October 17, 2016 / 4:41 AM / in a year

RPT-India fwd/annualised dlr premia-(close)-Oct 17

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        01.80/02.80      00.90/01.40      00.90/01.40  
                04.91%           04.91%           04.91%
                                (Oct 14)            
 1000        03.60/05.60       3.00/04.00      00.90/01.40
                04.91%           05.46%           04.91%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
---------------------------------------------------------------
 1000  09.50/11.00    46.00/48.00   76.50/78.50   108.50/110.50
 1100  09.50/11.00    46.00/48.00   76.50/78.50   108.50/110.50
 1200  09.25/10.75    45.75/47.75   76.25/78.25   108.25/110.25
 1300  09.25/10.75    45.75/47.75   76.25/78.25   108.25/110.20
 1400  09.25/10.75    45.75/47.75   76.25/78.25   108.25/110.25
 1500  10.00/10.40    46.50/47.00   76.25/78.25   108.25/110.25
 1600  09.25/10.75    45.75/47.75   76.25/78.25   108.25/110.25
 1715  09.25/10.75    45.75/47.75   76.50/78.50   108.50/110.50
                           (Closing Oct 14)
 1715  10.50/12.00    47.00/49.00   77.50/79.50   109.50/111.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY
----------------------------------------------------------------
 1000 135.00/137.00  164.50/166.50  197.50/199.50  228.75/230.75
 1100 135.00/137.00  164.50/166.50  197.50/199.50  228.75/230.75
 1200 134.75/136.75  164.50/166.50  197.50/199.50  228.75/230.75
 1300 134.75/136.70  164.50/166.50  197.50/199.50  228.75/230.70
 1400 134.75/136.75  164.50/166.50  197.50/199.50  228.75/230.75
 1500 134.75/136.75  165.00/166.00  198.00/199.00  229.00/230.00
 1600 134.75/136.75  164.50/166.50  197.50/199.50  228.75/230.75
 1715 135.00/137.00  164.50/166.50  197.25/199.25  228.50/230.50
                           (Closing Oct 14)
 1715 136.00/138.00  166.00/168.00  199.00/201.00  230.25/232.25
---------------------------------------------------------------
 TIME      JUN            JUL           AUG          SEP
---------------------------------------------------------------
 1000 257.00/259.00  286.25/288.25  315.50/317.50  342.50/344.50
 1100 257.00/259.00  286.00/288.00  315.00/317.00  342.00/344.00
 1200 257.00/259.00  286.00/288.00  315.00/317.00  342.00/344.00
 1300 257.00/259.00  286.00/288.00  315.00/317.00  342.00/344.00
 1400 257.00/259.00  286.00/288.00  315.00/317.00  342.00/344.00
 1500 257.25/258.25  286.50/287.50  315.50/316.50  342.50/343.50
 1600 257.00/259.00  286.25/288.25  315.50/317.50  342.50/344.50
 1715 256.75/258.75  286.00/288.00  315.00/317.00  342.00/344.00
                          (Closing Oct 14)
 1715 258.50/260.50  287.75/289.75  317.00/319.00  344.00/346.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   6.12%    5.93%    5.79%      5.65%     5.57%   5.64%
 1100   6.12%    5.94%    5.79%      5.65%     5.57%   5.64%
 1200   6.08%    5.92%    5.78%      5.65%     5.57%   5.64%
 1300   6.08%    5.92%    5.78%      5.64%     5.57%   5.64%
 1400   6.08%    5.92%    5.77%      5.64%     5.57%   5.64%
 1500   6.09%    5.91%    5.77%      5.64%     5.57%   5.64%
 1600   6.08%    5.91%    5.77%      5.64%     5.57%   5.64%
 1715   6.07%    5.92%    5.78%      5.65%     5.57%   5.63%
                           (Closing Oct 14)
 1715   6.11%    5.94%    5.80%      5.66%     5.59%   5.66%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.62%    5.56%    5.52%      5.48%     5.45%   5.41%
 1100   5.63%    5.57%    5.52%      5.47%     5.44%   5.41%
 1200   5.63%    5.57%    5.52%      5.48%     5.45%   5.41%
 1300   5.63%    5.57%    5.52%      5.48%     5.44%   5.41%
 1400   5.63%    5.57%    5.52%      5.47%     5.44%   5.41%
 1500   5.62%    5.56%    5.51%      5.47%     5.44%   5.41%
 1600   5.63%    5.57%    5.52%      5.48%     5.45%   5.42%
 1715   5.61%    5.56%    5.51%      5.47%     5.44%   5.40%
                            (Closing Oct 14)
 1715   5.65%    5.59%    5.54%      5.50%     5.47%   5.44%   
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.8875/66.8975 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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