RPT-India fwd/annualised dlr premia-(close)-Oct 18

RPT-India fwd/annualised dlr premia-(close)-Oct 18

Last Updated: Wed, Oct 19, 2016 09:00 hrs

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 04.92% 04.92% 04.92% (Oct 17) 1000 01.80/02.80 00.90/01.40 00.90/01.40 04.91% 04.91% 04.91% --------------------------------------------------------------- TIME OCT NOV DEC JAN --------------------------------------------------------------- 1000 08.00/09.50 44.50/46.50 75.00/77.00 106.50/108.50 1100 08.25/09.75 44.50/46.00 75.25/77.25 106.75/108.75 1200 08.00/09.50 44.25/46.25 74.75/76.75 106.50/108.50 1300 08.00/09.50 44.25/46.25 74.75/76.75 106.25/108.25 1400 08.00/09.50 44.50/46.50 75.00/77.00 106.50/108.50 1500 08.50/09.50 44.25/46.25 74.75/76.75 106.25/108.25 1600 08.00/09.50 44.00/46.00 74.50/76.50 106.00/108.00 1715 08.00/09.50 44.00/46.00 74.00/76.00 105.00/107.00 (Closing Oct 17) 1715 09.25/10.75 45.75/47.75 76.50/78.50 108.50/110.50 ---------------------------------------------------------------- TIME FEB MAR APR MAY ---------------------------------------------------------------- 1000 133.00/135.00 162.50/164.50 195.00/197.00 226.25/228.20 1100 133.00/135.00 162.50/164.50 195.00/197.00 226.25/228.25 1200 133.00/135.00 162.50/164.50 195.25/197.25 226.50/228.50 1300 132.75/134.75 162.25/164.25 194.75/196.75 226.00/228.00 1400 133.00/135.00 162.50/164.50 195.00/197.00 226.00/228.00 1500 132.75/134.75 162.25/164.25 194.75/196.75 226.00/228.00 1600 132.50/134.50 162.00/164.00 194.50/196.50 225.50/227.50 1715 131.00/133.00 160.00/162.00 192.50/194.50 223.50/225.50 (Closing Oct 17) 1715 135.00/137.00 164.50/166.50 197.25/199.25 228.50/230.50 --------------------------------------------------------------- TIME JUN JUL AUG SEP --------------------------------------------------------------- 1000 254.50/256.50 283.50/285.50 312.50/314.50 339.50/341.50 1100 254.25/256.25 283.25/285.25 312.50/314.50 339.50/341.50 1200 254.50/256.50 283.50/285.50 312.50/314.50 339.50/341.50 1300 254.00/256.00 283.00/285.00 312.00/314.00 339.00/341.00 1400 254.00/256.00 283.00/285.00 312.00/314.00 339.00/341.00 1500 254.00/256.00 283.00/285.00 312.00/314.00 339.00/341.00 1600 253.50/255.50 282.50/284.50 311.50/313.50 338.50/340.50 1715 251.50/253.50 280.50/282.50 309.50/311.50 336.50/338.50 (Closing Oct 17) 1715 256.75/258.75 286.00/288.00 315.00/317.00 342.00/344.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 6.06% 5.90% 5.75% 5.62% 5.54% 5.61% 1100 6.04% 5.91% 5.76% 5.62% 5.54% 5.61% 1200 6.03% 5.88% 5.74% 5.62% 5.54% 5.62% 1300 6.03% 5.88% 5.73% 5.61% 5.54% 5.60% 1400 6.07% 5.91% 5.75% 5.62% 5.55% 5.62% 1500 6.05% 5.88% 5.73% 5.61% 5.54% 5.61% 1600 6.01% 5.86% 5.72% 5.60% 5.53% 5.60% 1715 6.00% 5.83% 5.67% 5.54% 5.46% 5.54% (Closing Oct 17) 1715 6.07% 5.92% 5.78% 5.65% 5.57% 5.63% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 5.59% 5.54% 5.49% 5.45% 5.42% 5.39% 1100 5.59% 5.53% 5.49% 5.45% 5.42% 5.39% 1200 5.60% 5.54% 5.49% 5.45% 5.42% 5.40% 1300 5.59% 5.53% 5.48% 5.45% 5.42% 5.39% 1400 5.59% 5.53% 5.49% 5.45% 5.42% 5.39% 1500 5.59% 5.53% 5.49% 5.45% 5.42% 5.39% 1600 5.58% 5.52% 5.48% 5.44% 5.41% 5.38% 1715 5.52% 5.47% 5.43% 5.40% 5.37% 5.35% (Closing Oct 17) 1715 5.61% 5.56% 5.51% 5.47% 5.44% 5.40% --------------------------------------------------------------- (CONVERSION RATE - $1 = 66.7200/66.7300 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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