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RPT-India fwd/annualised dlr premia-(close)-Jul 6
July 6, 2017 / 4:47 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 6

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        02.00/04.00      00.50/01.25      01.50/02.75
                02.82%           02.82%           02.82%
                                (Jul 5)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  16.00/17.50    41.50/43.50   65.00/67.00   91.00/93.00
 1100  16.00/17.50    41.50/43.50   65.25/67.25   91.25/93.25
 1200  16.00/18.00    41.50/43.50   65.25/67.25   91.25/93.25
 1300  16.00/18.00    41.50/43.50   65.25/67.25   91.25/93.25
 1400  16.25/17.75    41.50/43.50   65.25/67.25   91.25/93.25
 1500  16.25/17.75    41.75/43.75   65.50/67.50   91.50/93.50
 1600  16.25/17.75    41.50/43.50   65.25/67.25   91.25/93.25
 1715  16.25/17.75    41.75/43.75   65.50/67.50   91.50/93.50
                       (Closing Jul 5)
 1715  18.50/20.50    44.00/46.00   67.75/69.75   93.75/95.75
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 115.00/117.00  138.25/140.25  164.50/166.50  186.75/188.75
 1100 115.25/117.25  138.50/140.50  165.00/167.00  187.25/189.25
 1200 115.25/117.25  138.50/140.50  164.75/166.75  187.00/189.00
 1300 115.25/117.25  138.50/140.50  164.75/166.75  187.00/189.00
 1400 115.25/117.25  138.50/140.50  164.75/166.75  187.00/189.00
 1500 115.25/117.25  138.25/140.25  164.50/166.50  186.75/188.75
 1600 115.00/117.00  138.00/140.00  164.25/166.25  186.50/188.50
 1715 115.25/117.25  138.25/140.25  164.50/166.50  186.50/188.50
                       (Closing Jul 5) 
 1715 117.75/119.75  141.00/143.00  167.25/169.25  189.50/191.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 209.00/211.00  234.00/236.00  260.25/262.25  282.50/284.50
 1100 209.50/211.50  234.50/236.50  260.75/262.75  283.00/285.00
 1200 209.25/211.25  234.25/236.25  260.25/262.25  282.50/284.50
 1300 209.25/211.25  234.25/236.25  260.25/262.25  282.50/284.50
 1400 209.25/211.25  234.50/236.50  260.75/262.75  283.00/285.00
 1500 209.00/211.00  234.00/236.00  260.25/262.25  282.50/284.50
 1600 208.75/210.75  234.00/236.00  260.25/262.25  282.50/284.50
 1715 208.50/210.50  233.50/235.50  259.75/261.75  282.00/284.00
                       (Closing Jul 5) 
 1715 211.75/213.75  236.75/238.75  262.75/264.75  285.00/287.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.56%    4.60%    4.59%      4.58%     4.57%   4.56%
 1100   4.56%    4.61%    4.61%      4.59%     4.58%   4.57%
 1200   4.59%    4.61%    4.61%      4.59%     4.58%   4.56%
 1300   4.58%    4.61%    4.60%      4.59%     4.58%   4.56%
 1400   4.59%    4.61%    4.61%      4.60%     4.58%   4.57%
 1500   4.60%    4.63%    4.62%      4.60%     4.57%   4.56%
 1600   4.58%    4.61%    4.60%      4.59%     4.56%   4.55%
 1715   4.60%    4.63%    4.62%      4.60%     4.57%   4.56%
                       (Closing Jul 5) 
 1715   4.59%    4.61%    4.61%      4.60%     4.58%   4.57%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.55%    4.54%    4.54%      4.54%     4.52%   4.51%
 1100   4.56%    4.55%    4.55%      4.55%     4.53%   4.51%
 1200   4.55%    4.54%    4.55%      4.54%     4.52%   4.50%
 1300   4.55%    4.54%    4.55%      4.54%     4.52%   4.50%
 1400   4.56%    4.55%    4.55%      4.56%     4.54%   4.52%
 1500   4.55%    4.54%    4.54%      4.54%     4.52%   4.50%
 1600   4.54%    4.53%    4.54%      4.54%     4.52%   4.50%
 1715   4.54%    4.53%    4.53%      4.53%     4.51%   4.50%
                       (Closing Jul 5) 
 1715   4.55%    4.55%    4.55%      4.55%     4.53%   4.51%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.7750/64.7850 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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