RPT-India fwd/annualised dlr premia-(close)-Oct 14

Last Updated: Mon, Oct 17, 2016 09:20 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 03.60/05.60 3.00/04.00 00.90/01.40 04.91% 05.46% 04.91% (Oct 13) 1000 03.60/05.60 0.90/01.40 02.70/04.20 04.92% 04.92% 04.92% --------------------------------------------------------------- TIME OCT NOV DEC JAN --------------------------------------------------------------- 1000 10.50/12.00 47.00/49.00 77.50/79.50 109.50/111.50 1100 10.50/12.00 47.00/49.00 77.50/79.50 109.50/111.50 1200 10.50/12.00 47.00/49.00 77.50/79.50 109.50/111.50 1300 10.50/12.00 47.00/49.00 77.75/79.75 109.75/111.75 1400 10.50/12.00 47.00/49.00 77.50/79.50 109.50/111.50 1500 11.25/11.75 47.75/48.50 78.25/79.25 110.00/111.00 1600 10.25/11.75 46.50/48.50 77.25/79.25 109.00/111.00 1715 10.50/12.00 47.00/49.00 77.50/79.50 109.50/111.50 (Closing Oct 13) 1715 11.50/13.00 48.00/50.00 78.50/80.50 110.50/112.50 ---------------------------------------------------------------- TIME FEB MAR APR MAY ---------------------------------------------------------------- 1000 136.00/138.00 165.50/167.50 198.50/200.50 229.75/231.75 1100 136.00/138.00 166.00/168.00 199.00/201.00 230.25/232.25 1200 136.00/138.00 166.00/168.00 199.00/201.00 230.25/232.25 1300 136.25/138.25 166.00/168.00 199.00/201.00 230.25/232.25 1400 136.00/138.00 166.00/168.00 199.00/201.00 230.25/232.20 1500 136.50/138.50 166.25/167.25 199.00/200.00 230.00/231.00 1600 135.75/137.75 165.75/167.75 198.75/200.75 230.00/232.00 1715 136.00/138.00 166.00/168.00 199.00/201.00 230.25/232.25 (Closing Oct 13) 1715 137.00/139.00 166.50/168.50 199.50/201.50 230.75/232.75 --------------------------------------------------------------- TIME JUN JUL AUG SEP --------------------------------------------------------------- 1000 258.00/260.00 287.00/289.00 316.00/318.00 343.00/345.00 1100 258.50/260.50 287.75/289.75 317.00/319.00 344.00/346.00 1200 258.50/260.50 287.75/289.75 317.00/319.00 344.00/346.00 1300 258.50/260.50 287.75/289.75 317.00/319.00 344.00/346.00 1400 258.50/260.50 287.75/289.70 317.00/319.00 344.00/346.00 1500 258.25/259.25 287.25/288.25 316.25/317.25 343.25/344.25 1600 258.25/260.25 287.50/289.50 316.50/318.50 343.50/345.50 1715 258.50/260.50 287.75/289.75 317.00/319.00 344.00/346.00 (Closing Oct 13) 1715 259.00/261.00 288.25/290.25 317.50/319.50 344.50/346.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 6.10% 5.93% 5.79% 5.65% 5.57% 5.63% 1100 6.10% 5.93% 5.78% 5.65% 5.58% 5.64% 1200 6.10% 5.93% 5.79% 5.65% 5.58% 5.65% 1300 6.11% 5.95% 5.81% 5.67% 5.59% 5.65% 1400 6.11% 5.93% 5.79% 5.66% 5.59% 5.65% 1500 6.14% 5.96% 5.80% 5.66% 5.58% 5.64% 1600 6.04% 5.91% 5.77% 5.65% 5.58% 5.65% 1715 6.11% 5.94% 5.80% 5.66% 5.59% 5.66% (Closing Oct 13) 1715 6.07% 5.91% 5.78% 5.66% 5.57% 5.62% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 5.63% 5.56% 5.52% 5.47% 5.44% 5.41% 1100 5.64% 5.57% 5.53% 5.49% 5.45% 5.42% 1200 5.64% 5.58% 5.53% 5.49% 5.46% 5.43% 1300 5.64% 5.58% 5.54% 5.50% 5.46% 5.43% 1400 5.64% 5.58% 5.54% 5.50% 5.46% 5.43% 1500 5.63% 5.57% 5.52% 5.48% 5.44% 5.42% 1600 5.64% 5.58% 5.54% 5.49% 5.46% 5.43% 1715 5.65% 5.59% 5.54% 5.50% 5.47% 5.44% (Closing Oct 13) 1715 5.62% 5.56% 5.51% 5.48% 5.44% 5.41% --------------------------------------------------------------- (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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