RPT-India fwd/annualised dlr premia-(close)-Nov 24

Source : REUTERS
Last Updated: Fri, Nov 25, 2016 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 N/A N/A 01.00/02.50 N/A N/A 01.77% (Nov 23) 1000 01.25/02.25 01.25/02.25 N/A 03.33% 03.33% N/A --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 00.25/01.75 18.25/20.25 37.25/39.25 56.50/58.50 1100 00.25/01.75 19.00/21.00 39.50/41.50 58.50/60.50 1200 00.50/02.00 18.50/20.50 39.00/41.00 57.00/59.00 1320 -01.00/00.00 08.50/10.50 23.00/25.00 39.50/42.50 1400 -01.00/01.00 13.00/16.00 29.00/32.00 45.00/48.00 1500 -01.00/01.00 12.50/15.50 30.50/33.50 48.00/51.00 1600 -01.00/01.00 11.00/14.00 28.00/31.00 44.00/47.00 1715 -01.00/01.00 09.00/12.00 25.50/28.50 41.50/44.50 (Closing Nov 23) 1715 01.00/02.50 20.00/22.00 40.50/42.50 60.50/62.50 ---------------------------------------------------------------- TIME MAR APR MAY JUN ---------------------------------------------------------------- 1000 76.50/78.50 101.00/103.00 125.00/127.00 147.50/149.50 1100 79.50/81.50 104.50/106.50 129.50/131.50 153.00/155.00 1200 78.00/80.00 102.50/104.50 127.00/129.00 151.00/153.00 1320 58.00/61.00 81.00/84.00 105.50/108.50 129.00/132.00 1400 64.00/67.00 89.00/92.00 113.50/116.50 137.00/140.00 1500 66.50/70.50 91.00/95.00 115.50/119.50 138.50/142.50 1600 62.50/66.50 87.00/91.00 111.00/115.00 134.50/138.50 1715 60.50/64.50 85.00/89.00 110.00/114.00 133.50/137.50 (Closing Nov 23) 1715 81.50/83.50 106.50/108.50 131.50/133.50 154.50/156.50 --------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 171.50/173.50 196.00/198.00 220.00/222.00 245.00/247.00 1100 178.00/180.00 203.00/205.00 227.00/229.00 252.00/254.00 1200 175.50/177.50 200.00/202.00 224.00/226.00 249.00/251.00 1320 153.25/156.25 177.50/180.50 200.50/203.50 225.00/228.00 1400 161.00/164.00 184.50/187.50 209.00/212.00 234.00/237.00 1500 162.50/164.50 186.50/190.50 211.00/215.00 236.50/240.50 1600 158.50/162.50 182.00/186.00 206.00/210.00 231.00/235.00 1715 158.00/162.00 182.00/186.00 206.50/210.50 232.00/236.00 (Closing Nov 23) 1715 179.50/181.50 204.50/206.50 229.00/231.00 254.50/256.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 3.19% 3.17% 3.31% 3.34% 3.58% 3.63% 1100 3.32% 3.36% 3.44% 3.48% 3.71% 3.77% 1200 3.24% 3.32% 3.35% 3.41% 3.64% 3.70% 1320 1.56% 1.98% 2.36% 2.55% 2.90% 3.08% 1400 2.39% 2.53% 2.68% 2.82% 3.18% 3.31% 1500 2.31% 2.65% 2.86% 2.95% 3.27% 3.39% 1600 2.07% 2.44% 2.63% 2.78% 3.13% 3.26% 1715 1.73% 2.23% 2.48% 2.69% 3.06% 3.23% (Closing Nov 23) 1715 3.17% 3.29% 3.44% 3.48% 3.70% 3.76% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 3.68% 3.73% 3.78% 3.84% 3.87% 3.92% 1100 3.82% 3.88% 3.92% 3.97% 3.99% 4.02% 1200 3.77% 3.82% 3.87% 3.92% 3.94% 3.97% 1320 3.22% 3.34% 3.43% 3.51% 3.56% 3.62% 1400 3.43% 3.51% 3.57% 3.66% 3.71% 3.75% 1500 3.48% 3.56% 3.62% 3.71% 3.76% 3.80% 1600 3.38% 3.47% 3.54% 3.62% 3.67% 3.72% 1715 3.35% 3.46% 3.53% 3.63% 3.69% 3.74% (Closing Nov 23) 1715 3.81% 3.86% 3.92% 3.97% 4.00% 4.04% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.7300/68.7400 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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