RPT-India fwd/annualised dlr premia-(close)-Sep 11

Last Updated: Tue, Sep 12, 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 02.86% 02.86% 02.86% (Sep 8) 1000 02.90/03.15 02.25/02.40 00.65/00.75 04.14% 04.28% 03.71% --------------------------------------------------------------- TIME SEP OCT NOV DEC --------------------------------------------------------------- 1000 11.00/13.00 34.75/36.75 57.25/59.25 79.00/81.00 1100 11.50/12.50 35.25/37.25 57.75/59.75 79.50/81.50 1200 11.75/12.75 35.50/37.50 58.00/60.00 79.75/81.75 1300 11.75/12.75 35.50/37.50 58.00/60.00 79.75/81.75 1400 11.75/12.75 35.50/37.50 58.00/60.00 79.50/81.50 1500 11.75/12.75 35.50/37.50 58.00/60.00 79.75/81.75 1600 11.75/12.75 35.50/37.50 58.25/60.25 80.00/82.00 1715 11.75/12.75 35.50/37.50 58.25/60.25 80.00/82.00 (Closing Sep 8) 1715 11.50/13.50 35.50/37.50 58.00/60.00 79.75/81.75 ---------------------------------------------------------------- TIME JAN FEB MAR APR ---------------------------------------------------------------- 1000 103.75/105.75 125.00/127.00 146.50/148.50 172.25/174.25 1100 104.00/106.00 125.25/127.25 147.00/149.00 172.50/174.50 1200 104.25/106.25 125.50/127.50 147.25/149.25 172.75/174.75 1300 104.25/106.25 125.50/127.50 147.25/149.25 172.75/174.75 1400 104.00/106.00 125.25/127.25 147.00/149.00 172.75/174.75 1500 104.25/106.25 125.50/127.50 147.25/149.25 173.00/175.00 1600 104.50/106.50 125.75/127.70 147.50/149.50 173.25/175.20 1715 104.50/106.50 125.75/127.75 147.50/149.50 173.25/175.25 (Closing Sep 8) 1715 104.25/106.25 125.50/127.50 147.00/149.00 172.75/174.75 ---------------------------------------------------------------- TIME MAY JUN JUL AUG ---------------------------------------------------------------- 1000 198.25/200.25 219.25/221.25 242.00/244.00 264.00/266.00 1100 198.50/200.50 219.50/221.50 242.50/244.50 264.50/266.50 1200 199.00/201.00 220.00/222.00 243.00/245.00 265.00/267.00 1300 199.00/201.00 220.00/222.00 243.00/245.00 265.00/267.00 1400 199.00/201.00 220.00/222.00 243.00/245.00 265.00/267.00 1500 199.25/201.25 220.50/222.50 243.50/245.50 265.50/267.50 1600 199.50/201.50 220.75/222.70 244.00/246.00 266.00/268.00 1715 199.75/201.75 221.00/223.00 244.00/246.00 266.00/268.00 (Closing Sep 8) 1715 198.75/200.75 219.75/221.75 242.50/244.50 264.50/266.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.27% 4.26% 4.27% 4.28% 4.28% 4.29% 1100 4.31% 4.31% 4.30% 4.29% 4.29% 4.31% 1200 4.35% 4.33% 4.32% 4.30% 4.30% 4.31% 1300 4.35% 4.33% 4.32% 4.30% 4.30% 4.31% 1400 4.35% 4.33% 4.31% 4.29% 4.29% 4.31% 1500 4.35% 4.33% 4.32% 4.30% 4.30% 4.31% 1600 4.35% 4.34% 4.33% 4.31% 4.31% 4.32% 1715 4.35% 4.34% 4.33% 4.31% 4.30% 4.32% (Closing Sep 8) 1715 4.24% 4.27% 4.28% 4.28% 4.28% 4.29% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.35% 4.38% 4.37% 4.34% 4.32% 4.29% 1100 4.36% 4.39% 4.37% 4.35% 4.32% 4.30% 1200 4.36% 4.39% 4.38% 4.36% 4.33% 4.31% 1300 4.36% 4.39% 4.38% 4.36% 4.33% 4.31% 1400 4.36% 4.39% 4.38% 4.36% 4.33% 4.31% 1500 4.37% 4.40% 4.39% 4.37% 4.34% 4.32% 1600 4.37% 4.41% 4.40% 4.37% 4.35% 4.32% 1715 4.37% 4.41% 4.40% 4.37% 4.35% 4.32% (Closing Sep 8) 1715 4.34% 4.38% 4.37% 4.34% 4.32% 4.30% --------------------------------------------------------------- (CONVERSION RATE - $1 = 63.9300/63.9400 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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