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RPT-India fwd/annualised dlr premia-(close)-Oct 19
October 20, 2015 / 3:30 AM / 2 years ago

RPT-India fwd/annualised dlr premia-(close)-Oct 19

Cash Spot        Cash Tom         Tom Next    
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000         02.00/03.00      01.00/01.50       01.00/01.50
                05.63%           05.63%            05.63%
                               (Oct 16)                  
1000         04.00/06.00      03.00/04.50       01.00/01.50
                05.62%           05.62%            05.62%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC           JAN
---------------------------------------------------------------
 1000  10.00/11.00    46.50/48.00    82.50/84.50  116.50/118.50
 1100  10.00/11.00    46.50/48.00    82.50/84.50  116.50/118.50
 1200  10.00/11.50    46.00/48.00    82.00/84.00  116.00/118.00
 1300  10.00/11.50    46.00/48.00    82.00/84.00  116.00/118.00
 1400  10.25/12.25    46.75/48.75    82.00/84.00  116.75/118.75
 1500  10.00/11.50    46.00/48.00    82.00/84.00  116.00/118.00
 1600  10.00/11.50    46.00/48.00    82.00/84.00  116.00/118.00
 1715  10.00/11.00    46.00/47.50    82.00/84.00  116.00/118.00
                           (C1osing Oct 16)    
 1715  11.00/12.00    47.50/49.00    83.50/85.50  117.50/119.50
----------------------------------------------------------------
 TIME     FEB            MAR            APR             MAY
----------------------------------------------------------------
 1000 152.25/154.20  188.00/190.00  226.00/228.00  262.50/264.50
 1100 152.25/154.25  188.00/190.00  226.00/228.00  262.50/264.50
 1200 152.00/154.00  188.00/190.00  226.00/228.00  262.50/264.50
 1300 152.00/154.00  188.00/190.00  226.00/228.00  262.50/264.50
 1400 152.50/154.50  188.25/190.25  226.25/228.25  263.00/265.00
 1500 151.50/153.50  187.00/189.00  225.00/227.00  261.50/263.50
 1600 151.50/153.50  187.00/189.00  225.00/227.00  261.50/263.50
 1715 151.50/153.50  187.00/189.00  225.00/227.00  261.50/263.50
                           (C1osing Oct 16)     
 1715 153.25/155.25  189.00/191.00  227.00/229.00  263.50/265.50
--------------------------------------------------------------- 
 TIME      JUN            JUL            AUG            SEP
--------------------------------------------------------------- 
 1000 296.50/298.50  329.50/331.50  367.00/369.00  401.50/403.50
 1100 296.50/298.50  329.50/331.50  367.00/369.00  401.50/403.50
 1200 296.50/298.50  329.50/331.50  367.00/369.00  401.50/403.50
 1300 296.50/298.50  329.50/331.50  367.00/369.00  401.50/403.50
 1400 297.25/299.25  330.25/332.25  367.75/369.75  402.00/404.00
 1500 295.50/297.50  328.50/330.50  365.50/367.50  399.50/401.50
 1600 295.50/297.50  328.50/330.50  365.50/367.50  399.50/401.50
 1715 295.50/297.50  328.50/330.50  365.50/367.50  399.50/401.50
                           (C1osing Oct 16)     
 1715 297.50/299.50  330.50/332.50  368.00/370.00  402.50/404.50
----------------------------------------------------------------
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
----------------------------------------------------------------
 1000   6.65%   6.63%    6.62%      6.59%     6.57%   6.66%
 1100   6.65%   6.63%    6.62%      6.59%     6.58%   6.66%   
 1200   6.62%   6.59%    6.59%      6.58%     6.57%   6.66%   
 1300   6.62%   6.59%    6.59%      6.58%     6.57%   6.66%
 1400   6.75%   6.62%    6.63%      6.61%     6.59%   6.68%     
 1500   6.63%   6.59%    6.59%      6.56%     6.54%   6.63%     
 1600   6.63%   6.59%    6.59%      6.56%     6.54%   6.63%     
 1715   6.58%   6.58%    6.59%      6.56%     6.54%   6.63%     
                           (C1osing Oct 16)
 1715   6.61%   6.61%    6.61%      6.59%     6.57%   6.65%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   6.66%   6.63%    6.61%      6.58%     6.57%   6.56%
 1100   6.66%   6.63%    6.61%      6.59%     6.57%   6.57%
 1200   6.66%   6.63%    6.61%      6.58%     6.57%   6.57%
 1300   6.66%   6.63%    6.61%      6.58%     6.57%   6.57%
 1400   6.68%   6.65%    6.63%      6.60%     6.59%   6.58%
 1500   6.64%   6.61%    6.59%      6.56%     6.54%   6.54%
 1600   6.64%   6.61%    6.59%      6.56%     6.54%   6.54%
 1715   6.64%   6.61%    6.59%      6.56%     6.54%   6.54%
                           (C1osing Oct 16)     
 1715   6.66%   6.63%    6.60%      6.58%     6.57%   6.57%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8000/64.8100 rupees)    
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised premiums   
 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,Corporation Bank, Bank of  India, Union Bank of
India, Axis Bank,State Bank Of India, HSBC,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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