June 11, 2018 / 4:46 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 11

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         01.00/02.50     00.50/01.25      00.50/01.25      
                02.71%          02.71%           02.71% 
                              (Jun 8)            
1000         02.00/04.00     01.50/03.00      00.50/01.00      
                02.70%          02.70%           02.70% 
---------------------------------------------------------------
 TIME       JUN           JUL            AUG            SEP 
---------------------------------------------------------------
 1000  11.75/13.25    36.00/38.00    59.75/61.75    82.25/84.25
 1100  11.25/12.75    35.75/37.75    59.50/61.50    82.00/84.00
 1200  11.50/13.00    36.00/38.00    60.00/62.00    82.25/84.25
 1300  11.50/13.00    36.00/38.00    60.00/62.00    82.50/84.50
 1400  11.50/13.00    36.00/38.00    60.00/62.00    82.50/84.50
 1500  11.50/13.00    36.00/38.00    60.00/62.00    82.50/84.50
 1600  11.50/13.00    36.00/38.00    60.25/62.25    82.75/84.75
 1715  11.50/13.00    36.00/38.00    60.25/62.25    82.75/84.75
                         (Closing Jun 8)
 1715  12.50/14.00    36.75/38.75    60.75/62.75    83.00/85.00
----------------------------------------------------------------
 TIME       OCT           NOV            DEC           JAN 
----------------------------------------------------------------
 1000 108.75/110.75   132.25/134.25  156.50/158.50 179.50/181.50
 1100 108.50/110.50   132.00/134.00  156.00/158.00 178.75/180.75
 1200 108.50/110.50   132.00/134.00  155.75/157.75 178.75/180.75
 1300 109.00/111.00   132.75/134.75  157.00/159.00 179.75/181.75
 1400 109.00/111.00   132.75/134.75  156.75/158.75 179.75/181.75
 1500 109.00/111.00   132.75/134.75  157.00/159.00 179.75/181.75
 1600 109.50/111.50   133.50/135.50  157.50/159.50 180.50/182.50
 1715 109.25/111.25   133.25/135.25  157.50/159.50 180.50/182.50
                         (Closing Jun 8)
 1715 109.50/111.50   133.25/135.25  157.50/159.50 180.50/182.50
----------------------------------------------------------------
 TIME       FEB           MAR             APR           MAY
----------------------------------------------------------------
 1000  201.00/203.00  223.25/225.25  251.00/253.00 274.00/276.00
 1100  200.25/202.25  222.50/224.50  250.00/252.00 273.00/275.00
 1200  200.00/202.00  222.50/224.50  250.00/252.00 273.00/275.00
 1300  201.25/203.25  223.50/225.50  251.00/253.00 274.00/276.00
 1400  201.25/203.25  223.50/225.50  251.00/253.00 274.00/276.00
 1500  201.25/203.25  223.50/225.50  251.00/253.00 274.00/276.00
 1600  202.00/204.00  224.50/226.50  252.00/254.00 275.00/277.00
 1715  202.25/204.25  224.50/226.50  252.00/254.00 275.00/277.00
                         (Closing Jun 8)
 1715  202.00/204.00  224.25/226.25  252.00/254.00 275.00/277.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.19%    4.17%    4.19%      4.23%     4.24%   4.24%
 1100   4.12%    4.15%    4.18%      4.22%     4.24%   4.23%
 1200   4.17%    4.18%    4.20%      4.23%     4.24%   4.24%
 1300   4.17%    4.18%    4.21%      4.25%     4.26%   4.26%
 1400   4.17%    4.18%    4.21%      4.24%     4.26%   4.26%
 1500   4.17%    4.18%    4.21%      4.24%     4.26%   4.26%
 1600   4.16%    4.19%    4.22%      4.26%     4.28%   4.28%
 1715   4.16%    4.19%    4.22%      4.25%     4.27%   4.27%
                         (Closing Jun 8)
 1715   4.18%    4.17%    4.19%      4.22%     4.24%   4.24%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.23%    4.21%    4.20%      4.23%     4.24%   4.22%
 1100   4.21%    4.20%    4.19%      4.22%     4.23%   4.21%
 1200   4.21%    4.20%    4.19%      4.22%     4.23%   4.21%
 1300   4.24%    4.22%    4.21%      4.24%     4.25%   4.23%
 1400   4.24%    4.22%    4.21%      4.23%     4.24%   4.22%
 1500   4.24%    4.22%    4.21%      4.23%     4.24%   4.22%
 1600   4.25%    4.23%    4.23%      4.25%     4.26%   4.24%
 1715   4.25%    4.23%    4.23%      4.25%     4.26%   4.24%
                         (Closing Jun 8)
 1715   4.23%    4.21%    4.20%      4.22%     4.24%   4.22%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.4175/67.4275 rupees)
       
  Note: Figures in brackets indicate negative values.
    
    Premiums have been iven 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
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