RPT-India fwd/annualised dlr premia-(close)-Nov 14

Last Updated: Wed, Nov 15, 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 02.79% 02.79% 02.79% (Nov 13) 1000 01.00/02.50 00.50/01.25 00.50/01.25 02.80% 02.80% 02.80% --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 10.75/12.25 33.50/35.50 58.50/60.50 80.50/82.50 1100 10.75/12.25 33.25/35.25 57.75/59.75 80.25/82.25 1200 10.75/12.25 33.50/35.50 58.50/60.50 80.75/82.75 1300 10.75/12.25 33.50/35.50 58.25/60.25 80.25/82.25 1400 10.75/12.25 33.50/35.50 58.25/60.25 80.25/82.25 1500 10.75/12.25 33.25/35.25 57.75/59.75 80.00/82.00 1600 10.75/12.25 33.25/35.25 57.75/59.75 80.25/82.25 1715 11.00/12.00 33.50/35.50 58.00/60.00 80.50/82.50 (Closing Nov 13) 1715 11.50/13.00 34.00/36.00 58.75/60.75 81.25/83.25 ---------------------------------------------------------------- TIME MAR APR MAY JUN ---------------------------------------------------------------- 1000 103.00/105.00 130.75/132.75 157.50/159.50 180.00/182.00 1100 103.25/105.25 131.00/133.00 157.75/159.75 180.00/182.00 1200 103.50/105.50 131.25/133.25 158.00/160.00 180.50/182.50 1300 103.25/105.25 131.25/133.25 158.25/160.25 180.50/182.50 1400 103.25/105.25 131.25/133.25 158.25/160.25 180.50/182.50 1500 103.00/105.00 130.50/132.50 157.25/159.25 179.50/181.50 1600 103.25/105.25 131.00/133.00 157.50/159.50 179.50/181.50 1715 103.50/105.50 131.25/133.25 157.75/159.75 179.75/181.75 (Closing Nov 13) 1715 104.00/106.00 131.50/133.50 158.25/160.25 180.25/182.25 ---------------------------------------------------------------- TIME JUL AUG SEP OCT ---------------------------------------------------------------- 1000 204.00/206.00 227.00/229.00 247.50/249.50 271.00/273.00 1100 204.00/206.00 227.00/229.00 247.50/249.50 271.00/273.00 1200 204.50/206.50 227.50/229.50 248.00/250.00 271.50/273.50 1300 204.50/206.50 227.50/229.50 248.00/250.00 271.50/273.50 1400 204.50/206.50 227.50/229.50 248.00/250.00 271.50/273.50 1500 203.50/205.50 226.50/228.50 247.00/249.00 270.50/272.50 1600 203.50/205.50 226.50/228.50 247.00/249.00 270.50/272.50 1715 203.75/205.75 226.75/228.75 247.25/249.25 271.00/273.00 (Closing Nov 13) 1715 204.00/206.00 227.00/229.00 247.50/249.50 271.00/273.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.50% 4.41% 4.37% 4.39% 4.50% 4.53% 1100 4.46% 4.35% 4.34% 4.39% 4.50% 4.53% 1200 4.49% 4.40% 4.37% 4.40% 4.51% 4.53% 1300 4.49% 4.39% 4.35% 4.39% 4.50% 4.54% 1400 4.49% 4.38% 4.35% 4.38% 4.50% 4.54% 1500 4.46% 4.35% 4.33% 4.37% 4.48% 4.51% 1600 4.47% 4.36% 4.35% 4.39% 4.50% 4.53% 1715 4.49% 4.38% 4.36% 4.40% 4.51% 4.53% (Closing Nov 13) 1715 4.47% 4.36% 4.35% 4.39% 4.49% 4.52% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.50% 4.47% 4.44% 4.40% 4.37% 4.33% 1100 4.50% 4.46% 4.43% 4.39% 4.36% 4.33% 1200 4.50% 4.47% 4.44% 4.40% 4.37% 4.33% 1300 4.51% 4.48% 4.44% 4.40% 4.37% 4.34% 1400 4.51% 4.47% 4.44% 4.40% 4.37% 4.33% 1500 4.48% 4.45% 4.42% 4.39% 4.35% 4.32% 1600 4.49% 4.46% 4.43% 4.39% 4.36% 4.33% 1715 4.49% 4.46% 4.43% 4.39% 4.36% 4.33% (Closing Nov 13) 1715 4.49% 4.45% 4.42% 4.38% 4.35% 4.32% --------------------------------------------------------------- (CONVERSION RATE - $1 = 65.4150/65.4250 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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