RPT-India fwd/annualised dlr premia-(close)-Jan 1

Last Updated: Tue, Jan 02, 2018 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 N/A N/A 00.50/1.25 N/A N/A 02.86% (Dec 29) 1000 01.00/03.00 01.00/03.00 N/A 01.43% 01.43% N/A -------------------------------------------------------------- TIME JAN FEB MAR APR --------------------------------------------------------------- 1000 19.25/21.25 41.00/43.00 63.25/65.25 92.25/94.25 1100 19.25/21.25 41.00/43.00 63.25/65.25 92.25/94.25 1200 19.25/21.25 40.75/42.75 63.00/65.00 91.50/93.50 1300 19.25/21.25 41.00/43.00 63.25/65.25 92.00/94.00 1400 19.25/21.25 40.75/42.75 63.00/65.00 91.75/93.75 1500 19.50/21.50 41.00/43.00 63.00/65.00 92.00/94.00 1600 19.25/21.25 40.75/42.75 63.00/65.00 91.50/93.50 1715 19.50/21.50 41.00/43.00 63.25/65.25 91.75/93.75 (Closing Dec 29) 1715 20.25/22.25 42.00/44.00 64.25/66.25 93.25/95.25 ---------------------------------------------------------------- TIME MAY JUN JUL AUG ---------------------------------------------------------------- 1000 117.50/119.50 138.75/140.75 162.00/164.00 184.50/186.50 1100 117.50/119.50 138.75/140.75 162.00/164.00 184.50/186.50 1200 116.75/118.75 138.00/140.00 161.25/163.25 183.75/185.75 1300 117.25/119.25 138.50/140.50 161.75/163.75 184.25/186.25 1400 117.00/119.00 138.25/140.25 161.50/163.50 184.00/186.00 1500 117.00/119.00 138.00/140.00 161.50/163.50 184.25/186.25 1600 116.75/118.75 138.00/140.00 161.50/163.50 184.00/186.00 1715 117.00/119.00 138.25/140.25 161.50/163.50 184.00/186.00 (Closing Dec 29) 1715 118.50/120.50 139.75/141.75 163.00/165.00 185.50/187.50 ---------------------------------------------------------------- TIME SEP OCT NOV DEC ---------------------------------------------------------------- 1000 205.50/207.50 230.00/232.00 252.50/254.50 275.50/277.50 1100 205.50/207.50 230.00/232.00 252.25/254.25 275.00/277.00 1200 204.75/206.75 229.25/231.25 251.50/253.50 274.50/276.50 1300 205.00/207.00 229.50/231.50 251.75/253.75 274.50/276.50 1400 204.75/206.75 229.25/231.25 251.50/253.50 274.50/276.50 1500 205.00/207.00 229.50/231.50 251.50/253.50 274.50/276.50 1600 204.75/206.75 229.25/231.25 251.50/253.50 274.50/276.50 1715 204.75/206.75 229.25/231.25 251.50/253.50 274.50/276.50 (Closing Dec 29) 1715 206.50/208.50 231.00/233.00 253.50/255.50 276.50/278.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.18% 4.31% 4.45% 4.66% 4.57% 4.51% 1100 4.19% 4.31% 4.46% 4.66% 4.57% 4.51% 1200 4.19% 4.30% 4.44% 4.63% 4.55% 4.50% 1300 4.19% 4.32% 4.46% 4.66% 4.57% 4.51% 1400 4.19% 4.30% 4.44% 4.64% 4.56% 4.50% 1500 4.23% 4.32% 4.45% 4.65% 4.56% 4.50% 1600 4.18% 4.30% 4.44% 4.63% 4.55% 4.49% 1715 4.23% 4.32% 4.45% 4.64% 4.56% 4.50% (Closing Dec 29) 1715 4.20% 4.33% 4.46% 4.66% 4.57% 4.51% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.46% 4.42% 4.41% 4.39% 4.38% 4.36% 1100 4.46% 4.42% 4.40% 4.39% 4.38% 4.37% 1200 4.45% 4.41% 4.40% 4.38% 4.37% 4.36% 1300 4.46% 4.42% 4.40% 4.39% 4.38% 4.36% 1400 4.45% 4.42% 4.40% 4.38% 4.37% 4.36% 1500 4.45% 4.42% 4.40% 4.39% 4.37% 4.36% 1600 4.45% 4.42% 4.40% 4.38% 4.37% 4.36% 1715 4.45% 4.42% 4.40% 4.38% 4.37% 4.36% (Closing Dec 29) 1715 4.46% 4.42% 4.40% 4.39% 4.38% 4.37% --------------------------------------------------------------- (CONVERSION RATE - $1 = 63.6750/63.6850 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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