RPT-India fwd/annualised dlr premia-(close)-Nov 29

Source : REUTERS
Last Updated: Wed, Nov 30, 2016 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.00/03.00 00.50/01.50 00.50/01.50 02.66% 02.66% 02.66% (Nov 28) 1000 00.50/02.50 00.25/01.25 00.25/01.25 01.33% 01.33% 01.33% --------------------------------------------------------------- TIME DEC JAN FEB MAR --------------------------------------------------------------- 1000 17.00/19.00 40.00/43.00 59.50/62.50 81.00/84.00 1100 15.00/17.00 37.00/40.00 55.50/58.50 76.00/79.00 1200 14.50/16.50 37.00/40.00 55.50/58.50 76.00/79.00 1300 15.50/17.50 37.00/40.00 55.50/58.50 75.50/78.50 1400 14.50/16.50 36.50/38.50 55.00/57.00 75.50/77.50 1500 14.00/16.00 35.50/38.50 54.00/57.00 74.00/77.00 1600 15.00/17.00 36.50/39.50 55.00/58.00 75.00/78.00 1715 15.50/17.50 37.50/40.50 56.50/59.50 77.00/80.00 (Closing Nov 28) 1715 16.00/18.00 39.00/41.00 57.50/59.50 78.00/80.00 ---------------------------------------------------------------- TIME APR MAY JUN JUL ---------------------------------------------------------------- 1000 106.50/109.50 131.00/134.00 155.00/158.00 180.25/183.25 1100 100.00/103.00 124.50/127.50 147.50/150.50 171.50/174.50 1200 100.00/103.00 123.00/126.00 146.50/149.50 171.00/174.00 1300 99.50/102.50 123.00/126.00 146.00/149.00 170.00/173.00 1400 98.50/101.50 122.00/125.00 145.00/148.00 169.00/172.00 1500 98.00/101.00 122.00/125.00 145.00/148.00 168.50/171.50 1600 99.00/102.00 123.00/126.00 146.50/149.50 171.00/174.00 1715 101.50/104.50 126.00/129.00 150.00/153.00 174.50/177.50 (Closing Nov 28) 1715 103.00/105.00 128.00/130.00 152.00/154.00 177.00/179.00 --------------------------------------------------------------- TIME AUG SEP OCT NOV --------------------------------------------------------------- 1000 205.50/207.50 229.50/232.50 255.00/258.00 280.00/283.00 1100 195.50/198.50 219.00/222.00 244.00/247.00 268.00/271.00 1200 195.50/198.50 219.00/222.00 244.00/247.00 268.00/271.00 1300 194.00/197.00 217.50/220.50 243.00/246.00 267.00/270.00 1400 193.00/196.00 216.50/219.50 241.00/244.00 265.00/268.00 1500 192.00/195.00 215.50/218.50 240.50/243.50 264.50/267.50 1600 195.00/198.00 218.50/221.50 244.00/247.00 268.00/271.00 1715 199.00/202.00 223.00/226.00 248.50/251.50 272.50/275.50 (Closing Nov 28) 1715 201.50/203.50 226.00/228.00 251.50/253.50 276.00/278.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 3.37% 3.62% 3.64% 3.68% 3.88% 3.89% 1100 3.03% 3.36% 3.41% 3.46% 3.65% 3.70% 1200 2.96% 3.36% 3.41% 3.46% 3.65% 3.66% 1300 3.10% 3.36% 3.40% 3.44% 3.63% 3.66% 1400 2.94% 3.27% 3.35% 3.41% 3.60% 3.63% 1500 2.86% 3.23% 3.32% 3.37% 3.58% 3.63% 1600 3.02% 3.31% 3.38% 3.42% 3.62% 3.66% 1715 3.11% 3.40% 3.47% 3.51% 3.71% 3.75% (Closing Nov 28) 1715 3.01% 3.42% 3.45% 3.47% 3.70% 3.76% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 3.95% 3.99% 4.03% 4.07% 4.08% 4.11% 1100 3.76% 3.80% 3.84% 3.89% 3.91% 3.94% 1200 3.74% 3.79% 3.84% 3.88% 3.91% 3.94% 1300 3.72% 3.77% 3.81% 3.86% 3.89% 3.93% 1400 3.70% 3.75% 3.79% 3.84% 3.86% 3.90% 1500 3.70% 3.74% 3.77% 3.82% 3.85% 3.89% 1600 3.74% 3.79% 3.83% 3.88% 3.91% 3.94% 1715 3.82% 3.87% 3.91% 3.96% 3.98% 4.01% (Closing Nov 28) 1715 3.83% 3.89% 3.92% 3.98% 4.00% 4.03% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.6500/68.6600 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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