RPT-India fwd/annualised dlr premia-(close)-Jun 16

Last Updated: Mon, Jun 19, 2017 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 02.00/05.00 01.50/03.50 00.50/01.50 02.82% 02.82% 02.82% (Jun 15) 1000 02.00/05.00 00.50/01.50 01.50/03.50 02.84% 02.84% 02.84% --------------------------------------------------------------- TIME JUN JUL AUG SEP --------------------------------------------------------------- 1000 08.00/09.50 34.00/36.00 60.00/62.00 84.50/86.50 1100 08.25/09.75 34.25/36.25 60.50/62.50 84.50/86.50 1200 08.25/09.75 34.50/36.50 60.50/62.50 84.50/86.50 1300 08.25/09.75 34.25/36.25 60.25/62.25 84.50/86.50 1400 08.25/09.75 34.50/36.50 60.50/62.50 84.50/86.50 1500 08.00/09.50 34.00/36.00 60.00/62.00 84.00/86.00 1600 08.25/09.75 34.25/36.25 60.25/62.25 84.25/86.25 1715 07.75/09.25 34.25/36.25 60.25/62.25 84.25/86.25 (Closing Jun 15) 1715 08.75/10.25 34.75/36.75 60.75/62.75 84.75/86.75 ---------------------------------------------------------------- TIME OCT NOV DEC JAN ---------------------------------------------------------------- 1000 111.00/113.00 135.50/137.50 159.00/161.00 185.50/187.50 1100 110.75/112.75 134.75/136.75 158.00/160.00 184.00/186.00 1200 110.75/112.75 134.75/136.75 158.00/160.00 184.00/186.00 1300 110.75/112.75 135.00/137.00 158.50/160.50 184.75/186.75 1400 110.75/112.75 134.75/136.75 158.00/160.00 184.00/186.00 1500 110.00/112.00 134.00/136.00 157.25/159.25 183.00/185.00 1600 110.25/112.20 134.25/136.20 157.50/159.50 183.50/185.50 1715 110.25/112.25 134.50/136.50 157.75/159.75 183.75/185.75 (Closing Jun 15) 1715 110.75/112.75 134.75/136.75 158.00/160.00 184.00/186.00 ---------------------------------------------------------------- TIME FEB MAR APR MAY ---------------------------------------------------------------- 1000 207.75/209.75 230.00/232.00 255.25/257.25 281.50/283.50 1100 206.50/208.50 229.00/231.00 254.25/256.25 280.50/282.50 1200 206.50/208.50 229.00/231.00 254.25/256.25 280.50/282.50 1300 207.00/209.00 229.25/231.25 254.50/256.50 280.50/282.50 1400 206.50/208.50 229.00/231.00 254.25/256.25 280.50/282.50 1500 205.50/207.50 228.00/230.00 253.25/255.25 279.50/281.50 1600 206.00/208.00 228.50/230.50 253.75/255.70 280.00/282.00 1715 206.25/208.25 228.75/230.75 254.00/256.00 280.00/282.00 (Closing Jun 15) 1715 206.25/208.25 228.25/230.25 253.50/255.50 279.50/281.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.83% 4.79% 4.78% 4.76% 4.73% 4.71% 1100 4.88% 4.82% 4.79% 4.75% 4.71% 4.68% 1200 4.92% 4.84% 4.80% 4.76% 4.72% 4.69% 1300 4.89% 4.82% 4.79% 4.76% 4.73% 4.70% 1400 4.92% 4.85% 4.80% 4.76% 4.73% 4.69% 1500 4.85% 4.81% 4.78% 4.74% 4.70% 4.68% 1600 4.90% 4.83% 4.79% 4.75% 4.71% 4.68% 1715 4.86% 4.83% 4.79% 4.75% 4.72% 4.69% (Closing Jun 15) 1715 4.82% 4.79% 4.76% 4.72% 4.69% 4.67% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.68% 4.66% 4.64% 4.65% 4.63% 4.61% 1100 4.65% 4.63% 4.62% 4.63% 4.61% 4.59% 1200 4.66% 4.64% 4.63% 4.64% 4.62% 4.60% 1300 4.68% 4.65% 4.64% 4.64% 4.62% 4.60% 1400 4.66% 4.64% 4.64% 4.64% 4.63% 4.61% 1500 4.64% 4.63% 4.62% 4.63% 4.61% 4.60% 1600 4.65% 4.64% 4.63% 4.64% 4.62% 4.61% 1715 4.66% 4.64% 4.63% 4.64% 4.62% 4.60% (Closing Jun 15) 1715 4.64% 4.62% 4.60% 4.61% 4.59% 4.58% --------------------------------------------------------------- (CONVERSION RATE - $1 = 64.4300/64.4400 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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