RPT-India fwd/annualised dlr premia-(close)-Oct 19

Source : REUTERS
Last Updated: Thu, Oct 20, 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 04.93% 04.93% 04.93% (Oct 18) 1000 01.80/02.80 00.90/01.40 00.90/01.40 04.92% 04.92% 04.92% --------------------------------------------------------------- TIME OCT NOV DEC JAN --------------------------------------------------------------- 1000 07.00/08.50 43.00/45.00 73.00/75.00 104.00/106.00 1100 06.75/08.25 42.50/44.50 72.50/74.50 103.50/105.50 1200 06.75/08.25 42.50/44.50 72.25/74.25 103.00/105.00 1300 06.50/08.00 42.00/44.00 71.50/73.50 102.00/104.00 1400 06.50/08.00 42.00/44.00 71.50/73.50 102.00/104.00 1500 06.50/08.00 42.00/44.00 71.50/73.50 102.00/104.00 1600 06.50/08.00 42.00/44.00 71.50/73.50 102.00/104.00 1715 06.50/08.00 42.00/44.00 71.50/73.50 102.00/104.00 (Closing Oct 18) 1715 08.00/09.50 44.00/46.00 74.00/76.00 105.00/107.00 ---------------------------------------------------------------- TIME FEB MAR APR MAY ---------------------------------------------------------------- 1000 130.00/132.00 159.00/161.00 191.00/193.00 222.00/224.00 1100 129.50/131.50 158.25/160.25 190.50/192.50 221.50/223.50 1200 128.75/130.70 157.25/159.25 189.50/191.50 220.50/222.50 1300 127.50/129.50 156.00/158.00 187.75/189.75 218.50/220.50 1400 127.50/129.50 156.00/158.00 187.75/189.75 218.50/220.50 1500 127.50/129.50 156.00/158.00 187.75/189.75 218.50/220.50 1600 127.50/129.50 156.00/158.00 188.00/190.00 218.75/220.75 1715 128.00/130.00 156.75/158.75 188.75/190.75 219.75/221.75 (Closing Oct 18) 1715 131.00/133.00 160.00/162.00 192.50/194.50 223.50/225.50 --------------------------------------------------------------- TIME JUN JUL AUG SEP --------------------------------------------------------------- 1000 249.75/251.70 278.50/280.50 307.25/309.20 334.00/336.00 1100 249.25/251.25 278.00/280.00 306.75/308.75 333.50/335.50 1200 248.50/250.50 277.50/279.50 306.25/308.20 333.00/335.00 1300 246.25/248.25 275.00/277.00 303.75/305.75 330.50/332.50 1400 246.25/248.25 275.00/277.00 303.75/305.75 330.50/332.50 1500 246.25/248.25 275.00/277.00 303.75/305.75 330.50/332.50 1600 246.75/248.75 275.50/277.50 304.25/306.25 331.00/333.00 1715 247.75/249.75 276.50/278.50 305.25/307.25 332.00/334.00 (Closing Oct 18) 1715 251.50/253.50 280.50/282.50 309.50/311.50 336.50/338.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 6.02% 5.83% 5.66% 5.54% 5.46% 5.53% 1100 5.94% 5.78% 5.63% 5.51% 5.43% 5.51% 1200 5.95% 5.77% 5.61% 5.48% 5.40% 5.49% 1300 5.87% 5.71% 5.55% 5.43% 5.35% 5.43% 1400 5.87% 5.71% 5.55% 5.43% 5.36% 5.44% 1500 5.87% 5.71% 5.55% 5.43% 5.36% 5.44% 1600 5.87% 5.71% 5.55% 5.44% 5.36% 5.44% 1715 5.87% 5.71% 5.55% 5.45% 5.38% 5.47% (Closing Oct 18) 1715 6.00% 5.83% 5.67% 5.54% 5.46% 5.54% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 5.51% 5.46% 5.42% 5.38% 5.35% 5.33% 1100 5.50% 5.45% 5.40% 5.37% 5.34% 5.32% 1200 5.47% 5.43% 5.39% 5.36% 5.33% 5.31% 1300 5.42% 5.38% 5.34% 5.32% 5.29% 5.27% 1400 5.42% 5.38% 5.35% 5.32% 5.29% 5.27% 1500 5.43% 5.38% 5.35% 5.32% 5.30% 5.28% 1600 5.43% 5.39% 5.36% 5.33% 5.31% 5.29% 1715 5.46% 5.41% 5.38% 5.35% 5.32% 5.30% (Closing Oct 18) 1715 5.52% 5.47% 5.43% 5.40% 5.37% 5.35% --------------------------------------------------------------- (CONVERSION RATE - $1 = 66.6700/66.6800 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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