July 3, 2017 / 4:42 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 3

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        01.00/02.50      01.00/02.50          NA
                02.82%           02.82%            NA
                                (Jun 30)            
 1000        02.50/06.00      01.50/03.50      01.00/02.50
                02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  20.75/22.25    46.75/48.75   71.00/73.00   98.00/100.00
 1100  20.75/22.75    47.00/49.00   71.50/73.50   98.50/100.50
 1200  21.00/22.50    47.00/49.00   71.25/73.25   98.25/100.25
 1300  21.00/22.50    47.00/49.00   71.25/73.25   98.25/100.25
 1400  21.00/22.50    47.00/49.00   71.25/73.25   98.25/100.25
 1500  21.00/22.50    47.00/49.00   71.00/73.00   98.00/100.00
 1600  21.00/22.50    47.00/49.00   71.25/73.25   98.25/100.25
 1715  20.75/22.25    46.75/48.75   70.75/72.75   97.75/99.75
                       (Closing Jun 30)
 1715  20.75/22.25    46.75/48.75   70.75/72.75   97.50/99.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 122.75/124.70  146.50/148.50  173.50/175.50  196.00/198.00
 1100 123.50/125.50  147.50/149.50  174.50/176.50  197.25/199.25
 1200 123.00/125.00  147.00/149.00  174.00/176.00  196.75/198.75
 1300 123.00/125.00  147.00/149.00  174.25/176.25  197.00/199.00
 1400 123.00/125.00  147.00/149.00  174.00/176.00  196.75/198.75
 1500 122.75/124.75  146.25/148.75  173.75/175.75  196.50/198.50
 1600 123.00/125.00  147.00/149.00  174.00/176.00  196.75/198.75
 1715 122.50/124.50  146.25/148.25  173.25/175.25  196.00/198.00
                       (Closing Jun 30) 
 1715 121.75/123.75  145.25/147.25  171.75/173.75  194.00/196.00
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 218.50/220.50  244.00/246.00  270.50/272.50  293.00/295.00
 1100 220.00/222.00  245.50/247.50  272.00/274.00  294.50/296.50
 1200 219.50/221.50  245.00/247.00  271.50/273.50  294.00/296.00
 1300 219.75/221.75  245.25/247.25  272.00/274.00  294.50/296.50
 1400 219.50/221.50  245.25/247.25  272.00/274.00  294.50/296.50
 1500 219.25/221.25  244.75/246.75  271.50/273.50  294.00/296.00
 1600 219.50/221.50  245.25/247.25  272.00/274.00  294.50/296.50
 1715 218.75/220.75  244.25/246.25  271.00/273.00  293.50/295.50
                       (Closing Jun 30) 
 1715 216.25/218.25  241.50/243.50  267.75/269.75  290.00/292.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.69%    4.72%    4.73%      4.73%     4.71%   4.70%
 1100   4.73%    4.76%    4.76%      4.76%     4.75%   4.73%
 1200   4.73%    4.74%    4.74%      4.74%     4.72%   4.71%
 1300   4.73%    4.74%    4.74%      4.74%     4.72%   4.71%
 1400   4.72%    4.74%    4.73%      4.73%     4.72%   4.71%
 1500   4.73%    4.74%    4.72%      4.73%     4.71%   4.70%
 1600   4.72%    4.74%    4.73%      4.73%     4.71%   4.70%
 1715   4.68%    4.71%    4.70%      4.70%     4.69%   4.68%
                       (Closing Jun 30) 
 1715   4.70%    4.73%    4.72%      4.71%     4.68%   4.67%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.68%    4.67%    4.66%      4.66%     4.64%   4.61%
 1100   4.71%    4.70%    4.69%      4.69%     4.67%   4.64%
 1200   4.69%    4.68%    4.68%      4.68%     4.65%   4.63%
 1300   4.70%    4.69%    4.68%      4.68%     4.66%   4.63%
 1400   4.69%    4.68%    4.67%      4.68%     4.66%   4.63%
 1500   4.69%    4.68%    4.67%      4.67%     4.65%   4.63%
 1600   4.69%    4.67%    4.67%      4.67%     4.65%   4.63%
 1715   4.67%    4.65%    4.65%      4.65%     4.63%   4.61%
                       (Closing Jun 30) 
 1715   4.65%    4.63%    4.62%      4.62%     4.60%   4.58%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8750/64.8850 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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