RPT-India fwd/annualised dlr premia-(close)-Jul 17

Last Updated: Tue, Jul 18, 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 02.84% 02.84% 02.84% (Jul 14) 1000 02.00/05.00 01.50/03.50 00.50/01.50 02.83% 02.83% 02.83% --------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 09.25/10.75 35.00/37.00 59.50/61.50 86.50/88.50 1100 09.25/10.75 35.00/37.00 59.75/61.75 86.75/88.75 1200 09.25/10.75 35.00/37.00 59.75/61.75 86.75/88.75 1300 09.25/10.75 35.00/37.00 59.75/61.75 86.75/88.75 1400 09.25/10.75 35.00/37.00 59.75/61.75 86.50/88.50 1500 09.00/10.50 34.75/36.75 59.25/61.25 86.00/88.00 1600 09.25/10.75 34.75/36.75 59.25/61.25 86.00/88.00 1715 09.25/10.75 34.50/36.50 59.00/61.00 85.75/87.75 (Closing Jul 14) 1715 10.25/11.75 36.00/38.00 60.50/62.50 87.25/89.25 ---------------------------------------------------------------- TIME NOV DEC JAN FEB ---------------------------------------------------------------- 1000 111.50/113.50 135.50/137.50 162.75/164.75 185.75/187.75 1100 112.00/114.00 136.00/138.00 163.25/165.25 186.25/188.25 1200 111.75/113.70 136.00/138.00 163.25/165.20 186.25/188.20 1300 111.75/113.70 136.00/138.00 163.25/165.20 186.25/188.20 1400 111.25/113.20 135.25/137.20 162.00/164.00 185.00/187.00 1500 111.00/113.00 135.00/137.00 162.25/164.25 185.00/187.00 1600 110.75/112.75 134.75/136.75 161.75/163.75 184.75/186.75 1715 110.50/112.50 134.50/136.50 161.50/163.50 184.50/186.50 (Closing Jul 14) 1715 112.00/114.00 136.00/138.00 163.00/165.00 186.00/188.00 ---------------------------------------------------------------- TIME MAR APR MAY JUN ---------------------------------------------------------------- 1000 208.75/210.75 234.75/236.75 261.50/263.50 284.00/286.00 1100 209.25/211.25 235.50/237.50 262.00/264.00 284.50/286.50 1200 209.50/211.50 235.50/237.50 262.50/264.50 285.00/287.00 1300 209.50/211.50 235.50/237.50 262.50/264.50 285.00/287.00 1400 208.00/210.00 233.75/235.70 260.50/262.50 283.00/285.00 1500 208.00/210.00 234.00/236.00 260.50/262.50 283.00/285.00 1600 207.75/209.75 233.50/235.50 260.25/262.25 282.50/284.50 1715 207.50/209.50 233.25/235.25 259.75/261.75 282.00/284.00 (Closing Jul 14) 1715 209.00/211.00 235.00/237.00 261.75/263.75 284.00/286.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.75% 4.76% 4.77% 4.76% 4.75% 4.74% 1100 4.75% 4.78% 4.79% 4.78% 4.77% 4.76% 1200 4.74% 4.78% 4.78% 4.77% 4.77% 4.76% 1300 4.74% 4.78% 4.78% 4.77% 4.77% 4.76% 1400 4.74% 4.78% 4.77% 4.75% 4.74% 4.72% 1500 4.70% 4.74% 4.74% 4.74% 4.73% 4.73% 1600 4.72% 4.74% 4.75% 4.73% 4.73% 4.71% 1715 4.69% 4.72% 4.73% 4.72% 4.72% 4.71% (Closing Jul 14) 1715 4.77% 4.77% 4.76% 4.75% 4.73% 4.72% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.73% 4.72% 4.74% 4.72% 4.69% 4.66% 1100 4.74% 4.73% 4.75% 4.73% 4.70% 4.67% 1200 4.74% 4.74% 4.75% 4.74% 4.71% 4.68% 1300 4.74% 4.74% 4.75% 4.74% 4.71% 4.68% 1400 4.71% 4.70% 4.72% 4.70% 4.68% 4.65% 1500 4.71% 4.70% 4.72% 4.70% 4.68% 4.65% 1600 4.70% 4.70% 4.71% 4.70% 4.67% 4.64% 1715 4.70% 4.69% 4.71% 4.69% 4.66% 4.63% (Closing Jul 14) 1715 4.71% 4.70% 4.72% 4.70% 4.68% 4.65% --------------------------------------------------------------- (CONVERSION RATE - $1 = 64.3450/64.3550 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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