RPT-India fwd/annualised dlr premia-(close)-Jan 11

RPT-India fwd/annualised dlr premia-(close)-Jan 11

Last Updated: Thu, Jan 12, 2017 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.00/03.00 00.50/01.50 00.50/01.50 02.67% 02.67% 02.67% (Jan 10) 1000 01.00/03.00 00.50/01.50 00.50/01.50 02.68% 02.68% 02.68% --------------------------------------------------------------- TIME JAN FEB MAR APR --------------------------------------------------------------- 1000 16.00/17.00 40.25/42.25 66.50/68.50 98.00/100.00 1100 16.00/17.00 40.25/42.25 66.50/68.50 97.50/99.50 1200 16.00/17.00 40.25/42.25 66.75/68.75 97.75/99.75 1300 16.00/17.00 40.00/42.00 66.50/68.50 97.75/99.75 1400 16.00/17.00 40.50/42.50 67.00/69.00 98.25/100.25 1500 16.00/17.00 40.50/42.50 67.00/69.00 98.50/100.50 1600 16.50/17.50 40.75/42.75 67.25/69.25 98.50/100.50 1715 16.50/17.50 40.75/42.75 67.25/69.25 98.50/100.50 (Closing Jan 10) 1715 16.50/18.00 41.00/43.00 67.50/69.50 99.00/101.00 ---------------------------------------------------------------- TIME MAY JUN JUL AUG ---------------------------------------------------------------- 1000 124.50/126.50 148.25/150.25 172.25/174.25 196.00/198.00 1100 124.00/126.00 147.50/149.50 171.50/173.50 195.00/197.00 1200 124.50/126.50 148.00/150.00 172.00/174.00 195.50/197.50 1300 124.50/126.50 148.00/150.00 172.00/174.00 195.50/197.50 1400 125.00/127.00 148.50/150.50 172.50/174.50 196.00/198.00 1500 125.00/127.00 148.50/150.50 172.50/174.50 196.50/198.50 1600 125.25/127.20 149.00/151.00 173.00/175.00 197.00/199.00 1715 125.25/127.25 149.00/151.00 173.00/175.00 197.00/199.00 (Closing Jan 10) 1715 125.50/127.50 149.00/151.00 173.00/175.00 196.50/198.50 ---------------------------------------------------------------- TIME SEP OCT NOV DEC ---------------------------------------------------------------- 1000 218.00/220.00 242.50/244.50 265.50/267.50 288.50/290.50 1100 217.00/219.00 241.50/243.50 264.75/266.75 287.50/289.50 1200 217.50/219.50 242.00/244.00 265.25/267.25 288.00/290.00 1300 217.50/219.50 242.00/244.00 265.25/267.25 288.00/290.00 1400 218.00/220.00 242.50/244.50 265.75/267.75 288.50/290.50 1500 218.50/220.50 243.00/245.00 266.25/268.25 289.00/291.00 1600 219.00/221.00 243.50/245.50 267.00/269.00 290.00/292.00 1715 219.00/221.00 243.50/245.50 267.00/269.00 290.00/292.00 (Closing Jan 10) 1715 218.50/220.50 243.00/245.00 266.50/268.50 289.50/291.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.83% 4.73% 4.88% 4.94% 4.81% 4.71% 1100 4.83% 4.74% 4.87% 4.92% 4.79% 4.69% 1200 4.83% 4.75% 4.88% 4.94% 4.81% 4.70% 1300 4.81% 4.72% 4.87% 4.93% 4.81% 4.70% 1400 4.85% 4.76% 4.90% 4.95% 4.82% 4.71% 1500 4.84% 4.76% 4.90% 4.95% 4.82% 4.71% 1600 4.91% 4.78% 4.91% 4.96% 4.83% 4.72% 1715 4.91% 4.78% 4.91% 4.96% 4.83% 4.72% (Closing Jan 10) 1715 4.81% 4.74% 4.88% 4.96% 4.82% 4.71% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.62% 4.55% 4.50% 4.46% 4.43% 4.42% 1100 4.60% 4.53% 4.48% 4.45% 4.42% 4.41% 1200 4.61% 4.54% 4.49% 4.45% 4.43% 4.42% 1300 4.61% 4.54% 4.49% 4.45% 4.43% 4.41% 1400 4.62% 4.55% 4.50% 4.46% 4.43% 4.42% 1500 4.62% 4.56% 4.50% 4.46% 4.44% 4.42% 1600 4.64% 4.57% 4.51% 4.48% 4.45% 4.44% 1715 4.64% 4.57% 4.51% 4.48% 4.45% 4.44% (Closing Jan 10) 1715 4.62% 4.55% 4.50% 4.46% 4.44% 4.43% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.3200/68.3300 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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