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RPT-India fwd/annualised dlr premia-(close)-Sep 28
September 28, 2016 / 4:46 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Sep 28

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
                 05.49%           05.49%         05.49%
                                (Sep 27)            
 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  32.00/33.50    68.50/70.00   99.00/101.00  131.00/133.00
 1100  32.25/34.25    69.25/71.25  100.50/102.50  132.50/134.50
 1200  32.50/33.50    69.50/71.00  100.50/102.50  132.50/134.50
 1300  32.50/33.50    69.50/71.00  100.50/102.50  133.00/135.00
 1400  32.50/33.50    69.50/71.00  100.50/102.50  133.00/135.00
 1500  32.75/33.75    69.75/71.25  100.75/102.70  133.50/135.50
 1600  33.00/34.00    70.00/71.50  101.00/103.00  134.00/136.00
 1715  32.75/33.75    69.75/71.25  100.50/102.50  133.00/135.00
                        (Closing Sep 27)
 1715  33.50/34.50    70.00/71.50  100.50/102.50  132.50/134.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 158.50/160.50  189.00/191.00  222.50/224.50  254.00/256.00
 1100 160.00/162.00  191.00/193.00  224.50/226.50  256.00/258.00
 1200 160.00/162.00  190.50/192.50  224.00/226.00  255.50/257.50
 1300 160.50/162.50  191.00/193.00  224.00/226.00  255.50/257.50
 1400 160.50/162.50  191.00/193.00  224.00/226.00  255.50/257.50
 1500 161.00/163.00  191.50/193.50  224.50/226.50  256.00/258.00
 1600 161.75/163.75  192.50/194.50  225.50/227.50  257.00/259.00
 1715 160.50/162.50  191.00/193.00  224.00/226.00  255.25/257.25
                        (C1osing Sep 27)
 1715 159.50/161.50  190.00/192.00  223.50/225.50  255.00/257.00
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 282.50/284.50  312.00/314.00  341.50/343.50  369.00/371.00
 1100 284.50/286.50  313.75/315.75  343.00/345.00  370.50/372.50
 1200 284.00/286.00  313.25/315.25  342.50/344.50  370.00/372.00
 1300 284.00/286.00  313.50/315.50  343.00/345.00  370.50/372.50
 1400 284.00/286.00  313.50/315.50  343.00/345.00  370.50/372.50
 1500 284.50/286.50  313.75/315.70  343.00/345.00  370.50/372.50
 1600 285.50/287.50  314.75/316.75  344.00/346.00  371.50/373.50
 1715 283.50/285.50  312.75/314.75  342.00/344.00  369.50/371.50
                         (C1osing Sep 27)
 1715 283.50/285.50  312.75/314.75  342.00/344.00   01.00/01.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.42%    6.23%    6.03%      5.89%     5.80%   5.73%
 1100   6.52%    6.32%    6.12%      5.96%     5.85%   5.79%
 1200   6.47%    6.33%    6.13%      5.96%     5.86%   5.78%
 1300   6.47%    6.32%    6.13%      5.98%     5.87%   5.79%
 1400   6.47%    6.32%    6.13%      5.98%     5.87%   5.79%
 1500   6.52%    6.35%    6.14%      6.01%     5.89%   5.81%
 1600   6.57%    6.37%    6.16%      6.03%     5.92%   5.84%
 1715   6.52%    6.35%    6.13%      5.98%     5.87%   5.79%
                         (C1osing Sep 27)
 1715   6.44%    6.27%    6.06%      5.91%     5.80%   5.73%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.84%    5.76%    5.70%      5.65%     5.61%   5.58%
 1100   5.90%    5.81%    5.74%      5.68%     5.64%   5.60%
 1200   5.88%    5.80%    5.73%      5.68%     5.63%   5.60%
 1300   5.88%    5.80%    5.73%      5.68%     5.64%   5.60%
 1400   5.88%    5.80%    5.73%      5.68%     5.64%   5.60%
 1500   5.90%    5.81%    5.74%      5.69%     5.64%   5.60%
 1600   5.92%    5.83%    5.76%      5.70%     5.66%   5.62%
 1715   5.88%    5.79%    5.72%      5.67%     5.62%   5.59%
                         (C1osing Sep 27)
 1715   5.84%    5.76%    5.70%      5.65%     5.61%   5.57%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.4575/66.4675 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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