RPT-India fwd/annualised dlr premia-(close)-Oct 10

RPT-India fwd/annualised dlr premia-(close)-Oct 10

Last Updated: Thu, Oct 13, 2016 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 N/A N/A 01.00/01.50 N/A N/A 05.48% (Oct 7) 1000 05.50/07.50 05.50/07.50 N/A 05.01% 05.01% N/A --------------------------------------------------------------- TIME OCT NOV DEC JAN --------------------------------------------------------------- 1000 14.50/16.00 51.25/53.25 81.50/83.50 113.00/115.00 1100 15.00/16.50 51.50/53.50 81.75/83.75 113.25/115.25 1200 14.50/16.00 51.25/53.25 81.50/83.50 113.00/115.00 1300 14.50/16.00 50.75/52.75 81.00/83.00 112.50/114.50 1400 14.50/16.00 50.75/52.75 81.00/83.00 112.50/114.50 1500 14.75/16.25 51.00/53.00 81.25/83.25 112.75/114.75 1600 14.50/16.00 50.75/52.75 81.25/83.25 113.00/115.00 1715 14.50/16.00 50.75/52.75 81.25/83.25 113.00/115.00 (Closing Oct 7) 1715 15.75/17.25 52.25/54.25 82.50/84.50 114.00/116.00 ---------------------------------------------------------------- TIME FEB MAR APR MAY ---------------------------------------------------------------- 1000 139.50/141.50 169.00/171.00 201.75/203.70 233.00/235.00 1100 139.75/141.75 169.50/171.50 202.25/204.25 233.50/235.50 1200 139.50/141.50 169.00/171.00 201.75/203.75 233.00/235.00 1300 139.00/141.00 168.50/170.50 201.25/203.25 232.50/234.50 1400 139.00/141.00 168.50/170.50 201.25/203.25 232.50/234.50 1500 139.25/141.25 169.25/171.25 202.00/204.00 233.25/235.25 1600 139.50/141.50 169.00/171.00 202.00/204.00 233.25/235.25 1715 139.50/141.50 169.00/171.00 202.00/204.00 233.25/235.25 (Closing Oct 7) 1715 140.50/142.50 170.00/172.00 202.50/204.50 233.75/235.75 --------------------------------------------------------------- TIME JUN JUL AUG SEP --------------------------------------------------------------- 1000 261.25/263.20 290.50/292.50 319.50/321.50 346.50/348.50 1100 261.50/263.50 290.50/292.50 319.50/321.50 346.50/348.50 1200 261.25/263.25 290.50/292.50 319.50/321.50 346.50/348.50 1300 260.75/262.75 290.00/292.00 319.00/321.00 346.00/348.00 1400 260.75/262.75 290.00/292.00 319.00/321.00 346.00/348.00 1500 261.50/263.50 290.75/292.75 320.00/322.00 347.00/349.00 1600 261.50/263.50 290.75/292.75 320.00/322.00 347.00/349.00 1715 261.50/263.50 290.75/292.75 320.00/322.00 347.00/349.00 (Closing Oct 7) 1715 262.00/264.00 291.00/293.00 320.00/322.00 347.00/349.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 6.07% 5.96% 5.78% 5.67% 5.58% 5.63% 1100 6.13% 5.99% 5.80% 5.68% 5.60% 5.64% 1200 6.07% 5.96% 5.78% 5.67% 5.58% 5.63% 1300 6.02% 5.92% 5.75% 5.65% 5.57% 5.61% 1400 6.02% 5.92% 5.75% 5.65% 5.56% 5.61% 1500 6.07% 5.94% 5.77% 5.66% 5.58% 5.63% 1600 6.02% 5.93% 5.78% 5.67% 5.59% 5.63% 1715 6.03% 5.93% 5.78% 5.68% 5.59% 5.63% (Closing Oct 7) 1715 6.06% 5.95% 5.79% 5.67% 5.58% 5.60% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 5.63% 5.58% 5.53% 5.49% 5.46% 5.43% 1100 5.65% 5.59% 5.53% 5.49% 5.46% 5.43% 1200 5.63% 5.58% 5.53% 5.49% 5.46% 5.43% 1300 5.62% 5.56% 5.52% 5.48% 5.45% 5.42% 1400 5.62% 5.56% 5.52% 5.48% 5.45% 5.42% 1500 5.64% 5.58% 5.54% 5.50% 5.47% 5.44% 1600 5.64% 5.58% 5.54% 5.50% 5.47% 5.44% 1715 5.64% 5.59% 5.54% 5.50% 5.47% 5.44% (Closing Oct 7) 1715 5.62% 5.56% 5.52% 5.48% 5.44% 5.42% --------------------------------------------------------------- (CONVERSION RATE - $1 = 66.5325/66.5425 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



More from Sify: