Reuters logo
RPT-India fwd/annualised dlr premia-(close)-Dec 21
December 21, 2016 / 4:43 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 21

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 20)            
 1000         01.00/03.00     00.50/01.50      00.50/01.50      
                02.69%           02.69%           02.69% 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  04.00/05.50    30.00/32.00    52.00/54.00    76.00/78.00
 1100  04.00/05.50    30.00/32.00    52.00/54.00    76.00/78.00
 1200  03.75/05.25    29.50/31.50    51.50/53.50    75.50/77.50
 1300  03.50/05.50    29.00/31.00    51.00/53.00    75.00/77.00
 1400  03.75/05.75    29.00/31.00    51.00/53.00    75.00/77.00
 1500  03.75/05.75    29.00/31.00    51.00/53.00    75.00/77.00
 1600  03.50/05.50    29.00/31.00    51.00/53.00    75.00/77.00
 1715  04.00/05.00    29.50/31.50    51.50/53.50    75.50/77.50
                        (Closing Dec 20)
 1715  05.00/06.50    31.00/33.00    53.00/55.00    77.00/79.00
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 104.50/106.50  130.50/132.50  154.50/156.50  179.00/181.00
 1100 104.50/106.50  130.50/132.50  154.50/156.50  179.00/181.00
 1200 104.00/106.00  130.00/132.00  153.50/155.50  178.00/180.00
 1300 103.50/105.50  129.25/131.25  153.00/155.00  177.50/179.50
 1400 103.50/105.50  129.50/131.50  153.50/155.50  178.00/180.00
 1500 103.50/105.50  129.50/131.50  153.50/155.50  178.00/180.00
 1600 104.50/106.50  130.00/132.00  154.00/156.00  178.50/180.50
 1715 104.00/106.00  130.00/132.00  154.00/156.00  178.50/180.50
                        (Closing Dec 20)
 1715 105.50/107.50  131.50/133.50  155.50/157.50  180.00/182.00
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 203.50/205.50  227.00/229.00  252.50/254.50  276.50/278.50
 1100 203.50/205.50  227.00/229.00  252.50/254.50  276.50/278.50
 1200 202.50/204.50  225.50/227.50  251.00/253.00  275.00/277.00
 1300 202.00/204.00  225.00/227.00  250.50/252.50  274.50/276.50
 1400 202.50/204.50  225.50/227.50  251.00/253.00  275.00/277.00
 1500 202.50/204.50  225.50/227.50  251.00/253.00  275.00/277.00
 1600 203.00/205.00  226.00/228.00  251.50/253.50  275.50/277.50
 1715 203.00/205.00  226.00/228.00  251.50/253.50  275.50/277.50
                         (Closing Dec 20)
 1715 204.50/206.50  228.00/230.00  253.50/255.50  277.50/279.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.24%    4.25%    4.23%      4.47%     4.46%   4.43%
 1100   4.24%    4.25%    4.23%      4.47%     4.46%   4.43%
 1200   4.16%    4.21%    4.20%      4.45%     4.44%   4.40%
 1300   4.10%    4.17%    4.17%      4.43%     4.42%   4.39%
 1400   4.11%    4.17%    4.17%      4.43%     4.42%   4.40%
 1500   4.11%    4.17%    4.17%      4.43%     4.42%   4.40%
 1600   4.10%    4.17%    4.17%      4.46%     4.45%   4.41%
 1715   4.16%    4.21%    4.20%      4.45%     4.44%   4.41%
                        (Closing Dec 20)
 1715   4.26%    4.26%    4.23%      4.47%     4.46%   4.42%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.40%    4.38%    4.38%      4.37%     4.36%   4.37%
 1100   4.40%    4.38%    4.38%      4.37%     4.36%   4.37%
 1200   4.38%    4.36%    4.35%      4.34%     4.34%   4.35%
 1300   4.37%    4.35%    4.34%      4.34%     4.33%   4.34%
 1400   4.38%    4.36%    4.35%      4.35%     4.34%   4.35%
 1500   4.38%    4.36%    4.35%      4.35%     4.34%   4.35%
 1600   4.39%    4.37%    4.36%      4.35%     4.35%   4.35%
 1715   4.39%    4.37%    4.36%      4.35%     4.35%   4.35%
                        (Closing Dec 20)
 1715   4.40%    4.38%    4.37%      4.36%     4.36%   4.36%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.9075/67.9175 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

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