RPT-India fwd/annualised dlr premia-(close)-Oct 17

Source : REUTERS
Last Updated: Tue, Oct 18, 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 04.91% 04.91% 04.91% (Oct 14) 1000 03.60/05.60 3.00/04.00 00.90/01.40 04.91% 05.46% 04.91% --------------------------------------------------------------- TIME OCT NOV DEC JAN --------------------------------------------------------------- 1000 09.50/11.00 46.00/48.00 76.50/78.50 108.50/110.50 1100 09.50/11.00 46.00/48.00 76.50/78.50 108.50/110.50 1200 09.25/10.75 45.75/47.75 76.25/78.25 108.25/110.25 1300 09.25/10.75 45.75/47.75 76.25/78.25 108.25/110.20 1400 09.25/10.75 45.75/47.75 76.25/78.25 108.25/110.25 1500 10.00/10.40 46.50/47.00 76.25/78.25 108.25/110.25 1600 09.25/10.75 45.75/47.75 76.25/78.25 108.25/110.25 1715 09.25/10.75 45.75/47.75 76.50/78.50 108.50/110.50 (Closing Oct 14) 1715 10.50/12.00 47.00/49.00 77.50/79.50 109.50/111.50 ---------------------------------------------------------------- TIME FEB MAR APR MAY ---------------------------------------------------------------- 1000 135.00/137.00 164.50/166.50 197.50/199.50 228.75/230.75 1100 135.00/137.00 164.50/166.50 197.50/199.50 228.75/230.75 1200 134.75/136.75 164.50/166.50 197.50/199.50 228.75/230.75 1300 134.75/136.70 164.50/166.50 197.50/199.50 228.75/230.70 1400 134.75/136.75 164.50/166.50 197.50/199.50 228.75/230.75 1500 134.75/136.75 165.00/166.00 198.00/199.00 229.00/230.00 1600 134.75/136.75 164.50/166.50 197.50/199.50 228.75/230.75 1715 135.00/137.00 164.50/166.50 197.25/199.25 228.50/230.50 (Closing Oct 14) 1715 136.00/138.00 166.00/168.00 199.00/201.00 230.25/232.25 --------------------------------------------------------------- TIME JUN JUL AUG SEP --------------------------------------------------------------- 1000 257.00/259.00 286.25/288.25 315.50/317.50 342.50/344.50 1100 257.00/259.00 286.00/288.00 315.00/317.00 342.00/344.00 1200 257.00/259.00 286.00/288.00 315.00/317.00 342.00/344.00 1300 257.00/259.00 286.00/288.00 315.00/317.00 342.00/344.00 1400 257.00/259.00 286.00/288.00 315.00/317.00 342.00/344.00 1500 257.25/258.25 286.50/287.50 315.50/316.50 342.50/343.50 1600 257.00/259.00 286.25/288.25 315.50/317.50 342.50/344.50 1715 256.75/258.75 286.00/288.00 315.00/317.00 342.00/344.00 (Closing Oct 14) 1715 258.50/260.50 287.75/289.75 317.00/319.00 344.00/346.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 6.12% 5.93% 5.79% 5.65% 5.57% 5.64% 1100 6.12% 5.94% 5.79% 5.65% 5.57% 5.64% 1200 6.08% 5.92% 5.78% 5.65% 5.57% 5.64% 1300 6.08% 5.92% 5.78% 5.64% 5.57% 5.64% 1400 6.08% 5.92% 5.77% 5.64% 5.57% 5.64% 1500 6.09% 5.91% 5.77% 5.64% 5.57% 5.64% 1600 6.08% 5.91% 5.77% 5.64% 5.57% 5.64% 1715 6.07% 5.92% 5.78% 5.65% 5.57% 5.63% (Closing Oct 14) 1715 6.11% 5.94% 5.80% 5.66% 5.59% 5.66% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 5.62% 5.56% 5.52% 5.48% 5.45% 5.41% 1100 5.63% 5.57% 5.52% 5.47% 5.44% 5.41% 1200 5.63% 5.57% 5.52% 5.48% 5.45% 5.41% 1300 5.63% 5.57% 5.52% 5.48% 5.44% 5.41% 1400 5.63% 5.57% 5.52% 5.47% 5.44% 5.41% 1500 5.62% 5.56% 5.51% 5.47% 5.44% 5.41% 1600 5.63% 5.57% 5.52% 5.48% 5.45% 5.42% 1715 5.61% 5.56% 5.51% 5.47% 5.44% 5.40% (Closing Oct 14) 1715 5.65% 5.59% 5.54% 5.50% 5.47% 5.44% --------------------------------------------------------------- (CONVERSION RATE - $1 = 66.8875/66.8975 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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