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
02.57% 02.57% 02.57%
(Jan 15)
1000 01.00/02.50 00.50/01.25 00.50/01.25
02.57% 02.57% 02.57%
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TIME JAN FEB MAR APR
----------------------------------------------------------------
1000 09.25/10.75 30.75/32.75 53.00/55.00 82.00/84.00
1100 09.25/11.25 30.75/32.75 53.00/55.00 82.25/84.25
1200 09.25/11.25 30.75/32.75 53.00/55.00 82.25/84.25
1300 09.25/11.25 30.75/32.75 53.00/55.00 82.25/84.25
1400 09.25/10.75 30.75/32.75 53.00/55.00 82.50/84.50
1500 09.25/11.25 31.00/33.00 53.25/55.25 82.50/84.50
1600 09.25/11.25 31.00/33.00 53.50/55.50 83.00/85.00
1715 09.25/11.25 31.00/33.00 53.50/55.50 83.00/85.00
(Closing Jan 15)
1715 10.00/12.00 31.50/33.50 53.75/55.75 83.00/85.00
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TIME MAY JUN JUL AUG
----------------------------------------------------------------
1000 105.25/107.25 127.00/129.00 152.50/154.50 175.00/177.00
1100 105.75/107.75 127.25/129.25 152.75/154.75 175.50/177.50
1200 106.00/108.00 127.75/129.75 153.25/155.25 176.00/178.00
1300 106.00/108.00 127.75/129.75 153.25/155.25 176.00/178.00
1400 106.00/108.00 128.00/130.00 153.75/155.75 176.25/178.25
1500 106.25/108.25 128.00/130.00 153.50/155.50 176.50/178.50
1600 106.75/108.75 128.50/130.50 154.00/156.00 177.00/179.00
1715 106.75/108.75 128.50/130.50 154.00/156.00 177.00/179.00
(Closing Jan 15)
1715 106.50/108.50 128.00/130.00 153.50/155.50 176.00/178.00
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TIME SEP OCT NOV DEC
----------------------------------------------------------------
1000 198.50/200.50 222.00/224.00 244.00/246.00 268.00/270.00
1100 199.00/201.00 222.50/224.50 244.50/246.50 268.50/270.50
1200 199.50/201.50 223.00/225.00 245.00/247.00 269.00/271.00
1300 199.50/201.50 223.00/225.00 245.00/247.00 269.00/271.00
1400 199.75/201.75 223.50/225.50 245.50/247.50 269.50/271.50
1500 200.00/202.00 223.50/225.50 245.50/247.50 269.50/271.50
1600 200.50/202.50 224.00/226.00 246.00/248.00 270.00/272.00
1715 200.75/202.75 224.50/226.50 246.50/248.50 270.50/272.50
(Closing Jan 15)
1715 199.50/201.50 223.00/225.00 245.00/247.00 269.00/271.00
---------------------------------------------------------------
TIME 1 MTH 2 MTH 3 MTH 4 MTH 5 MTH 6 MTH
----------------------------------------------------------------
1000 3.98% 3.97% 4.12% 4.13% 4.09% 4.07%
1100 3.99% 3.97% 4.12% 4.14% 4.10% 4.08%
1200 3.98% 3.96% 4.12% 4.14% 4.11% 4.09%
1300 3.98% 3.96% 4.12% 4.14% 4.11% 4.08%
1400 3.97% 3.96% 4.13% 4.15% 4.11% 4.10%
1500 4.01% 3.98% 4.13% 4.15% 4.12% 4.09%
1600 4.01% 3.99% 4.16% 4.17% 4.13% 4.11%
1715 4.00% 3.99% 4.15% 4.17% 4.13% 4.10%
(Closing Jan 15)
1715 3.98% 3.97% 4.12% 4.15% 4.10% 4.08%
---------------------------------------------------------------
TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12 MTH
---------------------------------------------------------------
1000 4.05% 4.03% 4.01% 4.00% 3.99% 3.97%
1100 4.05% 4.04% 4.02% 4.01% 3.99% 3.98%
1200 4.06% 4.04% 4.02% 4.01% 4.00% 3.98%
1300 4.06% 4.04% 4.02% 4.01% 3.99% 3.98%
1400 4.07% 4.04% 4.03% 4.02% 4.00% 3.99%
1500 4.07% 4.05% 4.03% 4.02% 4.00% 3.99%
1600 4.08% 4.06% 4.04% 4.03% 4.01% 3.99%
1715 4.08% 4.06% 4.04% 4.03% 4.01% 4.00%
(Closing Jan 15)
1715 4.05% 4.03% 4.02% 4.00% 3.99% 3.98%
---------------------------------------------------------------
(CONVERSION RATE - $1 = 71.2400/71.2500 rupees)
Note: Figures in brackets indicate negative values.
Premiums have been iven 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 rom 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
