RPT-India fwd/annualised dlr premia-(close)-Nov 15

Last Updated: Thu, Nov 16, 2017 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.00/02.50 00.50/01.25 00.50/01.25 02.79% 02.79% 02.79% (Nov 14) 1000 01.00/02.50 00.50/01.25 00.50/01.25 02.79% 02.79% 02.79% --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 10.25/11.25 32.75/34.75 57.00/59.00 78.75/80.75 1100 10.00/11.00 32.50/34.50 56.75/58.75 78.75/80.75 1200 10.00/11.00 32.50/34.50 56.75/58.75 78.75/80.75 1300 10.00/11.00 32.50/34.50 56.75/58.75 78.75/80.75 1400 10.00/11.00 32.50/34.50 56.75/58.75 78.75/80.75 1500 10.00/11.00 32.50/34.50 56.50/58.50 78.50/80.50 1600 10.00/11.00 32.50/34.50 56.50/58.50 78.50/80.50 1715 10.00/11.00 32.50/34.50 56.50/58.50 78.50/80.50 (Closing Nov 14) 1715 11.00/12.00 33.50/35.50 58.00/60.00 80.50/82.50 ---------------------------------------------------------------- TIME MAR APR MAY JUN ---------------------------------------------------------------- 1000 101.00/103.00 128.75/130.75 155.25/157.25 177.50/179.50 1100 101.75/103.75 129.50/131.50 156.25/158.25 178.25/180.25 1200 101.75/103.75 129.50/131.50 156.00/158.00 178.00/180.00 1300 101.75/103.75 129.50/131.50 156.00/158.00 178.00/180.00 1400 101.75/103.75 129.50/131.50 156.00/158.00 178.00/180.00 1500 101.25/103.25 129.00/131.00 155.50/157.50 177.50/179.50 1600 101.50/103.50 129.25/131.25 156.00/158.00 178.00/180.00 1715 101.50/103.50 129.25/131.25 156.00/158.00 178.00/180.00 (Closing Nov 14) 1715 103.50/105.50 131.25/133.25 157.75/159.75 179.75/181.75 ---------------------------------------------------------------- TIME JUL AUG SEP OCT ---------------------------------------------------------------- 1000 202.50/204.50 224.25/226.25 245.50/247.50 268.00/270.00 1100 202.25/204.25 225.00/227.00 245.50/247.50 269.00/271.00 1200 202.00/204.00 225.00/227.00 245.50/247.50 269.00/271.00 1300 202.00/204.00 225.00/227.00 245.50/247.50 269.00/271.00 1400 202.00/204.00 225.00/227.00 245.50/247.50 269.00/271.00 1500 201.25/203.25 224.00/226.00 244.50/246.50 268.00/270.00 1600 202.00/204.00 225.00/227.00 245.50/247.50 269.00/271.00 1715 202.00/204.00 225.00/227.00 245.50/247.50 269.00/271.00 (Closing Nov 14) 1715 203.75/205.75 226.75/228.75 247.25/249.25 271.00/273.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.51% 4.37% 4.32% 4.34% 4.46% 4.48% 1100 4.46% 4.34% 4.32% 4.36% 4.48% 4.51% 1200 4.46% 4.35% 4.32% 4.37% 4.48% 4.51% 1300 4.46% 4.35% 4.32% 4.37% 4.49% 4.51% 1400 4.46% 4.35% 4.32% 4.37% 4.49% 4.51% 1500 4.48% 4.34% 4.32% 4.36% 4.48% 4.50% 1600 4.47% 4.34% 4.31% 4.36% 4.48% 4.51% 1715 4.47% 4.34% 4.31% 4.36% 4.48% 4.51% (Closing Nov 14) 1715 4.49% 4.38% 4.36% 4.40% 4.51% 4.53% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.46% 4.44% 4.40% 4.37% 4.34% 4.30% 1100 4.48% 4.45% 4.41% 4.38% 4.35% 4.31% 1200 4.47% 4.44% 4.41% 4.38% 4.35% 4.31% 1300 4.48% 4.44% 4.41% 4.38% 4.35% 4.31% 1400 4.48% 4.44% 4.41% 4.38% 4.35% 4.31% 1500 4.47% 4.44% 4.40% 4.37% 4.34% 4.31% 1600 4.48% 4.45% 4.42% 4.39% 4.36% 4.32% 1715 4.48% 4.45% 4.42% 4.39% 4.36% 4.32% (Closing Nov 14) 1715 4.49% 4.46% 4.43% 4.39% 4.36% 4.33% --------------------------------------------------------------- (CONVERSION RATE - $1 = 65.2100/65.2200 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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