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
02.81% 02.81% 02.81%
(Mar 16)
1000 02.00/04.25 01.50/03.00 00.50/01.25
02.81% 02.81% 02.81%
---------------------------------------------------------------
TIME MAR APR MAY JUN
---------------------------------------------------------------
1000 05.50/06.50 34.00/36.00 60.00/62.00 80.50/82.50
1100 05.50/07.00 34.50/36.50 60.50/62.50 81.50/83.50
1200 05.50/07.00 34.25/36.25 60.25/62.25 81.25/83.25
1300 05.50/06.50 34.50/36.50 60.25/62.25 81.00/83.00
1400 05.50/07.00 34.50/36.50 60.25/62.25 81.25/83.25
1500 05.50/07.00 34.75/36.75 60.75/62.75 81.75/83.75
1600 05.50/07.00 34.75/36.75 61.00/63.00 82.00/84.00
1715 05.75/06.75 35.00/37.00 61.00/63.00 81.50/83.50
(Closing Mar 16)
1715 06.50/07.25 34.75/36.75 60.50/62.50 81.00/83.00
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TIME JUL AUG SEP OCT
----------------------------------------------------------------
1000 102.00/104.00 123.00/125.00 142.50/144.50 165.00/167.00
1100 103.25/105.25 124.50/126.50 144.00/146.00 166.50/168.50
1200 103.00/105.00 124.25/126.25 143.75/145.75 166.25/168.25
1300 102.50/104.50 123.25/125.25 142.75/144.75 165.25/167.25
1400 102.75/104.75 123.50/125.50 142.75/144.75 165.00/167.00
1500 103.75/105.75 124.75/126.75 144.00/146.00 166.00/168.00
1600 103.75/105.75 124.75/126.75 144.00/146.00 166.25/168.25
1715 103.00/105.00 124.00/126.00 143.50/145.50 166.00/168.00
(Closing Mar 16)
1715 102.50/104.50 123.50/125.50 143.00/145.00 165.50/167.50
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TIME NOV DEC JAN FEB
----------------------------------------------------------------
1000 185.00/187.00 205.00/207.00 224.75/226.75 243.00/245.00
1100 186.50/188.50 206.50/208.50 226.50/228.50 244.50/246.50
1200 186.25/188.25 206.25/208.25 226.00/228.00 244.50/246.50
1300 185.25/187.25 205.25/207.25 224.75/226.75 243.00/245.00
1400 185.00/187.00 205.00/207.00 224.75/226.75 243.00/245.00
1500 186.00/188.00 206.00/208.00 225.75/227.75 244.00/246.00
1600 186.25/188.25 206.25/208.25 226.00/228.00 244.00/246.00
1715 186.00/188.00 206.00/208.00 225.50/227.50 243.50/245.50
(Closing Mar 16)
1715 185.50/187.50 205.50/207.50 225.00/227.00 243.00/245.00
----------------------------------------------------------------
TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH
----------------------------------------------------------------
1000 5.30% 4.91% 4.63% 4.42% 4.30% 4.23%
1100 5.38% 4.96% 4.68% 4.47% 4.35% 4.27%
1200 5.34% 4.93% 4.66% 4.46% 4.34% 4.27%
1300 5.36% 4.93% 4.65% 4.44% 4.31% 4.23%
1400 5.37% 4.93% 4.66% 4.45% 4.32% 4.23%
1500 5.41% 4.97% 4.69% 4.49% 4.36% 4.27%
1600 5.41% 4.99% 4.71% 4.49% 4.36% 4.27%
1715 5.44% 4.99% 4.68% 4.45% 4.33% 4.25%
(Closing Mar 16)
1715 5.26% 4.89% 4.62% 4.43% 4.30% 4.23%
---------------------------------------------------------------
TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
---------------------------------------------------------------
1000 4.17% 4.12% 4.07% 4.02% 3.99% 3.97%
1100 4.21% 4.15% 4.10% 4.05% 4.01% 3.99%
1200 4.21% 4.14% 4.10% 4.05% 4.01% 3.99%
1300 4.18% 4.12% 4.07% 4.02% 3.98% 3.96%
1400 4.17% 4.11% 4.07% 4.02% 3.98% 3.96%
1500 4.20% 4.14% 4.09% 4.04% 4.00% 3.98%
1600 4.21% 4.14% 4.10% 4.04% 4.00% 3.98%
1715 4.19% 4.13% 4.08% 4.03% 3.99% 3.96%
(Closing Mar 16)
1715 4.17% 4.13% 4.08% 4.02% 3.98% 3.96%
---------------------------------------------------------------
(CONVERSION RATE - $1 = 65.1675/65.1775 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 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
