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RPT-India fwd/annualised dlr premia-(close)-Nov 4
November 4, 2016 / 4:41 AM / in a year

RPT-India fwd/annualised dlr premia-(close)-Nov 4

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        03.20/05.60      02.40/04.20      00.80/01.40  
                04.38%           04.38%           04.38%
                                (Nov 3)            
 1000        03.20/05.60      00.80/01.40      02.40/04.20  
                04.38%           04.38%           04.38%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN           FEB
---------------------------------------------------------------
 1000  21.25/22.75    51.50/53.50    83.50/85.50   110.50/112.50
 1100  21.25/22.75    51.50/53.50    83.50/85.50   110.50/112.50
 1200  21.25/22.75    51.50/53.50    83.50/85.50   110.50/112.50
 1300  21.50/23.00    51.75/53.25    84.00/86.00   111.00/113.00
 1400  21.50/23.00    51.75/53.75    84.00/86.00   110.75/112.75
 1500  21.75/22.75    52.00/53.00    84.00/86.00   110.75/112.75
 1600  21.75/22.75    52.00/53.00    84.00/86.00   110.75/112.75
 1715  21.50/23.00    51.75/53.25    84.00/86.00   111.00/113.00
                          (Closing Nov 3)
 1715  22.50/24.00    53.00/54.50    85.00/87.00   112.00/114.00
----------------------------------------------------------------
 TIME      MAR            APR           MAY           JUN
----------------------------------------------------------------
 1000 140.50/142.50  173.00/175.00  205.00/207.00  233.50/235.50
 1100 140.50/142.50  173.00/175.00  205.00/207.00  233.50/235.50
 1200 140.50/142.50  173.00/175.00  205.00/207.00  233.50/235.50
 1300 141.00/143.00  173.50/175.50  205.50/207.50  234.00/236.00
 1400 140.75/142.75  173.25/175.25  205.00/207.00  233.50/235.50
 1500 140.50/142.50  173.00/175.00  205.00/207.00  233.50/235.50
 1600 140.50/142.50  173.00/175.00  205.00/207.00  233.50/235.50
 1715 141.00/143.00  173.50/175.50  205.50/207.50  234.00/236.00
                           (Closing Nov 3)
 1715 142.00/144.00  174.50/176.50  206.50/208.50  235.00/237.00
---------------------------------------------------------------
 TIME      JUL        AUG          SEP           OCT
---------------------------------------------------------------
 1000 262.75/264.70  292.00/294.00  319.00/321.00  349.00/351.00
 1100 262.75/264.75  292.00/294.00  318.75/320.75  348.50/350.50
 1200 262.75/264.75  292.00/294.00  318.75/320.75  348.50/350.50
 1300 263.25/265.20  292.50/294.50  319.25/321.20  349.00/351.00
 1400 262.75/264.75  292.00/294.00  318.75/320.75  348.50/350.50
 1500 262.75/264.75  292.00/294.00  318.75/320.75  348.50/350.50
 
 1600 262.75/264.75  292.00/294.00  318.75/320.75  348.50/350.50
 
 1715 263.25/265.25  292.50/294.50  319.25/321.25  349.00/351.00
                          (Closing Nov 3)
 1715 264.25/266.25  293.50/295.50  320.50/322.50  350.50/352.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.49%    5.51%    5.48%      5.44%     5.47%   5.55% 
 1100   5.50%    5.52%    5.48%      5.44%     5.48%   5.55%
 1200   5.49%    5.51%    5.48%      5.44%     5.47%   5.55% 
 1300   5.53%    5.53%    5.51%      5.46%     5.49%   5.57% 
 1400   5.54%    5.54%    5.51%      5.45%     5.48%   5.56%
 1500   5.53%    5.53%    5.51%      5.44%     5.47%   5.55% 
 1600   5.53%    5.53%    5.51%      5.44%     5.47%   5.55% 
 1715   5.53%    5.53%    5.51%      5.46%     5.49%   5.57%
                          (Closing Nov 3)
 1715   5.54%    5.54%    5.51%      5.46%     5.47%   5.56%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.51%    5.47%    5.44%      5.41%     5.38%   5.36%
 1100   5.51%    5.47%    5.44%      5.41%     5.37%   5.35%
 1200   5.51%    5.47%    5.44%      5.41%     5.37%   5.35%
 1300   5.53%    5.48%    5.45%      5.41%     5.38%   5.36%
 1400   5.51%    5.47%    5.44%      5.41%     5.37%   5.35%
 1500   5.51%    5.47%    5.44%      5.40%     5.37%   5.35%
 1600   5.51%    5.47%    5.43%      5.40%     5.37%   5.35%
 1715   5.53%    5.48%    5.45%      5.42%     5.38%   5.36%
                           (Closing Nov 3)
 1715   5.52%    5.48%    5.45%      5.41%     5.38%   5.37%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.7000/66.7100 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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