India fwd/annualised dlr premia-Dec 15 – Reuters India

By Reuters Staff
Cash Spot Cash Tom Tom Next
—————————————————————–
Bid/Ask Bid/Ask Bid/Ask
(in IST)
1005 00.50/02.50 00.25/01.25 00.25/01.25
01.24% 01.24% 01.24%
(Dec 14)
1005 00.50/02.50 00.25/01.25 00.25/01.25
01.24% 01.24% 01.24%
——————————————————————
TIME DEC JAN FEB MAR
——————————————————————
1005 08.75/10.75 29.50/31.50 49.50/51.50 74.25/76.25
(Dec 14)
1545 09.50/11.50 30.25/32.25 50.25/52.25 75.25/77.25
——————————————————————
TIME APR MAY JUN JUL
——————————————————————
1005 114.50/116.50 139.00/141.00 168.25/170.25 195.75/197.75
(Dec 14)
1545 115.50/117.50 140.00/142.00 169.00/171.00 196.75/198.75
——————————————————————
TIME AUG SEP OCT NOV
——————————————————————
1005 224.25/226.25 250.75/252.75 276.50/278.50 304.50/306.50
(Dec 14)
1545 225.25/227.25 251.75/253.75 277.50/279.50 305.50/307.50
——————————————————————
TIME 1 MTH 2 MTH 3 MTH 4 MTH 5 MTH 6 MTH
——————————————————————
1005 3.51% 3.52% 3.57% 4.06% 4.28% 4.30%
(Dec 14)
1545 3.52% 3.53% 3.58% 4.01% 4.29% 4.30%
——————————————————————
TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12 MTH
——————————————————————
1005 4.33% 4.34% 4.35% 4.35% 4.35% 4.36%
(Dec 14)
1545 4.32% 4.35% 4.35% 4.36% 4.36% 4.36%
—————————————————————–
(CONVERSION RATE – $1 = 73.6000/73.6100 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 Canara Bank, ICICI Bank,
Credit Agricole CIB, HDFC bank, Indusind Bank, Bank of India, Union Bank of India,State Bank Of
India,Federal Bank and Yes Bank.
For contributions contact Mumbai Rate Reporting unit
+91 22 6180 7222/3317 7222 or E-mail: rru.data@refinitiv.com
(Created by Aditi Mankar)read more