October 14, 2016 / 4:41 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 14

6 Min Read

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        03.60/05.60       3.00/04.00      00.90/01.40  
                04.91%           05.46%           04.91%
                                (Oct 13)            
 1000        03.60/05.60       0.90/01.40      02.70/04.20
                04.92%           04.92%           04.92%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
---------------------------------------------------------------
 1000  10.50/12.00    47.00/49.00   77.50/79.50   109.50/111.50
 1100  10.50/12.00    47.00/49.00   77.50/79.50   109.50/111.50
 1200  10.50/12.00    47.00/49.00   77.50/79.50   109.50/111.50
 1300  10.50/12.00    47.00/49.00   77.75/79.75   109.75/111.75
 1400  10.50/12.00    47.00/49.00   77.50/79.50   109.50/111.50
 1500  11.25/11.75    47.75/48.50   78.25/79.25   110.00/111.00
 1600  10.25/11.75    46.50/48.50   77.25/79.25   109.00/111.00
 1715  10.50/12.00    47.00/49.00   77.50/79.50   109.50/111.50
                          (Closing Oct 13)
 1715  11.50/13.00    48.00/50.00   78.50/80.50   110.50/112.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 136.00/138.00  165.50/167.50  198.50/200.50  229.75/231.75
 1100 136.00/138.00  166.00/168.00  199.00/201.00  230.25/232.25
 1200 136.00/138.00  166.00/168.00  199.00/201.00  230.25/232.25
 1300 136.25/138.25  166.00/168.00  199.00/201.00  230.25/232.25
 1400 136.00/138.00  166.00/168.00  199.00/201.00  230.25/232.20
 1500 136.50/138.50  166.25/167.25  199.00/200.00  230.00/231.00
 1600 135.75/137.75  165.75/167.75  198.75/200.75  230.00/232.00
 1715 136.00/138.00  166.00/168.00  199.00/201.00  230.25/232.25
                          (Closing Oct 13)
 1715 137.00/139.00  166.50/168.50  199.50/201.50  230.75/232.75
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 258.00/260.00  287.00/289.00  316.00/318.00  343.00/345.00
 1100 258.50/260.50  287.75/289.75  317.00/319.00  344.00/346.00
 1200 258.50/260.50  287.75/289.75  317.00/319.00  344.00/346.00
 1300 258.50/260.50  287.75/289.75  317.00/319.00  344.00/346.00
 1400 258.50/260.50  287.75/289.70  317.00/319.00  344.00/346.00
 1500 258.25/259.25  287.25/288.25  316.25/317.25  343.25/344.25
 1600 258.25/260.25  287.50/289.50  316.50/318.50  343.50/345.50
 1715 258.50/260.50  287.75/289.75  317.00/319.00  344.00/346.00
                         (Closing Oct 13)
 1715 259.00/261.00  288.25/290.25  317.50/319.50  344.50/346.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.10%    5.93%    5.79%      5.65%     5.57%   5.63%
 1100   6.10%    5.93%    5.78%      5.65%     5.58%   5.64%
 1200   6.10%    5.93%    5.79%      5.65%     5.58%   5.65%
 1300   6.11%    5.95%    5.81%      5.67%     5.59%   5.65%
 1400   6.11%    5.93%    5.79%      5.66%     5.59%   5.65%
 1500   6.14%    5.96%    5.80%      5.66%     5.58%   5.64%
 1600   6.04%    5.91%    5.77%      5.65%     5.58%   5.65%
 1715   6.11%    5.94%    5.80%      5.66%     5.59%   5.66%
                          (Closing Oct 13)
 1715   6.07%    5.91%    5.78%      5.66%     5.57%   5.62%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.63%    5.56%    5.52%      5.47%     5.44%   5.41%
 1100   5.64%    5.57%    5.53%      5.49%     5.45%   5.42%
 1200   5.64%    5.58%    5.53%      5.49%     5.46%   5.43%
 1300   5.64%    5.58%    5.54%      5.50%     5.46%   5.43%
 1400   5.64%    5.58%    5.54%      5.50%     5.46%   5.43%
 1500   5.63%    5.57%    5.52%      5.48%     5.44%   5.42%   
 1600   5.64%    5.58%    5.54%      5.49%     5.46%   5.43%   
 1715   5.65%    5.59%    5.54%      5.50%     5.47%   5.44%   
                           (Closing Oct 13)
 1715   5.62%    5.56%    5.51%      5.48%     5.44%   5.41%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.7000/66.7100 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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