Cash Spot Cash Tom Tom Next
-----------------------------------------------------------------
Bid/Ask Bid/Ask Bid/Ask
(in IST)
1020 01.25/04.25 01.00/03.00 00.25/01.25
01.54% 01.65% 01.24%
(Aug 27)
1020 01.25/04.25 00.25/01.25 01.00/03.00
01.53% 01.23% 01.64%
------------------------------------------------------------------
TIME SEP OCT NOV DEC
------------------------------------------------------------------
1005 21.50/22.50 45.50/46.50 69.00/70.00 97.00/98.50
1100 21.25/22.25 44.50/45.50 68.00/69.00 96.00/97.50
1200 20.50/22.50 43.50/45.50 66.50/68.50 94.50/96.50
1300 21.25/22.25 44.50/45.50 67.50/68.50 95.00/96.50
1415 20.75/22.75 44.00/46.00 67.00/69.00 95.00/97.00
(Aug 27)
1415 22.00/24.00 45.50/47.50 69.00/71.00 97.00/99.00
------------------------------------------------------------------
TIME JAN FEB MAR APR
------------------------------------------------------------------
1005 122.00/123.50 145.50/147.00 174.50/176.00 212.50/214.00
1100 121.00/122.50 144.50/146.00 173.50/175.00 211.50/213.00
1200 119.00/121.00 143.00/145.00 172.50/174.50 209.50/211.50
1300 119.50/121.00 142.50/144.00 171.50/173.00 209.50/211.00
1415 119.25/121.25 143.00/145.00 172.00/174.00 209.50/211.50
(Aug 27)
1415 121.50/123.50 145.50/147.50 174.50/176.50 212.00/214.00
------------------------------------------------------------------
TIME MAY JUN JUL AUG
------------------------------------------------------------------
1005 237.50/239.00 266.50/268.00 292.50/294.00 320.50/322.00
1100 236.50/238.00 265.50/267.00 291.50/293.00 319.50/321.00
1200 234.00/236.00 262.50/264.50 289.00/291.00 317.00/319.00
1300 234.50/236.00 263.50/265.00 289.50/291.00 317.50/319.00
1415 234.00/236.00 263.50/265.50 290.00/292.00 318.00/320.00
(Aug 27)
1415 237.00/239.00 266.25/268.25 292.50/294.50 320.50/322.50
------------------------------------------------------------------
TIME 1 MTH 2 MTH 3 MTH 4 MTH 5 MTH 6 MTH
------------------------------------------------------------------
1005 3.76% 3.93% 3.96% 4.00% 4.05% 4.07%
1100 3.73% 3.86% 3.92% 3.98% 4.03% 4.05%
1200 3.70% 3.83% 3.87% 3.94% 3.99% 4.03%
1300 3.74% 3.86% 3.89% 3.94% 3.99% 4.01%
1415 3.74% 3.86% 3.90% 3.95% 3.99% 4.03%
(Aug 27)
1415 3.79% 3.90% 3.93% 3.97% 4.01% 4.05%
------------------------------------------------------------------
TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12 MTH
------------------------------------------------------------------
1005 4.16% 4.37% 4.38% 4.37% 4.37% 4.36%
1100 4.15% 4.37% 4.38% 4.37% 4.37% 4.37%
1200 4.14% 4.35% 4.35% 4.34% 4.35% 4.35%
1300 4.11% 4.34% 4.35% 4.35% 4.34% 4.34%
1415 4.13% 4.34% 4.35% 4.36% 4.36% 4.36%
(Aug 27)
1415 4.09% 4.35% 4.36% 4.36% 4.36% 4.36%
------------------------------------------------------------------
(CONVERSION RATE - $1 = 73.3850/73.3950 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 Bank Of Baroda,Canara Bank,
ICICI Bank, Credit Agricole CIB, HDFC bank, Indusind Bank, Bank of India, Union Bank of India,
Axis Bank,State Bank Of India.
For contributions contact Mumbai Rate Reporting unit
+91 22 6180 7222/3317 7222 or E-mail: rru.data@refinitiv.com
(Created by Aditi Mankar)