Cash Spot Cash Tom Tom Next
---------------------------------------------------------------
Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 02.00/04.75 00.50/01.25 01.50/03.50
02.59% 02.59% 02.59%
(Jan 2)
1000 01.00/02.50 00.50/01.25 00.50/01.25
02.62% 02.62% 02.62%
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TIME JAN FEB MAR APR
----------------------------------------------------------------
1000 17.50/19.50 38.75/40.75 60.75/62.75 89.75/91.75
1100 18.00/19.50 38.75/40.75 60.50/62.50 89.50/91.50
1200 17.50/19.50 39.00/41.00 61.00/63.00 90.00/92.00
1300 17.50/19.50 39.00/41.00 61.00/63.00 90.00/92.00
1400 17.50/19.50 39.00/41.00 60.75/62.75 89.75/91.75
1500 17.50/19.50 38.75/40.75 60.75/62.75 90.00/92.00
1600 17.75/19.25 38.75/40.75 60.50/62.50 89.50/91.50
1715 17.50/19.50 38.75/40.75 60.75/62.75 89.75/91.75
(Closing Jan 2)
1715 19.50/21.50 40.50/42.50 62.25/64.25 91.00/93.00
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TIME MAY JUN JUL AUG
----------------------------------------------------------------
1000 112.75/114.75 133.75/135.75 158.75/160.75 181.25/183.25
1100 112.50/114.50 133.75/135.75 159.00/161.00 181.50/183.50
1200 113.25/115.25 134.50/136.50 159.50/161.50 181.50/183.50
1300 113.25/115.25 134.50/136.50 159.50/161.50 181.50/183.50
1400 112.75/114.75 134.00/136.00 159.25/161.25 181.50/183.50
1500 113.00/115.00 134.25/136.25 159.25/161.25 181.50/183.50
1600 112.50/114.50 133.75/135.75 159.00/161.00 181.00/183.00
1715 113.00/115.00 134.25/136.25 159.25/161.25 181.50/183.50
(Closing Jan 2)
1715 114.00/116.00 135.00/137.00 160.00/162.00 182.25/184.25
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TIME SEP OCT NOV DEC
----------------------------------------------------------------
1000 204.25/206.25 227.25/229.25 248.50/250.50 272.00/274.00
1100 204.50/206.50 227.50/229.50 249.00/251.00 272.50/274.50
1200 204.50/206.50 227.50/229.50 249.00/251.00 272.50/274.50
1300 204.50/206.50 227.50/229.50 249.00/251.00 272.50/274.50
1400 204.50/206.50 227.50/229.50 249.00/251.00 272.50/274.50
1500 204.50/206.50 227.50/229.50 249.00/251.00 272.50/274.50
1600 204.00/206.00 227.00/229.00 248.50/250.50 272.00/274.00
1715 204.50/206.50 227.50/229.50 249.00/251.00 272.50/274.50
(Closing Jan 2)
1715 205.25/207.25 228.25/230.25 249.50/251.50 273.00/275.00
---------------------------------------------------------------
TIME 1 MTH 2 MTH 3 MTH 4 MTH 5 MTH 6 MTH
----------------------------------------------------------------
1000 3.98% 3.96% 4.03% 4.14% 4.08% 4.05%
1100 4.01% 3.95% 4.01% 4.13% 4.07% 4.05%
1200 3.99% 3.98% 4.05% 4.16% 4.11% 4.08%
1300 4.00% 3.98% 4.05% 4.16% 4.11% 4.08%
1400 4.00% 3.99% 4.04% 4.15% 4.10% 4.07%
1500 3.99% 3.97% 4.05% 4.16% 4.10% 4.08%
1600 4.00% 3.97% 4.03% 4.15% 4.09% 4.07%
1715 3.99% 3.97% 4.05% 4.16% 4.11% 4.08%
(Closing Jan 2)
1715 3.94% 3.92% 3.97% 4.11% 4.06% 4.04%
---------------------------------------------------------------
TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12 MTH
---------------------------------------------------------------
1000 4.03% 4.01% 4.00% 3.98% 3.96% 3.95%
1100 4.04% 4.01% 4.00% 3.98% 3.97% 3.95%
1200 4.05% 4.02% 4.00% 3.99% 3.97% 3.96%
1300 4.05% 4.02% 4.00% 3.99% 3.97% 3.96%
1400 4.06% 4.03% 4.01% 3.99% 3.98% 3.96%
1500 4.05% 4.03% 4.01% 3.99% 3.98% 3.96%
1600 4.05% 4.02% 4.00% 3.99% 3.98% 3.96%
1715 4.06% 4.03% 4.01% 4.00% 3.98% 3.97%
(Closing Jan 2)
1715 4.02% 4.00% 3.99% 3.97% 3.96% 3.94%
---------------------------------------------------------------
(CONVERSION RATE - $1 = 70.1900/70.2000 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
