RPT-India fwd/annualised dlr premia-(close)-Jan 10

Source : REUTERS
Last Updated: Wed, Jan 11, 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 02.68% 02.68% 02.68% (Jan 9) 1000 01.00/02.50 00.50/01.25 00.50/01.25 02.68% 02.68% 02.68% --------------------------------------------------------------- TIME JAN FEB MAR APR --------------------------------------------------------------- 1000 16.00/18.00 40.50/42.50 67.50/69.50 100.00/102.00 1100 16.50/18.00 41.00/43.00 68.00/70.00 100.50/102.50 1200 16.75/17.75 41.25/43.25 67.75/69.75 100.00/102.00 1300 16.50/18.50 41.00/43.00 68.00/70.00 100.00/102.00 1400 16.50/18.00 41.25/43.25 68.00/70.00 100.00/102.00 1500 16.50/18.00 41.25/43.25 68.00/70.00 100.00/102.00 1600 16.50/18.50 41.25/43.25 68.00/70.00 99.00/101.00 1715 16.50/18.00 41.00/43.00 67.50/69.50 99.00/101.00 (Closing Jan 9) 1715 17.25/18.25 41.50/43.50 67.75/69.75 100.00/102.00 ---------------------------------------------------------------- TIME MAY JUN JUL AUG ---------------------------------------------------------------- 1000 127.00/129.00 151.00/153.00 175.00/177.00 199.00/201.00 1100 127.50/129.50 151.50/153.50 175.50/177.50 199.50/201.50 1200 126.75/128.70 150.50/152.50 174.50/176.50 198.00/200.00 1300 126.50/128.50 150.50/152.50 174.50/176.50 198.50/200.50 1400 126.75/128.75 150.50/152.50 174.50/176.50 198.00/200.00 1500 126.50/128.50 150.50/152.50 174.50/176.50 198.25/200.20 1600 126.00/128.00 149.75/151.75 173.50/175.50 197.50/199.50 1715 125.50/127.50 149.00/151.00 173.00/175.00 196.50/198.50 (Closing Jan 9) 1715 126.50/128.50 150.50/152.50 174.50/176.50 198.00/200.00 ---------------------------------------------------------------- TIME SEP OCT NOV DEC ---------------------------------------------------------------- 1000 221.50/223.50 246.00/248.00 269.00/271.00 292.00/294.00 1100 221.50/223.50 246.00/248.00 269.50/271.50 292.50/294.50 1200 220.00/222.00 244.50/246.50 268.00/270.00 291.00/293.00 1300 220.50/222.50 244.50/246.50 267.50/269.50 290.00/292.00 1400 220.00/222.00 244.50/246.50 268.00/270.00 291.00/293.00 1500 220.50/222.50 245.00/247.00 268.50/270.50 291.50/293.50 1600 219.75/221.75 244.00/246.00 266.75/268.75 289.50/291.50 1715 218.50/220.50 243.00/245.00 266.50/268.50 289.50/291.50 (Closing Jan 9) 1715 220.50/222.50 245.00/247.00 268.00/270.00 291.00/293.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.76% 4.72% 4.91% 5.03% 4.89% 4.78% 1100 4.82% 4.77% 4.94% 5.05% 4.91% 4.80% 1200 4.84% 4.77% 4.92% 5.02% 4.87% 4.76% 1300 4.84% 4.76% 4.93% 5.01% 4.87% 4.76% 1400 4.83% 4.77% 4.92% 5.02% 4.87% 4.76% 1500 4.83% 4.77% 4.92% 5.01% 4.86% 4.76% 1600 4.85% 4.77% 4.90% 4.97% 4.84% 4.73% 1715 4.81% 4.74% 4.88% 4.96% 4.82% 4.71% (Closing Jan 9) 1715 4.74% 4.69% 4.84% 4.97% 4.83% 4.73% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.68% 4.62% 4.57% 4.52% 4.49% 4.48% 1100 4.70% 4.63% 4.57% 4.52% 4.50% 4.48% 1200 4.66% 4.59% 4.54% 4.50% 4.47% 4.46% 1300 4.67% 4.60% 4.54% 4.49% 4.46% 4.44% 1400 4.66% 4.59% 4.53% 4.49% 4.47% 4.45% 1500 4.66% 4.59% 4.54% 4.50% 4.47% 4.46% 1600 4.64% 4.58% 4.52% 4.47% 4.44% 4.43% 1715 4.62% 4.55% 4.50% 4.46% 4.44% 4.43% (Closing Jan 9) 1715 4.64% 4.57% 4.52% 4.48% 4.45% 4.44% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.1800/68.1900 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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