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RPT-India fwd/annualised dlr premia-(close)-Jul 19
July 19, 2017 / 4:42 AM / 4 months ago

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

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        01.50/02.00      00.75/01.00      00.75/01.00
                04.25%           04.25%           04.25%
                                (Jul 18)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.84%           02.84%           02.84%
---------------------------------------------------------------
 TIME      JUL           AUG            SEP            OCT
---------------------------------------------------------------
 1000  07.25/08.75    32.50/34.50   56.75/58.75   83.50/85.50
 1100  07.25/08.75    32.50/34.50   57.00/59.00   83.75/85.75
 1200  07.25/08.75    32.50/34.50   56.75/58.75   83.50/85.50
 1300  07.25/08.75    32.75/34.75   57.00/59.00   83.75/85.75
 1400  07.25/08.75    32.75/34.75   57.00/59.00   83.50/85.50
 1500  07.25/08.75    32.75/34.75   57.00/59.00   83.50/85.50
 1600  07.25/08.75    32.75/34.75   57.00/59.00   83.50/85.50
 1715  07.25/08.75    32.75/34.75   57.00/59.00   83.75/85.75
                       (Closing Jul 18)
 1715  08.25/09.75    33.50/35.50   57.75/59.75   84.25/86.25
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 108.25/110.25  132.25/134.25  159.25/161.25  182.00/184.00
 1100 108.25/110.25  132.25/134.25  159.50/161.50  182.50/184.50
 1200 108.25/110.25  132.25/134.25  159.25/161.25  182.50/184.50
 1300 108.50/110.50  132.50/134.50  159.50/161.50  182.50/184.50
 1400 108.25/110.25  132.25/134.25  159.25/161.25  182.50/184.50
 1500 108.25/110.25  132.25/134.25  159.25/161.25  182.25/184.25
 1600 108.25/110.25  132.25/134.25  159.25/161.25  182.25/184.25
 1715 108.50/110.50  132.50/134.50  159.50/161.50  182.50/184.50
                       (Closing Jul 18) 
 1715 109.00/111.00  133.00/135.00  160.00/162.00  183.25/185.25
----------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN 
----------------------------------------------------------------
 1000 205.00/207.00  230.75/232.75  257.25/259.25  279.50/281.50
 1100 205.75/207.75  231.25/233.20  258.00/260.00  280.00/282.00
 1200 205.75/207.75  231.75/233.75  258.50/260.50  280.50/282.50
 1300 205.75/207.75  231.75/233.75  258.50/260.50  280.50/282.50
 1400 205.75/207.75  231.75/233.75  258.50/260.50  280.50/282.50
 1500 205.50/207.50  231.50/233.50  258.25/260.25  280.50/282.50
 1600 205.50/207.50  231.50/233.50  258.25/260.25  280.50/282.50
 1715 205.75/207.70  231.50/233.50  258.25/260.20  280.50/282.50
                       (Closing Jul 18) 
 1715 206.50/208.50  232.50/234.50  259.00/261.00  281.00/283.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.63%    4.67%    4.70%      4.70%     4.70%   4.69%
 1100   4.63%    4.69%    4.71%      4.70%     4.70%   4.69%
 1200   4.63%    4.67%    4.70%      4.70%     4.70%   4.69%
 1300   4.66%    4.69%    4.71%      4.71%     4.70%   4.70%
 1400   4.66%    4.70%    4.70%      4.70%     4.70%   4.69%
 1500   4.66%    4.70%    4.70%      4.70%     4.70%   4.69%
 1600   4.66%    4.70%    4.70%      4.70%     4.70%   4.69%
 1715   4.66%    4.70%    4.71%      4.71%     4.71%   4.70%
                       (Closing Jul 18) 
 1715   4.66%    4.69%    4.70%      4.69%     4.69%   4.69%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.68%    4.67%    4.69%      4.67%     4.65%   4.62%
 1100   4.69%    4.69%    4.70%      4.69%     4.66%   4.63%
 1200   4.69%    4.69%    4.71%      4.70%     4.67%   4.63%
 1300   4.69%    4.69%    4.71%      4.70%     4.66%   4.63%
 1400   4.69%    4.69%    4.71%      4.70%     4.66%   4.63%
 1500   4.68%    4.69%    4.71%      4.69%     4.66%   4.63%
 1600   4.68%    4.69%    4.71%      4.69%     4.66%   4.63%
 1715   4.69%    4.69%    4.71%      4.69%     4.67%   4.64%
                       (Closing Jul 18) 
 1715   4.69%    4.69%    4.71%      4.69%     4.66%   4.63%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2825/64.2925 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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