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RPT-India fwd/annualised dlr premia-(close)-Jul 3
July 6, 2015 / 3:30 AM / 2 years ago

RPT-India fwd/annualised dlr premia-(close)-Jul 3

Cash Spot Cash Tom Tom Next ---------------------------------------------------------------

Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 04.00/06.00 03.00/04.50 01.00/01.50

05.76% 05.76% 05.76%

(Jul 2) 1000 04.00/06.00 01.00/01.50 03.00/04.50

05.74% 05.74% 05.74% --------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 28.50/30.50 67.00/69.00 104.50/106.50 142.00/144.00 1100 29.00/30.50 67.75/69.75 105.25/107.25 142.75/144.75 1200 29.25/30.25 68.00/69.50 105.50/107.00 142.75/144.75 1300 28.50/30.50 67.50/69.50 105.00/107.00 142.25/144.25 1400 28.50/30.00 67.50/69.50 105.00/107.00 142.50/144.50 1500 28.50/30.50 67.50/69.50 104.75/106.75 142.25/144.25 1600 28.50/30.00 67.50/69.50 105.00/107.00 142.50/144.50 1715 28.50/30.00 67.50/69.50 105.00/107.00 142.50/144.50

(C1osing Jul 2) 1715 30.25/31.75 69.00/71.00 106.50/108.50 144.00/146.00 --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 179.50/181.50 217.00/219.00 252.50/254.50 290.00/292.00 1100 180.25/182.25 217.50/219.50 252.50/254.50 289.50/291.50 1200 180.25/182.25 217.50/219.50 252.75/254.75 290.00/292.00 1300 180.00/182.00 217.50/219.50 253.00/255.00 290.50/292.50 1400 180.00/182.00 217.50/219.50 253.00/255.00 290.50/292.50 1500 180.00/182.00 217.50/219.50 253.00/255.00 290.50/292.50 1600 180.00/182.00 217.50/219.50 253.00/255.00 290.50/292.50 1715 180.00/182.00 217.50/219.50 253.00/255.00 290.50/292.50

(C1osing Jul 2) 1715 181.50/183.50 219.00/221.00 254.50/256.50 291.50/293.50 --------------------------------------------------------------- TIME MAR APR MAY JUN --------------------------------------------------------------- 1000 327.00/329.00 366.50/368.50 403.75/405.75 438.00/440.00 1100 326.50/328.50 366.00/368.00 403.00/405.00 437.00/439.00 1200 326.75/328.75 366.25/368.25 403.50/405.50 437.50/439.50 1300 328.00/330.00 367.50/369.50 404.75/406.75 439.00/441.00 1400 327.50/329.50 367.00/369.00 404.00/406.00 438.50/440.50 1500 328.00/330.00 367.50/369.50 404.50/406.50 439.00/441.00 1600 327.50/329.50 367.00/369.00 404.00/406.00 438.50/440.50 1715 328.00/330.00 368.00/370.00 405.00/407.00 439.50/441.50

(C1osing Jul 2) 1715 328.50/330.50 368.50/370.50 405.50/407.50 440.00/442.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 7.10% 7.13% 7.15% 7.15% 7.11% 7.09% 1100 7.16% 7.20% 7.20% 7.18% 7.14% 7.10% 1200 7.16% 7.20% 7.20% 7.18% 7.14% 7.10% 1300 7.11% 7.17% 7.18% 7.16% 7.13% 7.11% 1400 7.08% 7.17% 7.18% 7.16% 7.13% 7.10% 1500 7.11% 7.16% 7.16% 7.15% 7.12% 7.10% 1600 7.07% 7.17% 7.17% 7.16% 7.12% 7.10% 1715 7.07% 7.17% 7.18% 7.16% 7.12% 7.10%

(C1osing Jul 2) 1715 7.15% 7.18% 7.18% 7.17% 7.13% 7.10% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 7.08% 7.07% 7.07% 7.11% 7.08% 7.03% 1100 7.08% 7.05% 7.06% 7.10% 7.06% 7.01% 1200 7.08% 7.06% 7.06% 7.11% 7.07% 7.02% 1300 7.09% 7.08% 7.09% 7.13% 7.09% 7.04% 1400 7.09% 7.07% 7.07% 7.12% 7.08% 7.03% 1500 7.09% 7.07% 7.08% 7.12% 7.08% 7.04% 1600 7.08% 7.07% 7.07% 7.11% 7.07% 7.03% 1715 7.09% 7.07% 7.08% 7.13% 7.09% 7.05%

(C1osing Jul 2) 1715 7.08% 7.06% 7.06% 7.11% 7.07% 7.03% ---------------------------------------------------------------

(CONVERSION RATE - $1 = 63.4400/63.4500 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 Andhra Bank, Bank Of Baroda,Canara Bank, Syndicate Bank, ICICI Bank, Credit Agricole CIB, Standard Chartered, HDFC Bank, Indusind Bank,Corporation Bank, Bank of India, Union Bank of India, Axis Bank,State Bank Of India, HSBC,Central Bank. For contributions contact Mumbai Rate Reporting unit +91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com

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