October 4, 2016 / 4:41 AM / 10 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 4

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%
                                (Oct 3)            
 1000         01.80/02.80      00.90/01.40     00.90/01.40
                 04.94%           04.94%         04.94%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
---------------------------------------------------------------
 1000  24.50/26.50    62.00/64.00   93.00/95.00   125.00/127.00
 1100  24.50/26.00    62.00/64.00   93.00/95.00   125.00/127.00
 1200  24.50/26.00    62.00/64.00   93.00/95.00   125.00/127.00
 1300  24.50/26.00    62.00/64.00   93.00/95.00   125.00/127.00
 1400  24.25/25.75    61.50/63.50   92.50/94.50   125.00/127.00
 1500  24.50/26.00    61.50/63.50   92.50/94.50   124.50/126.50
 1600  24.50/26.00    61.50/63.50   92.50/94.50   125.00/127.00
 1715  24.00/25.50    61.00/63.00   92.00/94.00   124.00/126.00
                       (Closing Oct 3)
 1715  26.50/27.50    64.00/66.00   95.00/97.00   127.50/129.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 152.00/154.00  182.50/184.50  215.50/217.50  246.50/248.50
 1100 152.00/154.00  182.50/184.50  216.00/218.00  247.00/249.00
 1200 152.00/154.00  182.50/184.50  216.00/218.00  247.00/249.00
 1300 152.00/154.00  182.50/184.50  216.00/218.00  247.00/249.00
 1400 152.00/154.00  182.50/184.50  216.00/218.00  247.00/249.00
 1500 151.50/153.50  182.00/184.00  215.50/217.50  246.50/248.50
 1600 152.00/154.00  182.50/184.50  216.00/218.00  247.25/249.25
 1715 151.00/153.00  181.50/183.50  214.50/216.50  245.75/247.75
                       (Closing Oct 3)
 1715 154.50/156.50  185.00/187.00  218.50/220.50  249.75/251.75
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 274.50/276.50  303.50/305.50  332.50/334.50  360.00/362.00
 1100 275.25/277.20  304.50/306.50  333.50/335.50  361.00/363.00
 1200 275.25/277.25  304.50/306.50  333.50/335.50  361.00/363.00
 1300 275.25/277.25  304.50/306.50  333.50/335.50  361.00/363.00
 1400 275.00/277.00  304.00/306.00  333.00/335.00  360.50/362.50
 1500 274.50/276.50  303.50/305.50  332.50/334.50  360.00/362.00
 1600 275.50/277.50  304.75/306.75  334.00/336.00  361.50/363.50
 1715 274.00/276.00  303.25/305.25  332.50/334.50  359.50/361.50
                       (Closing Oct 3)
 1715 278.00/280.00  307.25/309.25  336.50/338.50  364.00/366.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.32%    6.22%    6.02%      5.88%     5.77%   5.75%
 1100   6.29%    6.22%    6.02%      5.88%     5.77%   5.74%
 1200   6.29%    6.22%    6.02%      5.88%     5.77%   5.75%
 1300   6.29%    6.22%    6.02%      5.87%     5.77%   5.74%
 1400   6.24%    6.18%    6.00%      5.88%     5.78%   5.75%
 1500   6.27%    6.19%    6.00%      5.86%     5.76%   5.74%
 1600   6.26%    6.18%    6.00%      5.88%     5.77%   5.75%
 1715   6.18%    6.14%    5.97%      5.84%     5.74%   5.72%
                       (Closing Oct 3)
 1715   6.40%    6.30%    6.08%      5.94%     5.82%   5.79%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.79%    5.71%    5.65%      5.60%     5.56%   5.53%
 1100   5.80%    5.72%    5.66%      5.61%     5.57%   5.54%
 1200   5.80%    5.72%    5.66%      5.61%     5.57%   5.54%
 1300   5.80%    5.72%    5.66%      5.61%     5.57%   5.54%
 1400   5.81%    5.73%    5.66%      5.61%     5.57%   5.54% 
 1500   5.80%    5.72%    5.66%      5.60%     5.56%   5.53%
 1600   5.81%    5.73%    5.67%      5.62%     5.58%   5.55%
 1715   5.77%    5.70%    5.65%      5.60%     5.56%   5.52%
                       (Closing Oct 3)
 1715   5.85%    5.76%    5.70%      5.64%     5.60%   5.57%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.4600/66.4700 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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