December 7, 2016 / 4:48 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 7

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      
                02.69%           02.69%           02.69% 
                               (Dec 6)            
 1000         01.00/03.00     00.50/01.50      00.50/01.50      
                02.68%           02.68%           02.68% 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  12.00/13.50    36.50/38.50    56.00/58.00    77.00/79.00
 1100  12.50/14.00    36.50/38.50    56.00/58.00    77.00/79.00
 1200  12.25/13.75    36.50/38.50    56.00/58.00    78.00/80.00
 1300  12.25/13.75    36.50/38.50    56.00/58.00    77.50/79.50
 1400  12.00/13.50    36.00/38.00    55.50/57.50    77.00/79.00
 1500  14.00/15.50    39.50/41.50    59.50/61.50    81.50/83.50
 1600  14.00/16.00    39.75/41.75    60.25/62.25    82.50/84.50
 1715  14.50/16.00    41.00/43.00    61.50/63.50    84.00/86.00
                         (Closing Dec 6)
 1715  13.50/15.00    38.00/40.00    58.00/60.00    79.50/81.50
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 102.00/104.00  126.50/128.50  149.50/151.50  173.50/175.50
 1100 102.00/104.00  126.50/128.50  149.50/151.50  173.50/175.50
 1200 103.00/105.00  127.50/129.50  150.50/152.50  174.50/176.50
 1300 102.50/104.50  127.00/129.00  150.00/152.00  173.50/175.50
 1400 102.00/104.00  126.50/128.50  149.00/151.00  172.50/174.50
 1500 107.00/109.00  132.50/134.50  156.50/158.50  181.00/183.00
 1600 108.50/110.50  133.00/136.00  156.50/159.50  181.00/184.00
 1715 110.50/112.50  136.00/138.00  160.00/162.00  184.50/186.50
                        (Closing Dec 6)
 1715 105.00/107.00  129.50/131.50  152.50/154.50  176.50/178.50
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 197.50/199.50  220.00/222.00  245.00/247.00  268.50/270.50
 1100 197.50/199.50  220.00/222.00  245.00/247.00  268.50/270.50
 1200 198.50/200.50  221.00/223.00  246.00/248.00  269.50/271.50
 1300 197.00/199.00  219.50/221.50  244.50/246.50  268.00/270.00
 1400 196.00/198.00  218.50/220.50  243.50/245.50  267.00/269.00
 1500 205.50/207.50  229.00/231.00  254.50/256.50  279.00/281.00
 1600 205.50/208.50  229.00/232.00  254.50/257.50  278.50/281.50
 1715 209.00/211.00  232.50/234.50  258.00/260.00  282.50/284.50
                        (Closing Dec 6)
 1715 200.50/202.50  223.50/225.50  248.50/250.50  272.00/274.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.55%    3.80%    3.77%      3.83%     3.96%   3.97%
 1100   3.61%    3.80%    3.77%      3.83%     3.96%   3.97%
 1200   3.58%    3.80%    3.79%      3.88%     4.00%   4.00%
 1300   3.58%    3.79%    3.77%      3.85%     3.97%   3.98%
 1400   3.53%    3.75%    3.75%      3.83%     3.96%   3.97%
 1500   3.95%    4.07%    4.00%      4.04%     4.15%   4.16%
 1600   4.00%    4.11%    4.05%      4.09%     4.20%   4.18%
 1715   4.11%    4.23%    4.14%      4.18%     4.29%   4.28%
                        (Closing Dec 6)
 1715   3.69%    3.88%    3.86%      3.92%     4.04%   4.04%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.00%    4.02%    4.03%      4.05%     4.06%   4.08%
 1100   4.00%    4.02%    4.04%      4.05%     4.06%   4.08%
 1200   4.02%    4.04%    4.05%      4.07%     4.08%   4.10%
 1300   4.00%    4.01%    4.02%      4.04%     4.05%   4.07%
 1400   3.98%    3.99%    4.00%      4.02%     4.04%   4.06%
 1500   4.18%    4.19%    4.20%      4.21%     4.22%   4.23%
 1600   4.19%    4.20%    4.21%      4.22%     4.23%   4.24%
 1715   4.28%    4.28%    4.28%      4.29%     4.29%   4.30%
                        (Closing Dec 6)
 1715   4.05%    4.06%    4.08%      4.09%     4.10%   4.12%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.6300/67.6400 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

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