RPT-India fwd/annualised dlr premia-(close)-Dec 29

Last Updated: Mon, Jan 01, 2018 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.00/03.00 01.00/03.00 N/A 01.43% 01.43% N/A (Dec 28) 1000 00.00/02.25 00.50/01.25 -00.50/01.00 00.00% 02.84% -00.71% -------------------------------------------------------------- TIME JAN FEB MAR APR --------------------------------------------------------------- 1000 20.50/22.50 42.25/44.25 64.50/66.50 94.00/96.00 1100 20.50/22.50 42.25/44.25 64.75/66.75 94.00/96.00 1200 20.50/22.50 42.00/44.00 64.00/66.00 93.50/95.50 1300 20.50/22.50 42.25/44.25 64.75/66.75 94.00/96.00 1400 20.50/22.50 42.25/44.25 64.75/66.75 94.00/96.00 1500 20.25/22.25 42.00/44.00 64.50/66.50 93.50/95.50 1600 20.25/22.25 42.00/44.00 64.50/66.50 93.50/95.50 1715 20.25/22.25 42.00/44.00 64.25/66.25 93.25/95.25 (Closing Dec 28) 1715 20.50/22.00 41.75/43.75 64.00/66.00 93.50/95.50 ---------------------------------------------------------------- TIME MAY JUN JUL AUG ---------------------------------------------------------------- 1000 119.25/121.25 140.75/142.75 164.25/166.25 187.00/189.00 1100 119.25/121.25 140.50/142.50 164.00/166.00 186.50/188.50 1200 118.75/120.75 140.00/142.00 163.50/165.50 186.25/188.25 1300 119.00/121.00 140.50/142.50 164.00/166.00 186.50/188.50 1400 119.00/121.00 140.50/142.50 164.00/166.00 186.50/188.50 1500 118.75/120.75 140.00/142.00 163.50/165.50 186.00/188.00 1600 118.75/120.75 140.00/142.00 163.50/165.50 186.00/188.00 1715 118.50/120.50 139.75/141.75 163.00/165.00 185.50/187.50 (Closing Dec 28) 1715 118.75/120.75 140.00/142.00 163.50/165.50 186.00/188.00 ---------------------------------------------------------------- TIME SEP OCT NOV DEC ---------------------------------------------------------------- 1000 207.75/209.75 232.25/234.25 254.50/256.50 277.50/279.50 1100 207.50/209.50 232.00/234.00 254.50/256.50 277.50/279.50 1200 207.00/209.00 231.50/233.50 253.75/255.75 277.00/279.00 1300 207.50/209.50 232.00/234.00 254.50/256.50 277.50/279.50 1400 207.50/209.50 232.00/234.00 254.50/256.50 277.50/279.50 1500 207.00/209.00 231.50/233.50 254.00/256.00 277.00/279.00 1600 207.00/209.00 231.50/233.50 254.00/256.00 277.00/279.00 1715 206.50/208.50 231.00/233.00 253.50/255.50 276.50/278.50 (Closing Dec 28) 1715 207.00/209.00 231.50/233.50 254.00/256.00 277.00/279.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.24% 4.34% 4.47% 4.69% 4.59% 4.54% 1100 4.24% 4.35% 4.49% 4.69% 4.59% 4.53% 1200 4.24% 4.32% 4.45% 4.67% 4.58% 4.52% 1300 4.25% 4.36% 4.50% 4.70% 4.59% 4.54% 1400 4.25% 4.35% 4.49% 4.70% 4.59% 4.53% 1500 4.21% 4.34% 4.48% 4.68% 4.59% 4.52% 1600 4.21% 4.34% 4.48% 4.68% 4.58% 4.52% 1715 4.20% 4.33% 4.46% 4.66% 4.57% 4.51% (Closing Dec 28) 1715 4.19% 4.29% 4.44% 4.66% 4.57% 4.51% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.48% 4.45% 4.42% 4.40% 4.39% 4.37% 1100 4.48% 4.44% 4.42% 4.40% 4.39% 4.38% 1200 4.47% 4.43% 4.41% 4.39% 4.38% 4.37% 1300 4.49% 4.44% 4.43% 4.41% 4.40% 4.38% 1400 4.48% 4.44% 4.42% 4.41% 4.39% 4.38% 1500 4.48% 4.43% 4.42% 4.40% 4.39% 4.38% 1600 4.48% 4.43% 4.42% 4.40% 4.39% 4.38% 1715 4.46% 4.42% 4.40% 4.39% 4.38% 4.37% (Closing Dec 28) 1715 4.46% 4.42% 4.40% 4.38% 4.37% 4.36% --------------------------------------------------------------- (CONVERSION RATE - $1 = 63.8700/63.8800 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



More from Sify: