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RPT-India fwd/annualised dlr premia-(close)-Oct 13
October 13, 2016 / 4:46 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Oct 13

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        03.60/05.60       0.90/01.40      02.70/04.20  
                04.92%           04.92%           04.92%
                                (Oct 10)            
 1000             N/A              N/A         01.00/01.50
                  N/A              N/A            05.48%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
---------------------------------------------------------------
 1000  11.50/13.00    47.50/49.50   78.00/80.00   110.00/112.00
 1100  11.50/13.00    47.75/49.75   78.25/80.25   110.25/112.25
 1200  11.50/13.00    48.00/50.00   78.50/80.50   110.50/112.50
 1300  11.50/13.00    48.00/50.00   78.50/80.50   110.50/112.50
 1400  11.50/13.00    48.00/50.00   78.50/80.50   110.50/112.50
 1500  11.50/13.00    48.00/50.00   78.50/80.50   110.50/112.50
 1600  11.50/13.00    48.00/50.00   78.50/80.50   110.50/112.50
 1715  11.50/13.00    48.00/50.00   78.50/80.50   110.50/112.50
                            (Closing Oct 10)
 1715  14.50/16.00    50.75/52.75   81.25/83.25   113.00/115.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 136.50/138.50  166.50/168.50  199.50/201.50  230.75/232.75
 1100 136.75/138.75  166.75/168.75  199.75/201.75  231.25/233.25
 1200 137.00/139.00  167.00/169.00  200.00/202.00  231.50/233.50
 1300 137.00/139.00  167.00/169.00  200.00/202.00  231.50/233.50
 1400 137.00/139.00  167.00/169.00  200.00/202.00  231.25/233.25
 1500 137.25/139.25  167.25/169.25  200.25/202.25  231.50/233.50
 1600 137.25/139.25  167.00/169.00  200.00/202.00  231.25/233.25
 1715 137.00/139.00  166.50/168.50  199.50/201.50  230.75/232.75
                            (Closing Oct 10)
 1715 139.50/141.50  169.00/171.00  202.00/204.00  233.25/235.25
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 259.00/261.00  288.25/290.25  317.50/319.50  344.50/346.50
 1100 259.75/261.75  289.00/291.00  318.25/320.25  345.50/347.50
 1200 259.75/261.75  289.00/291.00  318.25/320.25  345.50/347.50
 1300 260.00/262.00  289.25/291.25  318.50/320.50  345.50/347.50
 1400 259.50/261.50  288.75/290.75  318.00/320.00  345.00/347.00
 1500 259.75/261.75  289.00/291.00  318.25/320.25  345.50/347.50
 1600 259.50/261.50  288.75/290.75  318.00/320.00  345.00/347.00
 1715 259.00/261.00  288.25/290.25  317.50/319.50  344.50/346.50
                           (Closing Oct 10)
 1715 261.50/263.50  290.75/292.75  320.00/322.00  347.00/349.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.03%    5.88%    5.76%      5.65%     5.57%   5.63%
 1100   6.06%    5.90%    5.78%      5.66%     5.58%   5.64%
 1200   6.08%    5.92%    5.79%      5.66%     5.59%   5.64%
 1300   6.07%    5.91%    5.78%      5.66%     5.58%   5.63%
 1400   6.07%    5.91%    5.78%      5.65%     5.58%   5.63%
 1500   6.08%    5.92%    5.78%      5.67%     5.59%   5.64%
 1600   6.07%    5.91%    5.78%      5.66%     5.58%   5.63%
 1715   6.07%    5.91%    5.78%      5.66%     5.57%   5.62%
                            (Closing Oct 10)
 1715   6.03%    5.93%    5.78%      5.68%     5.59%   5.63%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.63%    5.57%    5.53%      5.49%     5.45%   5.43%
 1100   5.64%    5.58%    5.54%      5.50%     5.47%   5.44%
 1200   5.64%    5.58%    5.54%      5.50%     5.46%   5.44%
 1300   5.64%    5.58%    5.53%      5.49%     5.46%   5.43%
 1400   5.63%    5.57%    5.52%      5.48%     5.45%   5.42%
 1500   5.64%    5.58%    5.53%      5.49%     5.46%   5.43%
 1600   5.63%    5.57%    5.52%      5.49%     5.45%   5.42%
 1715   5.62%    5.56%    5.51%      5.48%     5.44%   5.41%
                            (Closing Oct 10)
 1715   5.64%    5.59%    5.54%      5.50%     5.47%   5.44%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.9300/66.9400 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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