India fwd/annualised dlr premia-Jan 2

Last Updated: Tue, Jan 02, 2018 11:20 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.00/02.50 00.50/1.25 00.50/1.25 02.86% 02.86% 02.86% (Jan 1) 1000 N/A N/A 00.50/1.25 N/A N/A 02.86% -------------------------------------------------------------- TIME JAN FEB MAR APR --------------------------------------------------------------- 1000 18.75/20.75 40.00/42.00 62.00/64.00 90.50/92.50 1100 18.75/20.75 40.50/42.50 62.50/64.50 91.25/93.25 (Closing Jan 1) 1715 19.50/21.50 41.00/43.00 63.25/65.25 91.75/93.75 ---------------------------------------------------------------- TIME MAY JUN JUL AUG ---------------------------------------------------------------- 1000 115.75/117.75 137.00/139.00 160.25/162.25 183.00/185.00 1100 116.75/118.75 138.25/140.25 161.75/163.75 184.50/186.50 (Closing Jan 1) 1715 117.00/119.00 138.25/140.25 161.50/163.50 184.00/186.00 ---------------------------------------------------------------- TIME SEP OCT NOV DEC ---------------------------------------------------------------- 1000 203.50/205.50 227.75/229.75 249.75/251.75 272.50/274.50 1100 205.25/207.25 229.75/231.75 252.00/254.00 275.00/277.00 (Closing Jan 1) 1715 204.75/206.75 229.25/231.25 251.50/253.50 274.50/276.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.21% 4.29% 4.43% 4.61% 4.54% 4.48% 1100 4.23% 4.34% 4.47% 4.65% 4.58% 4.52% (Closing Jan 1) 1715 4.23% 4.32% 4.45% 4.64% 4.56% 4.50% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.43% 4.41% 4.38% 4.36% 4.35% 4.34% 1100 4.47% 4.44% 4.42% 4.40% 4.39% 4.38% (Closing Jan 1) 1715 4.45% 4.42% 4.40% 4.38% 4.37% 4.36% --------------------------------------------------------------- (CONVERSION RATE - $1 = 63.7100/63.7200 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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