September 29, 2016 / 4:46 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Sep 29

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         04.50/06.50      01.00/01.50     03.50/05.00
                 06.18%           05.49%         06.41%
                                (Sep 28)            
 1000         02.00/03.00      01.00/01.50     01.00/01.50
                 05.49%           05.49%         05.49%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
---------------------------------------------------------------
 1000  28.00/29.50    65.00/66.50   95.50/97.50   127.50/129.50
 1100  28.00/29.50    65.00/67.00   96.00/98.00   128.00/130.00
 1200  28.00/29.50    65.00/67.00   96.00/98.00   128.00/130.00
 1300  28.50/30.00    66.00/68.00   97.00/99.00   129.50/131.50
 1400  29.00/30.50    66.50/68.50   97.50/99.50   130.00/132.00
 1500  29.00/30.50    67.00/69.00   98.00/100.00  130.50/132.50
 1600  29.00/30.50    66.50/68.50   98.00/100.00  130.50/132.50
 1715  29.00/30.50    66.50/68.50   98.00/100.00  130.50/132.50
                        (Closing Sep 28)
 1715  32.75/33.75    69.75/71.25  100.50/102.50  133.00/135.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 155.00/157.00  185.50/187.50  218.50/220.50  249.75/251.75
 1100 155.00/157.00  185.50/187.50  218.50/220.50  249.50/251.50
 1200 155.50/157.50  186.00/188.00  219.00/221.00  250.00/252.00
 1300 157.25/159.25  188.00/190.00  221.50/223.50  253.50/255.50
 1400 157.50/159.50  188.50/190.50  222.50/224.50  254.50/256.50
 1500 158.00/160.00  189.00/191.00  223.00/225.00  255.00/257.00
 1600 158.00/160.00  189.00/191.00  223.00/225.00  255.00/257.00
 1715 158.00/160.00  189.00/191.00  223.00/225.00  255.00/257.00
                        (Closing Sep 28)
 1715 160.50/162.50  191.00/193.00  224.00/226.00  255.25/257.25
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 278.00/280.00  307.25/309.25  336.50/338.50  364.00/366.00
 1100 277.50/279.50  306.50/308.50  335.50/337.50  363.00/365.00
 1200 278.00/280.00  307.00/309.00  336.00/338.00  363.50/365.50
 1300 282.00/284.00  311.50/313.50  341.00/343.00  369.00/371.00
 1400 283.50/285.50  313.25/315.25  343.00/345.00  371.00/373.00
 1500 284.00/286.00  314.00/316.00  344.00/346.00  372.00/374.00
 1600 284.00/286.00  314.00/316.00  344.00/346.00  372.00/374.00
 1715 284.00/286.00  314.00/316.00  344.00/346.00  372.00/374.00
                        (Closing Sep 28)
 1715 283.50/285.50  312.75/314.75  342.00/344.00  369.50/371.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.28%    6.18%    6.00%      5.87%     5.78%   5.73%
 1100   6.29%    6.20%    6.02%      5.88%     5.78%   5.73%
 1200   6.28%    6.19%    6.02%      5.88%     5.79%   5.74%
 1300   6.36%    6.26%    6.06%      5.93%     5.83%   5.78%
 1400   6.45%    6.30%    6.09%      5.95%     5.84%   5.79%  
 1500   6.46%    6.34%    6.11%      5.97%     5.86%   5.81%  
 1600   6.45%    6.30%    6.12%      5.97%     5.86%   5.81%
 1715   6.45%    6.30%    6.12%      5.97%     5.86%   5.81%
                         (Closing Sep 28)
 1715   6.52%    6.35%    6.13%      5.98%     5.87%   5.79%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.81%    5.73%    5.67%      5.62%     5.58%   5.54%
 1100   5.80%    5.71%    5.65%      5.60%     5.56%   5.53%
 1200   5.81%    5.72%    5.66%      5.60%     5.56%   5.53%
 1300   5.86%    5.78%    5.72%      5.67%     5.62%   5.59%
 1400   5.88%    5.80%    5.75%      5.70%     5.65%   5.62%
 1500   5.89%    5.81%    5.76%      5.71%     5.67%   5.63%
 1600   5.89%    5.81%    5.76%      5.71%     5.67%   5.64%
 1715   5.89%    5.81%    5.76%      5.71%     5.67%   5.64%
                        (Closing Sep 28)
 1715   5.88%    5.79%    5.72%      5.67%     5.62%   5.59%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.8450/66.8550 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

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