RPT-India fwd/annualised dlr premia-(close)-Nov 23

Last Updated: Thu, Nov 24, 2016 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.25/02.25 01.25/02.25 N/A 03.33% 03.33% N/A (Nov 22) 1000 01.50/03.00 00.50/01.00 01.00/02.00 02.68% 02.68% 02.68% --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 01.75/03.25 23.75/25.75 49.75/51.75 71.00/73.00 1100 01.50/03.00 23.00/25.00 49.00/51.00 70.00/72.00 1200 02.00/03.00 22.75/24.25 48.25/50.25 68.75/70.75 1300 01.50/03.00 22.50/24.50 48.00/50.00 69.00/71.00 1400 01.50/03.00 22.00/24.00 47.00/49.00 67.50/69.50 1500 01.25/02.75 21.50/23.50 46.00/48.00 66.00/68.00 1600 01.00/02.50 21.00/23.00 45.00/47.00 65.00/67.00 1715 01.00/02.50 20.00/22.00 40.50/42.50 60.50/62.50 (Closing Nov 22) 1715 01.50/03.00 23.00/25.00 49.00/51.00 70.00/72.00 ---------------------------------------------------------------- TIME MAR APR MAY JUN ---------------------------------------------------------------- 1000 94.25/96.25 119.75/121.75 146.25/148.25 171.00/173.00 1100 93.00/95.00 118.50/120.50 145.50/147.50 170.00/172.00 1200 91.50/93.50 116.50/118.50 142.50/144.50 167.00/169.00 1300 92.00/94.00 117.50/119.50 144.00/146.00 168.00/170.00 1400 90.00/92.00 114.50/116.50 140.50/142.50 164.50/166.50 1500 88.00/90.00 113.00/115.00 138.75/140.75 162.75/164.75 1600 86.00/88.00 110.50/112.50 135.50/137.50 159.50/161.50 1715 81.50/83.50 106.50/108.50 131.50/133.50 154.50/156.50 (Closing Nov 22) 1715 93.50/95.50 118.50/120.50 145.00/147.00 170.00/172.00 --------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 197.25/199.25 223.50/225.50 248.75/250.75 275.00/277.00 1100 196.00/198.00 222.00/224.00 247.00/249.00 273.50/275.50 1200 192.75/194.70 218.50/220.50 243.00/245.00 269.00/271.00 1300 193.75/195.75 219.50/221.50 244.00/246.00 270.00/272.00 1400 190.50/192.50 216.00/218.00 240.50/242.50 266.00/268.00 1500 188.50/190.50 214.00/216.00 238.50/240.50 264.00/266.00 1600 185.00/187.00 210.00/212.00 234.50/236.50 260.00/262.00 1715 179.50/181.50 204.50/206.50 229.00/231.00 254.50/256.50 (Closing Nov 22) 1715 196.00/198.00 222.00/224.00 246.50/248.50 272.50/274.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 3.75% 4.01% 4.04% 4.03% 4.17% 4.19% 1100 3.64% 3.94% 3.99% 3.98% 4.12% 4.17% 1200 3.56% 3.88% 3.91% 3.91% 4.05% 4.09% 1300 3.56% 3.86% 3.93% 3.93% 4.09% 4.13% 1400 3.49% 3.79% 3.84% 3.85% 3.99% 4.03% 1500 3.41% 3.70% 3.76% 3.76% 3.93% 3.98% 1600 3.33% 3.63% 3.70% 3.68% 3.84% 3.88% 1715 3.17% 3.29% 3.44% 3.48% 3.70% 3.76% (Closing Nov 22) 1715 3.65% 3.96% 4.00% 4.01% 4.14% 4.17% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.22% 4.26% 4.29% 4.32% 4.33% 4.35% 1100 4.20% 4.23% 4.26% 4.29% 4.30% 4.32% 1200 4.12% 4.16% 4.19% 4.22% 4.23% 4.25% 1300 4.15% 4.18% 4.21% 4.24% 4.25% 4.27% 1400 4.06% 4.11% 4.14% 4.18% 4.19% 4.21% 1500 4.02% 4.06% 4.10% 4.14% 4.15% 4.18% 1600 3.94% 3.99% 4.03% 4.07% 4.09% 4.12% 1715 3.81% 3.86% 3.92% 3.97% 4.00% 4.04% (Closing Nov 22) 1715 4.21% 4.24% 4.27% 4.29% 4.30% 4.32% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.5600/68.5700 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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