RPT-India fwd/annualised dlr premia-(close)-Jan 12

Last Updated: Fri, Jan 13, 2017 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 03.50/06.50 00.50/01.50 03.00/05.00 03.75% 02.68% 04.02% (Jan 11) 1000 01.00/03.00 00.50/01.50 00.50/01.50 02.67% 02.67% 02.67% --------------------------------------------------------------- TIME JAN FEB MAR APR --------------------------------------------------------------- 1000 12.75/13.75 37.00/39.00 63.50/65.50 94.50/96.50 1100 12.75/13.75 37.00/39.00 63.50/65.50 94.50/96.50 1200 12.50/14.00 36.75/38.75 63.25/65.25 94.50/96.50 1300 12.50/14.00 37.00/39.00 63.50/65.50 94.75/96.75 1400 12.50/14.00 37.00/39.00 63.50/65.50 94.25/96.25 1500 12.50/14.50 37.00/39.00 63.75/65.75 94.75/96.75 1600 12.25/14.25 36.50/38.50 63.00/65.00 93.50/95.50 1715 12.50/13.50 36.75/38.75 62.75/64.75 93.00/95.00 (Closing Jan 11) 1715 16.50/17.50 40.75/42.75 67.25/69.25 98.50/100.50 ---------------------------------------------------------------- TIME MAY JUN JUL AUG ---------------------------------------------------------------- 1000 121.25/123.25 145.00/147.00 169.00/171.00 193.00/195.00 1100 121.25/123.25 145.00/147.00 169.00/171.00 193.00/195.00 1200 121.50/123.50 145.50/147.50 169.50/171.50 193.50/195.50 1300 121.50/123.50 145.50/147.50 169.50/171.50 193.50/195.50 1400 121.00/123.00 145.00/147.00 169.00/171.00 193.00/195.00 1500 121.50/123.50 145.25/147.25 169.00/171.00 193.00/195.00 1600 120.00/122.00 143.50/145.50 167.50/169.50 191.50/193.50 1715 119.50/121.50 143.25/145.25 167.25/169.25 191.25/193.25 (Closing Jan 11) 1715 125.25/127.25 149.00/151.00 173.00/175.00 197.00/199.00 ---------------------------------------------------------------- TIME SEP OCT NOV DEC ---------------------------------------------------------------- 1000 215.00/217.00 239.50/241.50 263.00/265.00 286.00/288.00 1100 215.00/217.00 239.50/241.50 263.00/265.00 286.00/288.00 1200 216.00/218.00 240.50/242.50 263.75/265.75 286.50/288.50 1300 216.00/218.00 240.50/242.50 263.75/265.75 286.50/288.50 1400 215.50/217.50 240.00/242.00 263.25/265.25 286.00/288.00 1500 215.50/217.50 240.00/242.00 263.25/265.25 286.00/288.00 1600 214.00/216.00 238.50/240.50 261.50/263.50 284.50/286.50 1715 213.50/215.50 238.00/240.00 261.50/263.50 284.50/286.50 (Closing Jan 11) 1715 219.00/221.00 243.50/245.50 267.00/269.00 290.00/292.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.89% 4.77% 4.96% 4.95% 4.81% 4.71% 1100 4.89% 4.77% 4.96% 4.95% 4.81% 4.71% 1200 4.86% 4.75% 4.96% 4.96% 4.82% 4.73% 1300 4.89% 4.78% 4.98% 4.97% 4.83% 4.73% 1400 4.89% 4.78% 4.96% 4.95% 4.81% 4.72% 1500 4.91% 4.79% 4.98% 4.97% 4.82% 4.72% 1600 4.84% 4.73% 4.91% 4.90% 4.76% 4.67% 1715 4.85% 4.73% 4.89% 4.88% 4.75% 4.66% (Closing Jan 11) 1715 4.91% 4.78% 4.91% 4.96% 4.83% 4.72% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.63% 4.56% 4.51% 4.47% 4.45% 4.44% 1100 4.63% 4.56% 4.51% 4.47% 4.45% 4.44% 1200 4.64% 4.58% 4.53% 4.49% 4.46% 4.45% 1300 4.65% 4.58% 4.54% 4.49% 4.47% 4.45% 1400 4.63% 4.57% 4.53% 4.49% 4.46% 4.45% 1500 4.63% 4.57% 4.53% 4.49% 4.46% 4.45% 1600 4.59% 4.54% 4.49% 4.45% 4.43% 4.42% 1715 4.59% 4.53% 4.48% 4.45% 4.43% 4.42% (Closing Jan 11) 1715 4.64% 4.57% 4.51% 4.48% 4.45% 4.44% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.0850/68.0950 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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