India fwd/annualised dlr premia-(opening)-Nov 14

India fwd/annualised dlr premia-(opening)-Nov 14

Last Updated: Tue, Nov 14, 2017 10:20 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.00/02.50 00.50/01.25 00.50/01.25 02.79% 02.79% 02.79% (Nov 13) 1000 01.00/02.50 00.50/01.25 00.50/01.25 02.80% 02.80% 02.80% --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 10.75/12.25 33.50/35.50 58.50/60.50 80.50/82.50 (Closing Nov 13) 1715 11.50/13.00 34.00/36.00 58.75/60.75 81.25/83.25 ---------------------------------------------------------------- TIME MAR APR MAY JUN ---------------------------------------------------------------- 1000 103.00/105.00 130.75/132.75 157.50/159.50 180.00/182.00 (Closing Nov 13) 1715 104.00/106.00 131.50/133.50 158.25/160.25 180.25/182.25 ---------------------------------------------------------------- TIME JUL AUG SEP OCT ---------------------------------------------------------------- 1000 204.00/206.00 227.00/229.00 247.50/249.50 271.00/273.00 (Closing Nov 13) 1715 204.00/206.00 227.00/229.00 247.50/249.50 271.00/273.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.50% 4.41% 4.37% 4.39% 4.50% 4.53% (Closing Nov 13) 1715 4.47% 4.36% 4.35% 4.39% 4.49% 4.52% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.50% 4.47% 4.44% 4.40% 4.37% 4.33% (Closing Nov 13) 1715 4.49% 4.45% 4.42% 4.38% 4.35% 4.32% --------------------------------------------------------------- (CONVERSION RATE - $1 = 65.3700/65.3800 rupees) Note: Figures in brackets indicate negative values. Premiums have been given in paise and annualised premiums 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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