October 3, 2016 / 4:41 AM / a year ago

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

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         01.80/02.80      00.90/01.40     00.90/01.40
                 04.94%           04.94%         04.94%
                                (Sep 30)            
 1000         04.50/06.50      03.50/05.00     01.00/01.50
                 06.16%           06.39%         05.48%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
---------------------------------------------------------------
 1000  26.50/28.00    63.75/65.75   95.00/97.00   127.50/129.50
 1100  26.50/28.00    64.25/66.25   95.50/97.50   128.00/130.00 
 1200  26.50/28.00    64.00/66.00   95.00/97.00   127.50/129.50
 1300  26.50/27.50    64.25/66.25   95.50/97.50   128.00/130.00
 1400  26.50/28.00    64.25/66.25   95.25/97.25   127.00/129.00
 1500  26.50/27.50    64.00/66.00   95.00/97.00   127.50/129.50
 1600  26.00/27.50    64.00/66.00   95.00/97.00   127.00/129.00
 1715  26.50/27.50    64.00/66.00   95.00/97.00   127.50/129.50
                      (Closing Sep 30)
 1715  28.00/29.00    65.50/67.50   97.00/99.00   130.00/132.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 154.50/156.50  185.00/187.00  218.50/220.50  249.50/251.50
 1100 155.50/157.50  186.00/188.00  219.50/221.50  250.75/252.75
 1200 154.50/156.50  185.50/187.50  219.00/221.00  250.00/252.00
 1300 155.00/157.00  185.50/187.50  219.00/221.00  250.00/252.00
 1400 154.50/156.50  185.00/187.00  218.25/220.25  249.50/251.50
 1500 154.50/156.50  185.00/187.00  218.50/220.50  249.75/251.75
 1600 154.50/156.50  185.25/187.25  218.50/220.50  249.75/251.75
 1715 154.50/156.50  185.00/187.00  218.50/220.50  249.75/251.75
                      (Closing Sep 30)
 1715 157.50/159.50  188.00/190.00  222.00/224.00  253.50/255.50
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 278.00/280.00  307.50/309.50  337.00/339.00  364.50/366.50
 1100 279.00/281.00  308.25/310.25  337.50/339.50  365.00/367.00
 1200 278.50/280.50  308.00/310.00  337.50/339.50  365.00/367.00
 1300 278.50/280.50  307.75/309.70  337.00/339.00  364.50/366.50
 1400 277.75/279.75  307.00/309.00  336.25/338.25  363.50/365.50
 1500 278.00/280.00  307.25/309.25  336.50/338.50  364.00/366.00
 1600 278.00/280.00  307.25/309.25  336.50/338.50  364.00/366.00
 1715 278.00/280.00  307.25/309.25  336.50/338.50  364.00/366.00
                     (Closing Sep 30)
 1715 282.25/284.25  312.00/314.00  341.50/343.50  369.00/371.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.42%    6.29%    6.09%      5.94%     5.83%   5.79%
 1100   6.45%    6.34%    6.12%      5.97%     5.86%   5.82%
 1200   6.43%    6.31%    6.09%      5.94%     5.83%   5.81%
 1300   6.41%    6.34%    6.12%      5.96%     5.84%   5.81%
 1400   6.45%    6.34%    6.10%      5.93%     5.83%   5.79%
 1500   6.41%    6.32%    6.09%      5.95%     5.83%   5.80%
 1600   6.38%    6.31%    6.08%      5.93%     5.83%   5.80%
 1715   6.40%    6.30%    6.08%      5.94%     5.82%   5.79%
                       (Closing Sep 30)
 1715   6.46%    6.34%    6.14%      6.00%     5.89%   5.84%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.85%    5.76%    5.70%      5.65%     5.61%   5.58%
 1100   5.88%    5.79%    5.72%      5.67%     5.62%   5.59%
 1200   5.86%    5.77%    5.71%      5.66%     5.62%   5.59%
 1300   5.86%    5.77%    5.71%      5.65%     5.61%   5.58%
 1400   5.85%    5.76%    5.70%      5.64%     5.60%   5.57%
 1500   5.86%    5.77%    5.71%      5.65%     5.61%   5.58%
 1600   5.85%    5.77%    5.70%      5.65%     5.61%   5.57%
 1715   5.85%    5.76%    5.70%      5.64%     5.60%   5.57%
                      (Closing Sep 30)
 1715   5.91%    5.82%    5.76%      5.71%     5.66%   5.63%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.5850/66.5950 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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