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RPT-India fwd/annualised dlr premia-(close)-Oct 5
October 5, 2016 / 4:46 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Oct 5

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
                 05.48%           05.48%         05.48%
                                (Oct 4)            
 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  23.00/24.50    60.00/62.00   90.50/92.50   122.25/124.25
 1100  22.50/24.00    59.50/61.50   90.00/92.00   122.00/124.00
 1200  22.50/24.00    59.00/61.00   89.75/91.75   121.50/123.50
 1300  22.50/24.00    59.50/61.50   90.00/92.00   122.00/124.00
 1400  22.50/24.00    59.25/61.25   89.75/91.75   121.50/123.50
 1500  22.75/24.25    59.50/61.50   90.00/92.00   121.75/123.75
 1600  22.50/24.00    59.25/61.25   89.75/91.75   121.50/123.50
 1715  22.50/24.00    59.25/61.25   89.75/91.75   121.50/123.50
                        (Closing Oct 4)
 1715  24.00/25.50    61.00/63.00   92.00/94.00   124.00/126.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 149.50/151.50  180.00/182.00  213.00/215.00  244.00/246.00
 1100 149.00/151.00  179.00/181.00  212.00/214.00  243.25/245.25
 1200 148.50/150.50  178.50/180.50  211.50/213.50  242.75/244.75
 1300 149.00/151.00  179.00/181.00  212.00/214.00  243.25/245.25
 1400 148.50/150.50  178.50/180.50  211.50/213.50  242.75/244.75
 1500 148.75/150.75  179.25/181.25  212.25/214.25  243.25/245.25
 1600 148.50/150.50  178.50/180.50  211.50/213.50  242.75/244.75
 1715 148.50/150.50  178.50/180.50  211.50/213.50  242.75/244.75
                        (Closing Oct 4)
 1715 151.00/153.00  181.50/183.50  214.50/216.50  245.75/247.75
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 272.00/274.00  301.00/303.00  330.00/332.00  357.00/359.00
 1100 271.50/273.50  300.50/302.50  329.50/331.50  356.50/358.50
 1200 271.00/273.00  300.00/302.00  329.00/331.00  356.00/358.00
 1300 271.50/273.50  300.50/302.50  329.50/331.50  356.50/358.50
 1400 271.00/273.00  300.00/302.00  329.00/331.00  356.00/358.00
 1500 271.25/273.25  300.25/302.25  329.25/331.25  356.50/358.50
 1600 271.00/273.00  300.00/302.00  329.00/331.00  356.00/358.00
 1715 271.00/273.00  300.00/302.00  329.00/331.00  356.00/358.00
                        (Closing Oct 4)
 1715 274.00/276.00  303.25/305.25  332.50/334.50  359.50/361.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.20%    6.12%    5.92%      5.80%     5.72%   5.70%
 1100   6.11%    6.08%    5.89%      5.78%     5.69%   5.67%
 1200   6.08%    6.04%    5.87%      5.76%     5.68%   5.66%
 1300   6.11%    6.08%    5.89%      5.79%     5.70%   5.67%
 1400   6.10%    6.06%    5.87%      5.76%     5.68%   5.66%
 1500   6.14%    6.08%    5.89%      5.78%     5.69%   5.68%
 1600   6.10%    6.06%    5.88%      5.76%     5.68%   5.66%
 1715   6.10%    6.06%    5.88%      5.77%     5.68%   5.66%
                        (Closing Oct 4)
 1715   6.18%    6.14%    5.97%      5.84%     5.74%   5.72%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.75%    5.68%    5.61%      5.57%     5.52%   5.49%
 1100   5.73%    5.66%    5.60%      5.56%     5.52%   5.48%
 1200   5.72%    5.65%    5.60%      5.55%     5.51%   5.47%
 1300   5.73%    5.66%    5.61%      5.56%     5.52%   5.48%
 1400   5.72%    5.65%    5.60%      5.55%     5.51%   5.47%
 1500   5.73%    5.66%    5.60%      5.55%     5.52%   5.48%
 1600   5.72%    5.65%    5.60%      5.55%     5.51%   5.48%
 1715   5.72%    5.65%    5.60%      5.55%     5.51%   5.48%
                        (Closing Oct 4)
 1715   5.77%    5.70%    5.65%      5.60%     5.56%   5.52%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.5000/66.5100 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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