July 14, 2015 / 3:30 AM / in 2 years

RPT-India fwd/annualised dlr premia-(close)-Jul 13

Cash Spot Cash Tom Tom Next ---------------------------------------------------------------

Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 02.00/03.00 01.00/01.50 01.00/01.50

05.75% 05.75% 05.75%

(Jul 10) 1000 04.00/06.00 03.00/04.50 01.00/01.50

05.76% 05.76% 05.76% --------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 18.50/20.50 57.50/59.50 95.50/97.50 133.50/135.50 1100 18.75/20.75 57.50/59.50 95.50/97.50 133.50/135.50 1200 19.25/20.25 58.00/60.00 96.00/98.00 134.00/136.00 1300 19.25/20.75 58.00/60.00 95.75/97.75 133.75/135.75 1400 18.50/20.50 57.50/59.50 95.50/97.50 133.50/135.50 1500 18.75/20.75 57.75/59.75 95.75/97.75 133.25/135.25 1600 18.50/20.50 57.50/59.50 95.25/97.25 133.00/135.00 1715 19.00/20.00 57.50/59.50 95.25/97.25 133.00/135.00

(C1osing Jul 10) 1715 20.50/22.00 59.00/60.50 96.75/98.25 134.50/136.50 --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 171.50/173.50 209.50/211.50 245.50/247.50 283.25/285.25 1100 171.50/173.50 209.50/211.50 245.50/247.50 283.00/285.00 1200 172.00/174.00 210.00/212.00 245.75/247.75 283.50/285.50 1300 171.75/173.75 209.75/211.75 245.50/247.50 283.25/285.25 1400 171.25/173.25 209.00/211.00 245.00/247.00 282.50/284.50 1500 171.25/173.25 209.25/211.25 245.50/247.50 283.00/285.00 1600 170.75/172.75 208.50/210.50 244.50/246.50 282.50/284.50 1715 171.00/173.00 209.00/211.00 245.00/247.00 282.50/284.50

(C1osing Jul 10) 1715 172.50/174.50 210.25/212.25 246.00/248.00 283.75/285.75 --------------------------------------------------------------- TIME MAR APR MAY JUN --------------------------------------------------------------- 1000 320.75/322.75 360.75/362.75 398.00/400.00 432.50/434.50 1100 320.50/322.50 360.50/362.50 398.00/400.00 433.00/435.00 1200 321.00/323.00 361.00/363.00 398.50/400.50 433.00/435.00 1300 320.75/322.75 360.75/362.75 398.25/400.25 433.00/435.00 1400 320.00/322.00 360.00/362.00 397.50/399.50 432.00/434.00 1500 320.50/322.50 360.50/362.50 398.00/400.00 432.75/434.75 1600 320.00/322.00 360.00/362.00 397.50/399.50 432.00/434.00 1715 320.00/322.00 360.00/362.00 397.50/399.50 432.50/434.50

(C1osing Jul 10) 1715 321.25/323.25 361.25/363.25 398.75/400.75 433.50/435.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 7.13% 7.19% 7.22% 7.20% 7.18% 7.16% 1100 7.14% 7.19% 7.22% 7.20% 7.17% 7.16% 1200 7.19% 7.23% 7.25% 7.23% 7.19% 7.17% 1300 7.22% 7.23% 7.24% 7.22% 7.19% 7.17% 1400 7.13% 7.19% 7.22% 7.20% 7.16% 7.15% 1500 7.17% 7.21% 7.22% 7.19% 7.17% 7.16% 1600 7.12% 7.18% 7.19% 7.17% 7.14% 7.13% 1715 7.12% 7.17% 7.19% 7.18% 7.15% 7.14%

(C1osing Jul 10) 1715 7.18% 7.18% 7.21% 7.20% 7.17% 7.15% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 7.15% 7.13% 7.17% 7.17% 7.12% 7.07% 1100 7.14% 7.12% 7.16% 7.17% 7.13% 7.08% 1200 7.15% 7.13% 7.17% 7.18% 7.13% 7.08% 1300 7.15% 7.13% 7.17% 7.18% 7.13% 7.08% 1400 7.13% 7.11% 7.15% 7.16% 7.12% 7.06% 1500 7.14% 7.12% 7.16% 7.17% 7.13% 7.08% 1600 7.12% 7.11% 7.15% 7.16% 7.11% 7.06% 1715 7.12% 7.10% 7.15% 7.15% 7.11% 7.07%

(C1osing Jul 10) 1715 7.14% 7.12% 7.16% 7.17% 7.13% 7.08% ---------------------------------------------------------------

(CONVERSION RATE - $1 = 63.5100/63.5200 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,Corporation Bank, Bank of India, Union Bank of India, Axis Bank,State Bank Of India, HSBC,Central Bank. For contributions contact Mumbai Rate Reporting unit +91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below