RPT-India fwd/annualised dlr premia-(close)-Nov 25

Last Updated: Mon, Nov 28, 2016 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 -01.50/01.50 -01.00/01.00 -0.50/00.50 -02.00% -01.78% -02.67% (Nov 24) 1000 N/A N/A 01.00/02.50 N/A N/A 01.77% --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 -00.50/01.50 13.50/15.50 33.00/35.00 51.50/53.50 1100 -01.00/01.00 08.50/11.50 24.00/27.00 40.50/43.50 1200 00.00/01.50 11.00/13.00 27.50/31.50 45.00/49.00 1300 00.00/02.00 13.50/16.50 33.00/37.00 51.50/55.50 1400 -00.50/01.00 14.00/17.00 33.50/36.50 53.00/56.00 1500 -00.50/01.00 13.50/16.50 34.50/37.50 54.00/57.00 1600 00.00/01.50 13.50/15.50 34.00/37.00 52.00/55.00 1715 00.00/01.00 11.00/14.00 33.50/36.50 52.25/55.25 (Closing Nov 24) 1715 -01.00/01.00 09.00/12.00 25.50/28.50 41.50/44.50 ---------------------------------------------------------------- TIME MAR APR MAY JUN ---------------------------------------------------------------- 1000 71.50/73.50 97.00/99.00 122.00/124.00 146.50/148.50 1100 60.50/64.50 86.50/90.50 111.50/115.50 135.50/139.50 1200 66.00/70.00 91.50/95.50 116.50/120.50 141.00/145.00 1300 74.00/78.00 100.50/104.50 126.50/131.50 151.50/156.50 1400 73.00/77.00 99.50/102.50 125.00/129.00 150.00/154.00 1500 74.50/78.50 101.50/104.50 127.00/131.00 150.50/154.50 1600 73.50/77.50 99.50/103.50 124.50/128.50 148.00/152.00 1715 72.00/76.00 99.00/103.00 124.00/128.00 147.50/151.50 (Closing Nov 24) 1715 60.50/64.50 85.00/89.00 110.00/114.00 133.50/137.50 --------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 171.50/173.50 196.00/198.00 221.00/223.00 247.00/249.00 1100 160.50/164.50 185.00/189.00 209.50/213.50 235.00/239.00 1200 166.50/170.50 192.00/196.00 216.50/220.50 242.00/246.00 1300 177.50/182.50 203.50/208.50 228.25/233.25 254.00/259.00 1400 175.50/179.50 200.00/204.00 225.00/229.00 251.00/255.00 1500 176.00/180.00 201.00/205.00 226.00/230.00 252.00/256.00 1600 173.50/177.50 199.00/203.00 223.50/227.50 248.50/252.50 1715 172.50/176.50 197.00/201.00 222.00/226.00 248.00/252.00 (Closing Nov 24) 1715 158.00/162.00 182.00/186.00 206.50/210.50 232.00/236.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 2.49% 2.87% 3.08% 3.16% 3.48% 3.58% 1100 1.72% 2.15% 2.46% 2.72% 3.15% 3.30% 1200 2.07% 2.49% 2.75% 2.96% 3.32% 3.45% 1300 2.58% 2.96% 3.14% 3.31% 3.64% 3.76% 1400 2.66% 2.96% 3.19% 3.27% 3.59% 3.70% 1500 2.58% 3.04% 3.25% 3.34% 3.66% 3.76% 1600 2.50% 3.00% 3.14% 3.29% 3.61% 3.69% 1715 2.15% 2.95% 3.15% 3.23% 3.59% 3.67% (Closing Nov 24) 1715 1.73% 2.23% 2.48% 2.69% 3.06% 3.23% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 3.69% 3.77% 3.82% 3.89% 3.93% 3.97% 1100 3.44% 3.55% 3.62% 3.71% 3.76% 3.81% 1200 3.58% 3.68% 3.76% 3.83% 3.87% 3.91% 1300 3.85% 3.93% 3.99% 4.05% 4.07% 4.09% 1400 3.80% 3.88% 3.91% 3.98% 4.01% 4.04% 1500 3.82% 3.89% 3.94% 4.00% 4.03% 4.06% 1600 3.75% 3.84% 3.90% 3.96% 3.98% 4.00% 1715 3.74% 3.81% 3.86% 3.93% 3.97% 3.99% (Closing Nov 24) 1715 3.35% 3.46% 3.53% 3.63% 3.69% 3.74% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.4600/68.4700 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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