December 19, 2016 / 4:51 AM / 7 months ago

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

6 Min Read

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 16)            
 1000         02.50/05.50     02.00/04.00      00.50/01.50      
                03.36%           03.59%           02.69% 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  06.25/07.00    32.25/33.25    54.25/55.25    78.25/79.25
 1100  06.00/07.50    32.50/34.50    54.75/56.75    79.00/81.00
 1200  06.00/07.50    32.50/34.50    54.75/56.75    79.00/81.00
 1300  05.75/07.75    32.50/34.50    55.00/57.00    79.50/81.50
 1400  06.25/07.50    32.75/34.75    55.00/57.00    79.75/81.75
 1500  06.00/07.50    32.50/34.50    54.75/56.75    79.00/81.00
 1600  06.00/08.00    32.75/34.75    55.00/57.00    79.50/81.50
 1715  06.00/07.50    32.50/34.50    54.75/56.75    79.00/81.00
                       (Closing Dec 16)
 1715  06.50/07.50    33.00/35.00    55.00/57.00    79.00/81.00
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 106.25/107.25  132.25/133.25  156.00/157.00  180.50/181.50
 1100 107.50/109.50  133.50/135.50  157.50/159.50  182.00/184.00
 1200 107.50/109.50  134.00/136.00  158.00/160.00  182.50/184.50
 1300 108.00/110.00  134.00/136.00  157.50/159.50  182.25/184.25
 1400 108.00/110.00  134.00/136.00  157.50/159.50  182.00/184.00
 1500 108.00/110.00  134.00/136.00  158.00/160.00  182.50/184.50
 1600 108.00/110.00  134.00/136.00  157.50/159.50  182.00/184.00
 1715 108.00/110.00  134.50/136.50  158.50/160.50  183.00/185.00
                       (Closing Dec 16)
 1715 107.00/109.00  133.00/135.00  157.00/159.00  181.50/183.50
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 205.00/206.00  228.00/229.00  253.50/254.50  277.50/279.00
 1100 206.50/208.50  229.50/231.50  255.00/257.00  279.50/281.50
 1200 207.00/209.00  230.00/232.00  255.50/257.50  280.00/282.00
 1300 207.00/209.00  230.50/232.50  256.00/258.00  280.50/282.50
 1400 206.50/208.50  230.00/232.00  255.75/257.75  280.00/282.00
 1500 207.00/209.00  230.00/232.00  255.50/257.50  280.00/282.00
 1600 206.50/208.50  230.00/232.00  255.50/257.50  280.00/282.00
 1715 207.50/209.50  230.50/232.50  256.00/258.00  280.00/282.00
                       (Closing Dec 16)
 1715 206.00/208.00  229.00/231.00  254.50/256.50  279.00/281.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.28%    4.28%    4.25%      4.44%     4.45%   4.42%
 1100   4.38%    4.36%    4.32%      4.51%     4.52%   4.48%
 1200   4.38%    4.36%    4.32%      4.52%     4.53%   4.50%
 1300   4.38%    4.38%    4.35%      4.54%     4.53%   4.48%
 1400   4.41%    4.38%    4.36%      4.54%     4.53%   4.48%
 1500   4.38%    4.36%    4.32%      4.53%     4.53%   4.49%
 1600   4.41%    4.38%    4.34%      4.53%     4.53%   4.48%
 1715   4.37%    4.35%    4.31%      4.52%     4.54%   4.50%
                       (Closing Dec 16)
 1715   4.29%    4.32%    4.28%      4.45%     4.47%   4.44%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.40%    4.38%    4.37%      4.36%     4.36%   4.37%
 1100   4.45%    4.43%    4.41%      4.40%     4.39%   4.40%
 1200   4.46%    4.44%    4.42%      4.41%     4.40%   4.41%
 1300   4.45%    4.43%    4.42%      4.41%     4.41%   4.41%
 1400   4.45%    4.43%    4.42%      4.41%     4.40%   4.41%
 1500   4.46%    4.44%    4.42%      4.40%     4.40%   4.41%
 1600   4.45%    4.42%    4.41%      4.40%     4.40%   4.40%
 1715   4.47%    4.44%    4.42%      4.40%     4.40%   4.40%
                       (Closing Dec 16)
 1715   4.42%    4.40%    4.38%      4.37%     4.37%   4.38%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.8650/67.8750 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