India fwd/annualised dlr premia-(opening)-Jun 19

Last Updated: Mon, Jun 19, 2017 10:20 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.00/03.00 00.50/01.50 00.50/01.50 02.84% 02.84% 02.84% (Jun 16) 1000 02.00/05.00 01.50/03.50 00.50/01.50 02.82% 02.82% 02.82% --------------------------------------------------------------- TIME JUN JUL AUG SEP --------------------------------------------------------------- 1000 07.00/08.50 33.25/35.25 59.25/61.25 83.25/85.25 (Closing Jun 16) 1715 07.75/09.25 34.25/36.25 60.25/62.25 84.25/86.25 ---------------------------------------------------------------- TIME OCT NOV DEC JAN ---------------------------------------------------------------- 1000 109.25/111.25 133.25/135.25 156.50/158.50 182.50/184.50 (Closing Jun 16) 1715 110.25/112.25 134.50/136.50 157.75/159.75 183.75/185.75 ---------------------------------------------------------------- TIME FEB MAR APR MAY ---------------------------------------------------------------- 1000 205.00/207.00 227.50/229.50 252.75/254.75 279.00/281.00 (Closing Jun 16) 1715 206.25/208.25 228.75/230.75 254.00/256.00 280.00/282.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.86% 4.82% 4.79% 4.75% 4.71% 4.68% (Closing Jun 16) 1715 4.86% 4.83% 4.79% 4.75% 4.72% 4.69% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.65% 4.64% 4.63% 4.64% 4.62% 4.61% (Closing Jun 16) 1715 4.66% 4.64% 4.63% 4.64% 4.62% 4.60% --------------------------------------------------------------- (CONVERSION RATE - $1 = 64.3550/64.3650 rupees) Note: Figures in brackets indicate negative values. Premiums have been given in paise and annualised p4emiums 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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