October 6, 2016 / 4:46 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Oct 6

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         06.40/08.90      00.90/01.40     05.50/07.50
                 05.01%           04.93%         05.02%
                                (Oct 5)            
 1000         02.00/03.00      01.00/01.50     01.00/01.50
                 05.48%           05.48%         05.48%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
---------------------------------------------------------------
 1000  15.75/17.25    52.00/54.00   82.50/84.50   114.00/116.00
 1100  15.75/17.25    52.00/54.00   82.50/84.50   114.50/116.50
 1200  15.50/17.00    52.25/54.25   82.75/84.75   114.50/116.50
 1300  15.50/17.00    52.25/54.25   82.50/84.50   114.25/116.25
 1400  15.50/17.00    52.00/54.00   82.50/84.50   114.25/116.25
 1500  15.75/17.25    52.25/54.25   82.50/84.50   114.00/116.00
 1600  15.50/17.00    52.00/54.00   82.50/84.50   114.25/116.25
 1715  15.50/17.00    52.00/54.00   82.50/84.50   114.50/116.50
                         (Closing Oct 5)
 1715  22.50/24.00    59.25/61.25   89.75/91.75   121.50/123.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 140.50/142.50  170.00/172.00  203.00/205.00  234.00/236.00
 1100 141.00/143.00  170.50/172.50  203.50/205.50  234.75/236.75
 1200 141.25/143.25  171.00/173.00  204.00/206.00  235.25/237.25
 1300 140.75/142.75  170.75/172.75  203.75/205.75  234.75/236.75
 1400 140.75/142.75  170.50/172.50  203.50/205.50  234.75/236.75
 1500 140.50/142.50  170.50/172.50  203.25/205.25  234.50/236.50
 1600 141.00/143.00  170.75/172.75  203.75/205.75  235.00/237.00
 1715 141.25/143.25  171.00/173.00  204.00/206.00  235.25/237.25
                         (Closing Oct 5)
 1715 148.50/150.50  178.50/180.50  211.50/213.50  242.75/244.75
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 262.00/264.00  291.00/293.00  320.00/322.00  347.00/349.00
 1100 263.00/265.00  292.00/294.00  321.00/323.00  348.00/350.00
 1200 263.50/265.50  292.50/294.50  321.50/323.50  348.50/350.50
 1300 262.75/264.75  291.75/293.75  321.00/323.00  348.00/350.00
 1400 263.00/265.00  292.00/294.00  321.00/323.00  348.00/350.00
 1500 262.50/264.50  291.50/293.50  320.50/324.50  347.50/349.50
 1600 263.00/265.00  292.00/294.00  321.00/323.00  348.00/350.00
 1715 263.50/265.50  292.50/294.50  321.50/323.50  348.50/350.50
                         (Closing Oct 5)
 1715 271.00/273.00  300.00/302.00  329.00/331.00  356.00/358.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.05%    5.95%    5.79%      5.67%     5.58%   5.61%
 1100   6.04%    5.95%    5.81%      5.69%     5.60%   5.62%
 1200   6.05%    5.97%    5.81%      5.70%     5.61%   5.64%
 1300   6.05%    5.96%    5.80%      5.68%     5.59%   5.63%
 1400   6.02%    5.95%    5.80%      5.68%     5.59%   5.62%
 1500   6.06%    5.96%    5.79%      5.67%     5.59%   5.62%
 1600   6.02%    5.94%    5.80%      5.68%     5.60%   5.63%
 1715   6.02%    5.94%    5.80%      5.69%     5.61%   5.63%
                         (Closing Oct 5)
 1715   6.10%    6.06%    5.88%      5.77%     5.68%   5.66%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.63%    5.57%    5.52%      5.48%     5.45%   5.42%
 1100   5.65%    5.59%    5.54%      5.50%     5.46%   5.44%
 1200   5.66%    5.60%    5.55%      5.51%     5.47%   5.44%
 1300   5.65%    5.59%    5.53%      5.49%     5.46%   5.43%
 1400   5.65%    5.59%    5.54%      5.50%     5.46%   5.44%
 1500   5.64%    5.58%    5.53%      5.49%     5.45%   5.43%
 1600   5.65%    5.59%    5.54%      5.49%     5.46%   5.43%
 1715   5.65%    5.60%    5.55%      5.50%     5.47%   5.44%
                         (Closing Oct 5)
 1715   5.72%    5.65%    5.60%      5.55%     5.51%   5.48%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.6900/66.7000 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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