RPT-India fwd/annualised dlr premia-(close)-Nov 22

RPT-India fwd/annualised dlr premia-(close)-Nov 22

Last Updated: Wed, Nov 23, 2016 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.50/03.00 00.50/01.00 01.00/02.00 02.68% 02.68% 02.68% (Nov 21) 1000 01.00/02.00 00.50/01.00 00.50/01.00 02.68% 02.68% 02.68% --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 02.00/03.50 25.25/27.25 51.75/53.75 74.25/76.25 1100 02.00/03.50 24.75/26.75 51.50/53.50 73.50/75.50 1200 01.50/03.00 24.00/26.00 50.00/52.00 71.00/73.00 1300 01.50/03.00 23.00/25.00 49.00/51.00 69.50/71.50 1400 01.50/03.00 23.50/25.50 49.50/51.50 70.50/72.50 1500 01.50/03.00 23.50/25.50 50.00/52.00 71.00/73.00 1600 01.50/03.00 23.25/25.25 49.25/51.25 70.00/72.00 1715 01.50/03.00 23.00/25.00 49.00/51.00 70.00/72.00 (Closing Nov 21) 1715 02.75/04.25 26.00/28.00 53.00/55.00 75.00/77.00 ---------------------------------------------------------------- TIME MAR APR MAY JUN ---------------------------------------------------------------- 1000 98.75/100.75 124.75/126.75 152.25/154.25 177.50/179.50 1100 97.50/99.50 123.50/125.50 151.00/153.00 176.50/178.50 1200 94.00/96.00 119.50/121.50 146.50/148.50 171.50/173.50 1300 93.00/95.00 117.50/119.50 144.00/146.00 168.50/170.50 1400 94.00/96.00 118.50/120.50 145.00/147.00 170.00/172.00 1500 94.50/96.50 119.50/121.50 146.00/148.00 171.00/173.00 1600 93.00/95.00 117.00/119.00 143.00/145.00 168.00/170.00 1715 93.50/95.50 118.50/120.50 145.00/147.00 170.00/172.00 (Closing Nov 21) 1715 99.00/101.00 125.00/127.00 152.50/154.50 178.00/180.00 --------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 203.75/205.75 230.00/232.00 255.00/257.00 281.00/283.00 1100 202.75/204.70 229.00/231.00 254.00/256.00 280.00/282.00 1200 197.75/199.75 224.00/226.00 248.50/250.50 274.50/276.50 1300 194.75/196.75 220.50/222.50 245.50/247.50 272.00/274.00 1400 196.50/198.50 222.50/224.50 247.50/249.50 274.00/276.00 1500 197.50/199.50 223.50/225.50 248.50/250.50 275.00/277.00 1600 194.00/196.00 219.50/221.50 244.00/246.00 270.00/272.00 1715 196.00/198.00 222.00/224.00 246.50/248.50 272.50/274.50 (Closing Nov 21) 1715 204.25/206.25 230.50/232.50 255.50/257.50 282.00/284.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.00% 4.19% 4.24% 4.24% 4.36% 4.38% 1100 3.92% 4.17% 4.20% 4.19% 4.31% 4.35% 1200 3.80% 4.05% 4.06% 4.04% 4.17% 4.21% 1300 3.65% 3.96% 3.97% 3.99% 4.10% 4.14% 1400 3.73% 4.00% 4.03% 4.03% 4.14% 4.17% 1500 3.73% 4.04% 4.06% 4.06% 4.18% 4.21% 1600 3.69% 3.98% 4.00% 3.99% 4.09% 4.12% 1715 3.65% 3.96% 4.00% 4.01% 4.14% 4.17% (Closing Nov 21) 1715 3.84% 4.15% 4.20% 4.19% 4.31% 4.34% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.40% 4.42% 4.43% 4.45% 4.44% 4.46% 1100 4.38% 4.39% 4.41% 4.43% 4.42% 4.44% 1200 4.25% 4.28% 4.31% 4.33% 4.33% 4.35% 1300 4.17% 4.21% 4.24% 4.28% 4.29% 4.32% 1400 4.21% 4.25% 4.28% 4.31% 4.33% 4.35% 1500 4.24% 4.28% 4.31% 4.33% 4.34% 4.36% 1600 4.16% 4.20% 4.23% 4.25% 4.26% 4.29% 1715 4.21% 4.24% 4.27% 4.29% 4.30% 4.32% (Closing Nov 21) 1715 4.37% 4.39% 4.41% 4.43% 4.43% 4.45% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.2500/68.2600 rupees) Note: Figures in brackets indicate negative values. Premiums have been given in paise and annualised p4emiums 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



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