RPT-India fwd/annualised dlr premia-(close)-Nov 28

Last Updated: Tue, Nov 29, 2016 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 00.50/02.50 00.25/01.25 0.25/01.25 01.33% 01.33% 01.33% (Nov 25) 1000 -01.50/01.50 -01.00/01.00 -0.50/00.50 -02.00% -01.78% -02.67% --------------------------------------------------------------- TIME DEC JAN FEB MAR --------------------------------------------------------------- 1000 16.50/19.50 40.50/44.50 60.00/64.00 82.00/86.00 1100 18.00/20.00 41.50/44.50 61.00/65.00 82.50/86.50 1200 18.00/20.00 42.50/45.50 62.00/66.00 83.50/87.50 1300 18.00/20.00 42.00/45.00 61.50/65.50 83.00/87.00 1400 18.00/20.00 42.00/45.00 61.50/65.50 82.50/86.50 1500 18.00/20.00 42.00/45.00 61.00/65.00 82.00/86.00 1600 18.00/19.50 41.00/43.00 60.00/62.00 81.00/83.00 1715 16.00/18.00 39.00/41.00 57.50/59.50 78.00/80.00 (Closing Nov 25) 1715 11.00/14.00 33.50/36.50 52.25/55.25 72.00/76.00 ---------------------------------------------------------------- TIME APR MAY JUN JUL ---------------------------------------------------------------- 1000 109.00/113.00 136.00/140.00 161.00/165.00 186.75/190.75 1100 109.00/113.00 134.50/138.50 159.50/163.50 185.00/189.00 1200 109.50/113.50 135.50/139.50 160.00/164.00 185.50/189.50 1300 109.00/113.00 134.50/138.50 159.00/163.00 184.50/188.50 1400 108.50/112.50 134.00/138.00 158.50/162.50 184.00/188.00 1500 107.50/111.50 133.00/137.00 157.50/161.50 183.00/187.00 1600 106.00/108.00 131.00/133.00 155.00/157.00 180.00/182.00 1715 103.00/105.00 128.00/130.00 152.00/154.00 177.00/179.00 (Closing Nov 25) 1715 99.00/103.00 124.00/128.00 147.50/151.50 172.50/176.50 --------------------------------------------------------------- TIME AUG SEP OCT NOV --------------------------------------------------------------- 1000 212.50/216.50 237.50/241.50 264.00/268.00 289.00/293.00 1100 210.50/214.50 235.50/239.50 262.00/266.00 287.00/291.00 1200 211.00/215.00 235.50/239.50 261.00/265.00 286.00/290.00 1300 210.00/214.00 234.50/238.50 260.00/264.00 285.00/289.00 1400 209.50/213.50 234.00/238.00 259.50/263.50 284.50/288.50 1500 208.00/212.00 232.50/236.50 258.00/262.00 283.00/287.00 1600 205.00/207.00 229.50/231.50 255.00/257.00 280.00/282.00 1715 201.50/203.50 226.00/228.00 251.50/253.50 276.00/278.00 (Closing Nov 25) 1715 197.00/201.00 222.00/226.00 248.00/252.00 00.00/01.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 3.19% 3.65% 3.67% 3.69% 3.96% 4.03% 1100 3.37% 3.69% 3.72% 3.71% 3.96% 3.99% 1200 3.36% 3.77% 3.78% 3.75% 3.97% 4.01% 1300 3.36% 3.73% 3.75% 3.73% 3.96% 3.98% 1400 3.36% 3.73% 3.75% 3.71% 3.94% 3.97% 1500 3.36% 3.73% 3.72% 3.69% 3.90% 3.94% 1600 3.32% 3.60% 3.60% 3.60% 3.81% 3.85% 1715 3.01% 3.42% 3.45% 3.47% 3.70% 3.76% (Closing Nov 25) 1715 2.15% 2.95% 3.15% 3.23% 3.59% 3.67% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.09% 4.13% 4.17% 4.21% 4.23% 4.24% 1100 4.05% 4.09% 4.12% 4.17% 4.19% 4.21% 1200 4.06% 4.10% 4.13% 4.16% 4.17% 4.19% 1300 4.03% 4.07% 4.11% 4.14% 4.15% 4.17% 1400 4.02% 4.07% 4.10% 4.14% 4.15% 4.17% 1500 4.00% 4.04% 4.07% 4.11% 4.12% 4.15% 1600 3.91% 3.96% 3.99% 4.04% 4.06% 4.09% 1715 3.83% 3.89% 3.92% 3.98% 4.00% 4.03% (Closing Nov 25) 1715 3.74% 3.81% 3.86% 3.93% 3.97% 3.99% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.7600/68.7700 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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