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RPT-India fwd/annualised dlr premia-(close)-Oct 7
October 7, 2016 / 4:46 AM / in a year

RPT-India fwd/annualised dlr premia-(close)-Oct 7

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         05.50/07.50      05.50/07.50         N/A     
                 05.01%           05.01%           N/A  
                                (Oct 6)            
 1000         06.40/08.90      00.90/01.40     05.50/07.50
                 05.01%           04.93%         05.02%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
---------------------------------------------------------------
 1000  15.50/17.00    52.00/54.00   82.00/84.00   113.50/115.50
 1100  15.50/17.00    52.00/54.00   82.00/84.00   113.50/115.50
 1200  15.50/17.00    52.00/54.00   82.00/84.00   113.50/115.50
 1300  15.50/17.00    52.00/54.00   82.00/84.00   113.50/115.50
 1400  15.50/17.00    52.00/54.00   82.00/84.00   113.50/115.50
 1500  15.50/17.00    51.75/53.75   81.75/83.75   113.00/115.00
 1600  15.50/17.00    52.00/54.00   82.50/84.50   114.00/116.00
 1715  15.75/17.25    52.25/54.25   82.50/84.50   114.00/116.00
                          (Closing Oct 6)
 1715  15.50/17.00    52.00/54.00   82.50/84.50   114.50/116.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 140.00/142.00  169.50/171.50  202.50/204.50  233.50/235.50
 1100 139.75/141.75  169.25/171.25  202.00/204.00  233.00/235.00
 1200 139.50/141.50  169.00/171.00  201.75/203.75  232.75/234.75
 1300 139.50/141.50  169.00/171.00  201.50/203.50  232.75/234.75
 1400 139.50/141.50  169.00/171.00  201.50/203.50  232.75/234.75
 1500 139.00/141.00  168.50/170.50  201.00/203.00  232.25/234.25
 1600 140.00/142.00  169.50/171.50  202.00/204.00  233.25/235.25
 1715 140.50/142.50  170.00/172.00  202.50/204.50  233.75/235.75
                          (Closing Oct 6)
 1715 141.25/143.25  171.00/173.00  204.00/206.00  235.25/237.25
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 261.50/263.50  290.50/292.50  319.50/321.50  346.50/348.50
 1100 261.00/263.00  290.00/292.00  319.00/321.00  346.00/348.00
 1200 261.00/263.00  290.00/292.00  319.00/321.00  346.00/348.00
 1300 261.00/263.00  290.00/292.00  319.00/321.00  346.00/348.00
 1400 261.00/263.00  290.00/292.00  319.00/321.00  346.00/348.00
 1500 260.50/262.50  289.50/291.50  318.50/320.50  345.50/347.50
 1600 261.50/263.50  290.50/292.50  319.50/321.50  346.50/348.50
 1715 262.00/264.00  291.00/293.00  320.00/322.00  347.00/349.00
                          (Closing Oct 6)
 1715 263.50/265.50  292.50/294.50  321.50/323.50  348.50/350.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.01%    5.91%    5.74%      5.63%     5.54%   5.57%
 1100   6.01%    5.91%    5.75%      5.63%     5.54%   5.57%
 1200   6.01%    5.91%    5.75%      5.62%     5.53%   5.56%
 1300   6.01%    5.91%    5.75%      5.62%     5.53%   5.56%
 1400   6.01%    5.92%    5.75%      5.63%     5.53%   5.56%
 1500   5.99%    5.90%    5.73%      5.61%     5.52%   5.55%
 1600   6.01%    5.93%    5.78%      5.65%     5.55%   5.57%
 1715   6.06%    5.95%    5.79%      5.67%     5.58%   5.60%
                          (Closing Oct 6)
 1715   6.02%    5.94%    5.80%      5.69%     5.61%   5.63%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.60%    5.54%    5.49%      5.45%     5.42%   5.40%
 1100   5.59%    5.54%    5.49%      5.45%     5.42%   5.39%
 1200   5.59%    5.53%    5.49%      5.45%     5.42%   5.39%
 1300   5.58%    5.53%    5.49%      5.45%     5.42%   5.39%
 1400   5.59%    5.54%    5.49%      5.45%     5.42%   5.40%
 1500   5.57%    5.53%    5.48%      5.45%     5.41%   5.39%
 1600   5.60%    5.55%    5.50%      5.46%     5.43%   5.40%
 1715   5.62%    5.56%    5.52%      5.48%     5.44%   5.42%
                          (Closing Oct 6)
 1715   5.65%    5.60%    5.55%      5.50%     5.47%   5.44%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.6750/66.6850 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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