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

Last Updated: Fri, Oct 14, 2016 09:00 hrs

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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