September 30, 2016 / 4:41 AM / 10 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 30

6 Min Read

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         04.50/06.50      03.50/05.00     01.00/01.50
                 06.16%           06.39%         05.48%
                                (Sep 29)            
 1000         04.50/06.50      01.00/01.50     03.50/05.00
                 06.18%           05.49%         06.41%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
---------------------------------------------------------------
 1000  27.50/29.00    65.00/67.00   96.00/98.00   128.50/130.50
 1100  27.00/28.50    64.50/66.50   95.50/97.50   127.50/129.50
 1200  27.25/28.25    64.50/66.50   95.50/97.50   128.00/129.50
 1300  27.50/29.00    65.00/67.00   96.50/98.50   129.00/131.50
 1400  27.25/29.25    65.00/67.00   96.50/98.50   129.00/131.00
 1500  28.00/29.00    65.50/67.50   96.50/98.50   129.00/131.00
 1600  28.00/29.00    65.50/67.50   97.00/99.00   129.50/131.50
 1715  28.00/29.00    65.50/67.50   97.00/99.00   130.00/132.00
                      (Closing Sep 29)
 1715  29.00/30.50    66.50/68.50   98.00/100.00  130.50/132.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 156.00/158.00  186.50/188.50  220.00/222.00  251.50/253.50
 1100 154.50/156.50  185.00/187.00  218.50/220.50  249.50/251.50
 1200 155.00/157.00  185.50/187.50  219.00/221.00  250.50/252.50
 1300 156.50/158.50  187.00/189.00  220.50/222.50  252.00/254.00
 1400 156.00/158.00  186.50/188.50  220.50/222.50  252.00/254.00
 1500 156.50/158.50  187.00/189.00  221.00/223.00  252.50/254.50
 1600 156.50/158.50  187.50/189.50  221.50/223.50  253.00/255.00
 1715 157.50/159.50  188.00/190.00  222.00/224.00  253.50/255.50
                      (Closing Sep 29)
 1715 158.00/160.00  189.00/191.00  223.00/225.00  255.00/257.00
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 280.00/282.00  309.50/311.50  339.00/341.00  367.00/369.00
 1100 278.00/280.00  307.50/309.50  337.00/339.00  365.00/367.00
 1200 279.00/281.00  308.50/310.50  338.00/340.00  366.00/368.00
 1300 281.00/283.00  310.75/312.70  340.50/342.50  368.50/370.50
 1400 280.50/282.50  310.00/312.00  339.50/341.50  367.50/369.50
 1500 281.25/283.25  311.00/313.00  340.75/342.70  368.50/370.50
 1600 281.75/283.75  311.50/313.50  341.00/343.00  368.50/370.50
 1715 282.25/284.25  312.00/314.00  341.50/343.50  369.00/371.00
                     (Closing Sep 29)
 1715 284.00/286.00  314.00/316.00  344.00/346.00  372.00/374.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.40%    6.28%    6.07%      5.93%     5.83%   5.78%
 1100   6.32%    6.25%    6.05%      5.89%     5.78%   5.75%
 1200   6.32%    6.24%    6.05%      5.90%     5.80%   5.76%
 1300   6.40%    6.29%    6.10%      5.95%     5.85%   5.80%
 1400   6.41%    6.30%    6.11%      5.95%     5.84%   5.79%
 1500   6.46%    6.33%    6.11%      5.95%     5.85%   5.80%
 1600   6.46%    6.34%    6.14%      5.97%     5.85%   5.82%
 1715   6.46%    6.34%    6.14%      6.00%     5.89%   5.84%
                       (Closing Sep 29)
 1715   6.45%    6.30%    6.12%      5.97%     5.86%   5.81%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.86%    5.77%    5.71%      5.66%     5.62%   5.59%
 1100   5.82%    5.73%    5.68%      5.63%     5.59%   5.57%
 1200   5.83%    5.75%    5.69%      5.65%     5.61%   5.58%
 1300   5.87%    5.78%    5.73%      5.68%     5.64%   5.61%
 1400   5.87%    5.79%    5.73%      5.68%     5.63%   5.60%
 1500   5.88%    5.80%    5.74%      5.69%     5.65%   5.62%
 1600   5.90%    5.81%    5.75%      5.70%     5.65%   5.62%
 1715   5.91%    5.82%    5.76%      5.71%     5.66%   5.63%
                      (Closing Sep 29)
 1715   5.89%    5.81%    5.76%      5.71%     5.67%   5.64%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.6100/66.6200 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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