Reuters logo
RPT-India fwd/annualised dlr premia-(close)-Oct 14
October 15, 2015 / 3:30 AM / 2 years ago

RPT-India fwd/annualised dlr premia-(close)-Oct 14

Cash Spot        Cash Tom         Tom Next    
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000         02.00/03.00      01.00/01.50       01.00/01.50
               05.61%            05.61%            05.61%
                               (Oct 13)                  
1000         02.00/03.00      01.00/01.50       01.00/01.50
               05.62%            05.62%            05.62%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC           JAN
---------------------------------------------------------------
 1000  16.00/17.00    52.00/54.00    88.25/90.25  122.25/124.25
 1100  15.50/17.50    52.00/54.00    88.00/90.00  122.00/124.00
 1200  15.50/17.50    52.00/54.00    88.00/90.00  122.00/124.00
 1300  15.50/17.50    52.00/54.00    88.00/90.00  122.00/124.00
 1400  15.50/17.00    52.00/54.00    88.00/90.00  122.00/124.00
 1500  15.50/17.00    52.00/54.00    88.00/90.00  122.00/124.00
 1600  15.50/17.00    52.00/54.00    88.00/90.00  122.00/124.00
 1715  15.50/17.00    52.00/54.00    88.00/90.00  122.00/124.00
                         (C1osing Oct 13)    
 1715  16.50/18.50    53.00/55.00    89.00/91.00  123.00/125.00
----------------------------------------------------------------
 TIME     FEB            MAR            APR             MAY
----------------------------------------------------------------
 1000 158.25/160.25  194.00/196.00  232.00/234.00  268.50/270.50
 1100 157.75/159.75  193.25/195.25  231.25/233.25  267.50/269.50
 1200 157.75/159.75  193.50/195.50  231.50/233.50  268.00/270.00
 1300 158.00/160.00  194.00/196.00  232.50/234.50  269.00/271.00
 1400 157.75/159.70  193.50/195.50  232.00/234.00  268.50/270.50
 1500 157.75/159.70  193.50/195.50  231.50/233.50  268.00/270.00
 1600 157.50/159.50  193.00/195.00  231.00/233.00  267.50/269.50
 1715 157.50/159.50  193.00/195.00  231.50/233.50  268.00/270.00
                         (C1osing Oct 13)     
 1715 158.50/160.50  194.00/196.00  231.50/233.50  267.50/269.50
--------------------------------------------------------------- 
 TIME      JUN            JUL            AUG            SEP
--------------------------------------------------------------- 
 1000 302.50/304.50  335.50/337.50  372.50/374.50  407.00/409.00
 1100 301.50/303.50  334.75/336.75  372.25/374.25  406.50/408.50
 1200 302.50/304.50  335.75/337.75  373.25/375.25  407.50/409.50
 1300 303.00/305.00  336.00/338.00  373.50/375.50  408.00/410.00
 1400 302.50/304.50  335.50/337.50  373.00/375.00  407.50/409.50
 1500 302.00/304.00  335.00/337.00  372.50/374.50  407.00/409.00
 1600 301.50/303.50  334.50/336.50  372.00/374.00  406.50/408.50
 1715 302.00/304.00  335.00/337.00  372.50/374.50  407.00/409.00
                         (C1osing Oct 13)     
 1715 301.50/303.50  334.50/336.50  371.50/373.50  405.50/407.50
----------------------------------------------------------------
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
----------------------------------------------------------------
 1000   6.60%   6.59%    6.58%      6.57%     6.55%   6.62%
 1100   6.60%   6.57%    6.56%      6.55%     6.52%   6.59%
 1200   6.60%   6.58%    6.57%      6.55%     6.54%   6.61%
 1300   6.61%   6.59%    6.57%      6.57%     6.56%   6.64%
 1400   6.59%   6.59%    6.57%      6.56%     6.54%   6.63%
 1500   6.59%   6.58%    6.57%      6.56%     6.54%   6.61%
 1600   6.59%   6.59%    6.57%      6.55%     6.53%   6.60%
 1715   6.59%   6.59%    6.57%      6.55%     6.53%   6.61%
                         (C1osing Oct 13)     
 1715   6.56%   6.56%    6.55%      6.53%     6.51%   6.57%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   6.64%   6.61%    6.58%      6.56%     6.54%   6.54%
 1100   6.61%   6.58%    6.56%      6.54%     6.53%   6.52%
 1200   6.63%   6.60%    6.58%      6.57%     6.55%   6.54%
 1300   6.66%   6.63%    6.60%      6.58%     6.56%   6.56%
 1400   6.65%   6.62%    6.59%      6.57%     6.55%   6.55%
 1500   6.63%   6.60%    6.58%      6.56%     6.54%   6.54%
 1600   6.62%   6.59%    6.57%      6.55%     6.54%   6.54%
 1715   6.64%   6.60%    6.58%      6.56%     6.55%   6.54%
                         (C1osing Oct 13)     
 1715   6.58%   6.55%    6.53%      6.51%     6.49%   6.48%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0350/65.0450 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,Corporation Bank, Bank of  India, Union Bank of
India, Axis Bank,State Bank Of India, HSBC,Central Bank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com

Our Standards:The Thomson Reuters Trust Principles.
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