RPT-India fwd/annualised dlr premia-(close)-Dec 1

RPT-India fwd/annualised dlr premia-(close)-Dec 1

Last Updated: Fri, Dec 02, 2016 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 02.00/06.00 00.50/01.50 01.50/04.50 02.67% 02.67% 02.67% (Nov 30) 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 14.50/16.50 39.50/41.50 59.00/61.00 81.00/83.00 1100 15.50/17.50 40.50/42.50 60.50/62.50 82.50/84.50 1200 15.00/17.00 40.00/42.00 59.50/61.50 81.50/83.50 1300 15.50/17.50 40.50/42.50 60.00/62.00 82.00/84.00 1400 15.50/17.50 41.00/43.00 60.50/62.50 82.50/84.50 1500 16.00/18.00 41.50/43.50 61.50/63.50 83.50/85.50 1600 16.00/18.00 41.50/43.50 61.50/63.50 83.50/85.50 1715 15.50/17.50 41.00/43.00 60.50/62.50 82.50/84.50 (Closing Nov 30) 1715 17.00/19.00 42.00/44.00 61.50/63.50 83.50/85.50 ---------------------------------------------------------------- TIME APR MAY JUN JUL ---------------------------------------------------------------- 1000 106.50/108.50 131.50/133.50 155.50/157.50 180.50/182.50 1100 107.50/109.50 132.00/134.00 156.00/158.00 180.50/182.50 1200 106.00/108.00 131.00/133.00 154.50/156.50 179.00/181.00 1300 107.00/109.00 132.00/134.00 155.50/157.50 180.00/182.00 1400 107.50/109.50 132.50/134.50 156.00/158.00 180.50/182.50 1500 109.00/111.00 134.00/136.00 158.00/160.00 182.50/184.50 1600 109.50/111.50 134.50/136.50 158.00/160.00 182.50/184.50 1715 107.50/109.50 132.00/134.00 155.50/157.50 180.00/182.00 (Closing Nov 30) 1715 108.50/110.50 133.50/135.50 157.50/159.50 182.50/184.50 --------------------------------------------------------------- TIME AUG SEP OCT NOV --------------------------------------------------------------- 1000 205.00/207.00 229.00/231.00 254.50/256.50 278.50/280.50 1100 205.00/207.00 229.50/231.50 255.00/257.00 279.50/281.50 1200 203.50/205.50 227.50/229.50 253.00/255.00 277.50/279.50 1300 205.00/207.00 229.00/231.00 254.50/256.50 279.00/281.00 1400 205.50/207.50 229.50/231.50 255.00/257.00 279.50/281.50 1500 207.50/209.50 231.50/233.50 257.00/259.00 281.50/283.50 1600 207.50/209.50 231.50/233.50 257.00/259.00 281.50/283.50 1715 204.50/206.50 228.50/230.50 254.00/256.00 278.00/280.00 (Closing Nov 30) 1715 207.00/209.00 231.50/233.50 257.00/259.00 281.00/283.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 3.48% 3.78% 3.77% 3.83% 3.99% 4.00% 1100 3.65% 3.88% 3.86% 3.89% 4.02% 4.02% 1200 3.56% 3.83% 3.80% 3.84% 3.97% 3.99% 1300 3.65% 3.87% 3.83% 3.87% 4.01% 4.02% 1400 3.67% 3.92% 3.86% 3.89% 4.03% 4.03% 1500 3.75% 3.97% 3.92% 3.94% 4.08% 4.08% 1600 3.75% 3.97% 3.92% 3.94% 4.09% 4.09% 1715 3.67% 3.91% 3.86% 3.89% 4.02% 4.02% (Closing Nov 30) 1715 3.52% 3.82% 3.79% 3.81% 3.98% 3.99% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.04% 4.07% 4.09% 4.12% 4.13% 4.15% 1100 4.06% 4.08% 4.10% 4.13% 4.15% 4.17% 1200 4.02% 4.04% 4.07% 4.10% 4.11% 4.13% 1300 4.04% 4.07% 4.09% 4.12% 4.14% 4.16% 1400 4.06% 4.08% 4.11% 4.13% 4.15% 4.17% 1500 4.11% 4.12% 4.15% 4.17% 4.18% 4.20% 1600 4.10% 4.12% 4.14% 4.17% 4.18% 4.19% 1715 4.04% 4.07% 4.09% 4.12% 4.13% 4.14% (Closing Nov 30) 1715 4.03% 4.07% 4.09% 4.12% 4.14% 4.15% --------------------------------------------------------------- (CONVERSION RATE - $1 = 68.3400/68.3500 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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