Cash Spot Cash Tom Tom Next
----------------------------------------------------------------
Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 00.50/02.50 00.25/01.25 00.25/01.25
01.27% 01.27% 01.27%
(Dec 2)
1000 00.50/02.50 00.25/01.25 00.25/01.25
01.27% 01.27% 01.27%
----------------------------------------------------------------
TIME DEC JAN FEB MAR
----------------------------------------------------------------
1000 15.50/17.00 35.75/37.75 54.50/56.50 75.75/77.75
1100 15.50/17.00 35.75/37.75 54.50/56.50 75.75/77.75
1200 15.50/17.00 35.75/37.75 54.25/56.25 75.50/77.50
1300 15.75/17.25 36.00/38.00 54.50/56.50 75.75/77.75
1400 15.50/17.00 36.00/38.00 54.50/56.50 75.75/77.75
1500 15.50/17.00 36.25/38.25 54.75/56.75 76.00/78.00
1600 15.00/16.50 35.75/37.75 54.50/56.50 75.75/77.75
1715 15.25/17.25 35.75/37.75 54.50/56.50 75.75/77.75
(Closing Dec 2)
1715 16.00/18.00 36.25/38.25 55.00/57.00 76.50/78.50
-----------------------------------------------------------------
TIME APR MAY JUN JUL
-----------------------------------------------------------------
1000 109.00/111.00 128.50/130.50 151.00/153.00 175.00/177.00
1100 109.00/111.00 128.50/130.50 151.00/153.00 175.00/177.00
1200 108.75/110.75 128.25/130.25 150.75/152.75 174.75/176.75
1300 109.00/111.00 128.75/130.75 151.50/153.50 175.50/177.50
1400 109.00/111.00 128.75/130.75 151.50/153.50 175.50/177.50
1500 109.25/111.25 129.00/131.00 151.50/153.50 175.50/177.50
1600 109.00/111.00 128.75/130.75 151.50/153.50 175.50/177.50
1715 109.00/111.00 128.75/130.75 151.50/153.50 175.50/177.50
(Closing Dec 2)
1715 110.00/112.00 129.50/131.50 152.25/154.25 176.25/178.25
-----------------------------------------------------------------
TIME AUG SEP OCT NOV
-----------------------------------------------------------------
1000 198.50/200.50 221.00/223.00 244.25/246.25 266.50/268.50
1100 198.50/200.50 221.00/223.00 244.25/246.25 266.50/268.50
1200 198.25/200.25 220.75/222.75 244.00/246.00 266.00/268.00
1300 199.00/201.00 221.50/223.50 244.75/246.75 267.00/269.00
1400 199.00/201.00 221.50/223.50 245.00/247.00 267.50/269.50
1500 199.00/201.00 221.50/223.50 244.75/246.75 267.00/269.00
1600 199.00/201.00 221.50/223.50 244.75/246.75 267.00/269.00
1715 199.25/201.25 221.75/223.75 244.75/246.75 267.00/269.00
(Closing Dec 2)
1715 200.00/202.00 222.50/224.50 245.50/247.50 267.50/269.50
-----------------------------------------------------------------
TIME 1 MTH 2 MTH 3 MTH 4 MTH 5 MTH 6 MTH
-----------------------------------------------------------------
1000 3.22% 3.30% 3.33% 3.47% 3.80% 3.74%
1100 3.22% 3.30% 3.33% 3.48% 3.80% 3.75%
1200 3.22% 3.29% 3.32% 3.46% 3.79% 3.74%
1300 3.26% 3.31% 3.33% 3.47% 3.80% 3.75%
1400 3.23% 3.31% 3.33% 3.47% 3.80% 3.75%
1500 3.24% 3.33% 3.35% 3.48% 3.81% 3.76%
1600 3.15% 3.29% 3.32% 3.47% 3.79% 3.74%
1715 3.22% 3.29% 3.33% 3.47% 3.80% 3.75%
(Closing Dec 2)
1715 3.23% 3.28% 3.32% 3.48% 3.81% 3.75%
-----------------------------------------------------------------
TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12 MTH
-----------------------------------------------------------------
1000 3.73% 3.77% 3.77% 3.78% 3.80% 3.82%
1100 3.74% 3.77% 3.77% 3.78% 3.80% 3.82%
1200 3.73% 3.76% 3.76% 3.77% 3.80% 3.81%
1300 3.75% 3.78% 3.78% 3.79% 3.81% 3.82%
1400 3.75% 3.78% 3.78% 3.79% 3.81% 3.83%
1500 3.75% 3.78% 3.78% 3.79% 3.81% 3.82%
1600 3.74% 3.77% 3.77% 3.78% 3.80% 3.81%
1715 3.74% 3.78% 3.78% 3.79% 3.81% 3.82%
(Closing Dec 2)
1715 3.74% 3.78% 3.78% 3.79% 3.81% 3.81%
-----------------------------------------------------------------
(CONVERSION RATE - $1 = 71.6675/71.6775 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, 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
