India fwd/annualised dlr premia-(opening)-Sep 22

Source : REUTERS
Last Updated: Thu, Sep 22, 2016 10:20 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 04.00/06.00 01.00/01.50 03.00/04.50 05.46% 05.46% 05.46% (Sep 21) 1000 02.00/03.00 01.00/01.50 01.00/01.50 05.44% 05.44% 05.44% --------------------------------------------------------------- TIME SEP OCT NOV DEC --------------------------------------------------------------- 1000 04.25/05.25 37.00/39.00 74.00/76.00 105.00/107.00 (Closing Sep 21) 1715 08.00/09.00 41.00/42.50 78.00/80.00 109.00/111.00 ---------------------------------------------------------------- TIME JAN FEB MAR APR ---------------------------------------------------------------- 1000 137.50/139.50 164.50/166.50 195.00/197.00 228.50/230.50 (C1osing Sep 21) 1715 141.50/143.50 168.50/170.50 199.00/201.00 233.00/235.00 --------------------------------------------------------------- TIME MAY JUN JUL AUG --------------------------------------------------------------- 1000 260.25/262.25 289.00/291.00 318.50/320.50 348.00/350.00 (C1osing Sep 21) 1715 264.75/266.75 293.50/295.50 323.00/325.00 352.50/354.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 6.48% 6.30% 6.11% 5.97% 5.83% 5.76% (C1osing Sep 21) 1715 6.50% 6.35% 6.15% 6.00% 5.86% 5.78% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 5.85% 5.78% 5.72% 5.67% 5.62% 5.59% (C1osing Sep 21) 1715 5.86% 5.81% 5.74% 5.69% 5.64% 5.60% --------------------------------------------------------------- (CONVERSION RATE - $1 = 66.8650/66.8750 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



More from Sify: