.50  269.50/271.50
 1715 196.75/198.75  218.50/220.50  243.50/245.50  269.50/271.50
                          (Closing Jun 21) 
 1715 200.25/202.25  222.00/224.00  247.00/249.00  273.00/275.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.74%    4.74%    4.71%      4.66%     4.62%   4.59%
 1100   4.79%    4.77%    4.73%      4.69%     4.64%   4.60%
 1200   4.74%    4.77%    4.73%      4.68%     4.64%   4.61%
 1300   4.78%    4.77%    4.74%      4.69%     4.65%   4.61%
 1400   4.78%    4.76%    4.74%      4.68%     4.63%   4.61%
 1500   4.78%    4.78%    4.75%      4.70%     4.64%   4.61%
 1600   4.74%    4.76%    4.74%      4.68%     4.63%   4.60%
 1715   4.77%    4.76%    4.74%      4.68%     4.63%   4.60%
                         (Closing Jun 21) 
 1715   4.76%    4.76%    4.74%      4.69%     4.64%   4.60%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.56%    4.54%    4.52%      4.54%     4.51%   4.50%
 1100   4.57%    4.55%    4.53%      4.54%     4.52%   4.50%
 1200   4.58%    4.56%    4.53%      4.55%     4.52%   4.51%
 1300   4.58%    4.56%    4.53%      4.55%     4.52%   4.51%
 1400   4.58%    4.55%    4.53%      4.55%     4.53%   4.51%
 1500   4.58%    4.56%    4.54%      4.56%     4.53%   4.52%
 1600   4.57%    4.55%    4.53%      4.55%     4.53%   4.51%
 1715   4.56%    4.54%    4.53%      4.54%     4.52%   4.51%
                         (Closing Jun 21) 
 1715   4.57%    4.56%    4.54%      4.55%     4.54%   4.52%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5875/64.5975 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised premiums   
            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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