RPT-India fwd/annualised dlr premia-(close)-Jan 13

Last Updated: Mon, Jan 16, 2017 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 03.00/05.00 03.00/05.00 N/A 04.01% 04.01% N/A (Jan 12) 1000 03.50/06.50 00.50/01.50 03.00/05.00 03.75% 02.68% 04.02% --------------------------------------------------------------- TIME JAN FEB MAR APR --------------------------------------------------------------- 1000 12.50/13.50 36.75/38.75 63.00/65.00 93.50/95.50 1100 12.50/14.50 37.25/39.25 64.00/66.00 94.75/96.75 1200 13.00/14.00 37.00/39.00 63.50/65.50 94.00/96.00 1300 13.00/14.00 37.00/39.00 63.25/65.25 93.75/95.75 1400 13.00/14.00 37.00/39.00 63.50/65.50 93.50/95.50 1500 13.00/14.50 37.00/39.00 63.25/65.25 93.50/95.50 1600 13.00/14.00 37.00/39.00 63.50/65.50 93.50/95.50 1715 12.50/14.50 37.00/39.00 63.50/65.50 94.00/96.00 (Closing Jan 12) 1715 12.50/13.50 36.75/38.75 62.75/64.75 93.00/95.00 ---------------------------------------------------------------- TIME MAY JUN JUL AUG ---------------------------------------------------------------- 1000 120.00/122.00 144.00/146.00 168.00/170.00 192.00/194.00 1100 121.25/123.25 145.00/147.00 169.00/171.00 193.25/195.25 1200 121.00/123.00 144.50/146.50 168.50/170.50 192.50/194.50 1300 120.50/122.50 144.00/146.00 168.00/170.00 192.00/194.00 1400 120.00/122.00 143.50/145.50 167.50/169.50 191.50/193.50 1500 120.25/122.25 143.75/145.75 167.75/169.75 191.75/193.75 1600 120.50/122.50 144.25/146.25 168.50/170.50 192.50/194.50 1715 120.50/122.50 144.50/146.50 168.50/170.50 192.50/194.50 (Closing Jan 12) 1715 119.50/121.50 143.25/145.25 167.25/169.25 191.25/193.25 ---------------------------------------------------------------- TIME SEP OCT NOV DEC ---------------------------------------------------------------- 1000 214.50/216.50 239.00/241.00 262.50/264.50 285.50/287.50 1100 215.75/217.75 240.25/242.25 263.50/265.50 286.50/288.50 1200 215.00/217.00 239.50/241.50 263.00/265.00 286.00/288.00 1300 214.50/216.50 239.00/241.00 262.50/264.50 285.50/287.50 1400 213.50/215.50 238.00/240.00 261.50/263.50 284.50/286.50 1500 214.00/216.00 238.50/240.50 262.25/264.25 285.00/287.00 1600 215.00/217.00 239.50/241.50 263.00/265.00 286.00/288.00 1715 215.00/217.00 239.75/241.75 263.00/265.00 286.00/288.00 (Closing Jan 12) 1715 213.50/215.50 238.00/240.00 261.50/263.50 284.50/286.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.84% 4.73% 4.91% 4.89% 4.76% 4.68% 1100 4.92% 4.80% 4.97% 4.95% 4.80% 4.70% 1200 4.90% 4.76% 4.93% 4.93% 4.79% 4.69% 1300 4.90% 4.75% 4.92% 4.91% 4.77% 4.67% 1400 4.90% 4.76% 4.92% 4.89% 4.75% 4.66% 1500 4.91% 4.75% 4.91% 4.90% 4.76% 4.67% 1600 4.90% 4.77% 4.92% 4.91% 4.78% 4.69% 1715 4.90% 4.77% 4.94% 4.92% 4.78% 4.69% (Closing Jan 12) 1715 4.85% 4.73% 4.89% 4.88% 4.75% 4.66% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.60% 4.54% 4.49% 4.46% 4.44% 4.43% 1100 4.62% 4.56% 4.52% 4.48% 4.45% 4.44% 1200 4.61% 4.55% 4.50% 4.47% 4.44% 4.43% 1300 4.59% 4.54% 4.49% 4.46% 4.44% 4.43% 1400 4.58% 4.52% 4.47% 4.44% 4.42% 4.41% 1500 4.59% 4.53% 4.48% 4.45% 4.43% 4.42% 1600 4.61% 4.55% 4.51% 4.47% 4.45% 4.44% 1715 4.61% 4.55% 4.51% 4.47% 4.45% 4.44% (Closing Jan 12) 1715 4.59% 4.53% 4.48% 4.45% 4.43% 4.42% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.1500/68.1500 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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