RPT-India fwd/annualised dlr premia-(close)-Dec 7

Last Updated: Fri, Dec 08, 2017 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 02.00/03.50 00.50/01.25 01.50/02.25 02.83% 02.83% 02.83% (Dec 6) 1000 01.00/02.50 00.50/01.25 00.50/01.25 02.83% 02.83% 02.83% --------------------------------------------------------------- TIME DEC JAN FEB MAR --------------------------------------------------------------- 1000 11.75/13.75 33.25/35.25 55.00/57.00 78.00/80.00 1100 11.75/13.75 33.00/35.00 54.50/56.50 77.00/79.00 1200 11.75/13.75 32.75/34.75 54.25/56.25 76.75/78.75 1300 11.50/13.50 32.50/34.50 54.00/56.00 76.50/78.50 1400 11.75/13.75 32.75/34.75 54.25/56.25 76.75/78.75 1500 11.50/13.50 32.50/34.50 54.25/56.25 77.00/79.00 1600 11.75/13.75 32.75/34.75 54.50/56.50 77.00/79.00 1715 11.50/13.50 32.50/34.50 54.25/56.25 77.00/79.00 (Closing Dec 6) 1715 14.00/16.00 35.50/37.50 57.50/59.50 80.50/82.50 ---------------------------------------------------------------- TIME APR MAY JUN JUL ---------------------------------------------------------------- 1000 108.00/110.00 134.50/136.50 156.50/158.50 180.50/182.50 1100 106.75/108.75 133.25/135.25 155.50/157.50 179.50/181.50 1200 106.75/108.75 133.50/135.50 155.75/157.75 179.75/181.75 1300 106.50/108.50 133.00/135.00 155.00/157.00 179.00/181.00 1400 106.75/108.75 133.50/135.50 155.50/157.50 179.75/181.75 1500 107.00/109.00 133.50/135.50 155.50/157.50 179.50/181.50 1600 107.00/109.00 133.50/135.50 155.50/157.50 179.50/181.50 1715 107.00/109.00 133.50/135.50 155.50/157.50 179.75/181.75 (Closing Dec 6) 1715 110.50/112.50 137.00/139.00 159.25/161.25 183.50/185.50 ---------------------------------------------------------------- TIME AUG SEP OCT NOV ---------------------------------------------------------------- 1000 203.75/205.75 225.25/227.25 249.50/251.50 272.00/274.00 1100 203.00/205.00 224.00/226.00 248.25/250.25 270.50/272.50 1200 203.25/205.25 224.25/226.25 248.75/250.75 271.00/273.00 1300 202.25/204.25 223.75/225.75 248.00/250.00 270.50/272.50 1400 203.25/205.25 224.25/226.25 248.75/250.75 271.00/273.00 1500 202.75/204.75 224.25/226.25 248.50/250.50 271.00/273.00 1600 203.00/205.00 224.25/226.25 248.75/250.75 271.00/273.00 1715 203.00/205.00 224.50/226.50 249.00/251.00 271.50/273.50 (Closing Dec 6) 1715 207.00/209.00 228.50/230.50 253.00/255.00 275.50/277.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 3.87% 3.91% 4.09% 4.35% 4.49% 4.47% 1100 3.85% 3.88% 4.05% 4.30% 4.45% 4.43% 1200 3.83% 3.86% 4.03% 4.29% 4.45% 4.44% 1300 3.79% 3.84% 4.02% 4.28% 4.44% 4.42% 1400 3.83% 3.86% 4.03% 4.29% 4.45% 4.44% 1500 3.79% 3.84% 4.04% 4.30% 4.45% 4.44% 1600 3.83% 3.86% 4.05% 4.30% 4.45% 4.44% 1715 3.79% 3.84% 4.04% 4.30% 4.45% 4.44% (Closing Dec 6) 1715 3.93% 3.90% 4.09% 4.34% 4.50% 4.48% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.44% 4.42% 4.40% 4.39% 4.37% 4.36% 1100 4.42% 4.39% 4.38% 4.36% 4.35% 4.33% 1200 4.42% 4.40% 4.39% 4.37% 4.35% 4.34% 1300 4.40% 4.38% 4.37% 4.36% 4.34% 4.33% 1400 4.42% 4.40% 4.38% 4.37% 4.35% 4.34% 1500 4.41% 4.39% 4.38% 4.37% 4.35% 4.34% 1600 4.41% 4.39% 4.38% 4.37% 4.35% 4.34% 1715 4.42% 4.39% 4.38% 4.37% 4.36% 4.34% (Closing Dec 6) 1715 4.46% 4.44% 4.42% 4.41% 4.39% 4.38% --------------------------------------------------------------- (CONVERSION RATE - $1 = 64.5700/64.5800 rupees) Note: Figures in brackets indicate negative values. Premiums have been given in paise and annualised premiums 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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