RPT-India fwd/annualised dlr premia-(close)-Dec 6

Last Updated: Thu, Dec 07, 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 02.83% 02.83% 02.83% (Dec 5) 1000 01.00/02.50 00.50/01.25 00.50/01.25 02.84% 02.84% 02.84% --------------------------------------------------------------- TIME DEC JAN FEB MAR --------------------------------------------------------------- 1000 14.50/16.50 36.25/38.25 58.50/60.50 81.50/83.50 1100 14.50/16.50 36.25/38.25 58.25/60.25 81.25/83.25 1200 14.50/16.50 36.25/38.25 58.00/60.00 81.00/83.00 1300 14.25/16.25 36.00/38.00 58.00/60.00 81.00/83.00 1400 14.50/16.50 36.25/38.25 58.00/60.00 81.00/83.00 1500 14.00/16.00 35.50/37.50 57.50/59.50 80.50/82.50 1600 14.00/16.00 35.50/37.50 57.50/59.50 80.50/82.50 1715 14.00/16.00 35.50/37.50 57.50/59.50 80.50/82.50 (Closing Dec 5) 1715 15.50/17.00 37.00/39.00 59.00/61.00 82.00/84.00 ---------------------------------------------------------------- TIME APR MAY JUN JUL ---------------------------------------------------------------- 1000 111.50/113.50 138.75/140.75 161.25/163.25 185.50/187.50 1100 111.50/113.50 138.50/140.50 161.00/163.00 185.50/187.50 1200 111.25/113.25 138.25/140.25 161.00/163.00 185.50/187.50 1300 111.25/113.25 138.25/140.25 160.75/162.75 185.00/187.00 1400 111.25/113.25 138.25/140.25 161.00/163.00 185.50/187.50 1500 110.50/112.50 137.50/139.50 159.75/161.75 183.75/185.75 1600 110.50/112.50 137.25/139.25 159.75/161.75 183.75/185.75 1715 110.50/112.50 137.00/139.00 159.25/161.25 183.50/185.50 (Closing Dec 5) 1715 112.00/114.00 139.25/141.25 161.75/163.75 186.00/188.00 ---------------------------------------------------------------- TIME AUG SEP OCT NOV ---------------------------------------------------------------- 1000 209.00/211.00 230.50/232.50 255.00/257.00 277.50/279.50 1100 209.00/211.00 230.50/232.50 255.00/257.00 277.50/279.50 1200 209.00/211.00 230.50/232.50 255.00/257.00 277.50/279.50 1300 208.50/210.50 230.00/232.00 254.75/256.75 277.50/279.50 1400 209.00/211.00 230.50/232.50 255.00/257.00 277.50/279.50 1500 207.00/209.00 228.50/230.50 253.00/255.00 275.50/277.50 1600 207.00/209.00 228.50/230.50 253.00/255.00 275.50/277.50 1715 207.00/209.00 228.50/230.50 253.00/255.00 275.50/277.50 (Closing Dec 5) 1715 209.50/211.50 231.00/233.00 255.50/257.50 278.00/280.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.04% 3.98% 4.16% 4.39% 4.55% 4.54% 1100 4.03% 3.98% 4.14% 4.38% 4.55% 4.53% 1200 4.04% 3.97% 4.13% 4.37% 4.54% 4.53% 1300 3.99% 3.95% 4.13% 4.37% 4.54% 4.53% 1400 4.03% 3.97% 4.12% 4.37% 4.54% 4.53% 1500 3.93% 3.90% 4.09% 4.34% 4.51% 4.50% 1600 3.93% 3.91% 4.09% 4.34% 4.50% 4.49% 1715 3.93% 3.90% 4.09% 4.34% 4.50% 4.48% (Closing Dec 5) 1715 4.05% 3.98% 4.14% 4.38% 4.54% 4.54% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.52% 4.49% 4.47% 4.45% 4.43% 4.41% 1100 4.51% 4.49% 4.47% 4.45% 4.43% 4.41% 1200 4.51% 4.49% 4.47% 4.45% 4.43% 4.41% 1300 4.50% 4.48% 4.46% 4.44% 4.43% 4.41% 1400 4.51% 4.49% 4.46% 4.45% 4.43% 4.41% 1500 4.47% 4.44% 4.42% 4.41% 4.39% 4.38% 1600 4.47% 4.44% 4.42% 4.41% 4.39% 4.38% 1715 4.46% 4.44% 4.42% 4.41% 4.39% 4.38% (Closing Dec 5) 1715 4.51% 4.49% 4.47% 4.45% 4.43% 4.41% --------------------------------------------------------------- (CONVERSION RATE - $1 = 64.5200/64.5300 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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