RPT-India fwd/annualised dlr premia-(close)-Nov 30

Source : REUTERS
Last Updated: Thu, Dec 01, 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 29) 1000 01.00/03.00 00.50/01.50 00.50/01.50 02.66% 02.66% 02.66% --------------------------------------------------------------- TIME DEC JAN FEB MAR --------------------------------------------------------------- 1000 15.50/17.50 37.50/40.50 56.00/59.00 77.00/80.00 1100 16.00/18.00 39.00/42.00 58.00/61.00 79.00/82.00 1200 16.00/18.00 39.50/42.50 58.50/61.50 80.00/83.00 1300 16.00/18.00 39.50/42.50 58.50/61.50 80.00/83.00 1400 16.50/18.50 40.50/43.50 60.00/63.00 82.00/85.00 1500 16.50/18.50 41.00/44.00 60.50/63.50 82.50/85.50 1600 17.00/19.00 41.00/44.00 61.50/64.50 84.00/87.00 1715 17.00/19.00 42.00/44.00 61.50/63.50 83.50/85.50 (Closing Nov 29) 1715 15.50/17.50 37.50/40.50 56.50/59.50 77.00/80.00 ---------------------------------------------------------------- TIME APR MAY JUN JUL ---------------------------------------------------------------- 1000 101.50/104.50 125.50/128.50 148.50/151.50 172.50/175.50 1100 103.50/106.50 128.00/131.00 151.50/154.50 176.00/179.00 1200 105.00/108.00 130.00/133.00 153.50/156.50 178.00/181.00 1300 105.00/108.00 130.00/133.00 153.50/156.50 178.00/181.00 1400 107.00/110.00 132.00/135.00 156.00/159.00 180.50/183.50 1500 107.50/110.50 132.50/135.50 156.50/159.50 181.50/184.50 1600 109.00/112.00 133.50/136.50 157.50/160.50 182.50/185.50 1715 108.50/110.50 133.50/135.50 157.50/159.50 182.50/184.50 (Closing Nov 29) 1715 101.50/104.50 126.00/129.00 150.00/153.00 174.50/177.50 --------------------------------------------------------------- TIME AUG SEP OCT NOV --------------------------------------------------------------- 1000 196.50/199.50 220.50/223.50 246.00/249.00 270.00/273.00 1100 200.50/203.50 224.50/227.50 250.00/253.00 274.00/277.00 1200 202.50/205.50 226.50/229.50 252.00/255.00 276.00/279.00 1300 202.50/205.50 226.50/229.50 252.00/255.00 276.00/279.00 1400 205.00/208.00 229.50/232.50 255.00/258.00 279.00/282.00 1500 206.00/209.00 230.50/233.50 256.00/259.00 280.00/283.00 1600 207.50/210.50 231.50/234.50 257.00/260.00 281.00/284.00 1715 207.00/209.00 231.50/233.50 257.00/259.00 281.00/283.00 (Closing Nov 29) 1715 199.00/202.00 223.00/226.00 248.50/251.50 272.50/275.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 3.21% 3.46% 3.48% 3.54% 3.73% 3.76% 1100 3.32% 3.59% 3.60% 3.63% 3.80% 3.83% 1200 3.33% 3.64% 3.63% 3.68% 3.86% 3.89% 1300 3.33% 3.64% 3.64% 3.68% 3.87% 3.90% 1400 3.43% 3.73% 3.73% 3.77% 3.94% 3.96% 1500 3.44% 3.77% 3.76% 3.79% 3.95% 3.97% 1600 3.51% 3.78% 3.82% 3.85% 4.00% 4.00% 1715 3.52% 3.82% 3.79% 3.81% 3.98% 3.99% (Closing Nov 29) 1715 3.11% 3.40% 3.47% 3.51% 3.71% 3.75% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 3.80% 3.84% 3.88% 3.93% 3.95% 3.98% 1100 3.88% 3.92% 3.96% 4.00% 4.02% 4.04% 1200 3.94% 3.97% 4.00% 4.04% 4.06% 4.08% 1300 3.94% 3.97% 4.01% 4.04% 4.06% 4.08% 1400 4.00% 4.03% 4.06% 4.09% 4.11% 4.13% 1500 4.01% 4.05% 4.07% 4.11% 4.12% 4.14% 1600 4.04% 4.07% 4.10% 4.13% 4.14% 4.15% 1715 4.03% 4.07% 4.09% 4.12% 4.14% 4.15% (Closing Nov 29) 1715 3.82% 3.87% 3.91% 3.96% 3.98% 4.01% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.3775/68.3875 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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