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Tata Steel Ltd. Spot Prices 24-Dec Futures Prices Date Close Close t Cost of Carry(% e^(rt) 31 01/Dec 461.15 463.85 23 9.291516011484 1.005224835 28 28/Nov 473.35 475.3 26 5.783247068765 1.005908345 27 27/Nov 460.2 462.95 27 8.078210761827 1.006136285 26 26/Nov 466.25 468.2 28 5.451934124856 1.006364276 25 25/Nov 464.45 466.5 29 5.555328698015 1.006592319 24 24/Nov 476.6 480.6 30 10.21121835222 1.006820414 21 21/Nov 462.9 466.35 33 8.24348475029 1.007505009 20 20/Nov 466.6 470.65 34 9.318032828219 1.00773331 19 19/Nov 471 475.2 35 9.299363057325 1.007961664 18 18/Nov 486.4 491.25 36 10.10970623173 1.008190069 17 17/Nov 480.1 484.1 37 8.219008427298 1.008418526 14 14/Nov 478.15 483.3 40 9.828244274809 1.009104207 13 13/Nov 471.25 474.7 41 6.517435466132 1.009332871 12 12/Nov 468.35 471.75 42 6.308875637369 1.009561587 11 11/Nov 480.3 484.05 43 6.627398573566 1.009790355 10 10/Nov 470.85 475.1 44 7.487667371388 1.010019174 7 07/Nov 471.4 477 47 9.225575244406 1.010705944 5 05/Nov 478.1 482.7 49 7.166974717099 1.01116405 3 03/Nov 489.15 495.6 51 9.437138854315 1.011622363

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Cost of Carry

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24Dec FuturesTata Steel Ltd.Spot Prices24-Dec Futures PricesDateCloseClosetCost of Carry(%)e^(rt)So*e^(rt)rtSo+So*rt%diff30Days in Nov3101/Dec461.15463.85239.2915160111.005224835463.560.0052112329463.55O0.06524Days left after Nov2828/Nov473.35475.3265.7832470691.005908345476.150.0058909589476.14U-0.1778.27T-bills yield in Nov2727/Nov460.2462.95278.0782107621.006136285463.020.0061175342463.02U-0.0152626/Nov466.25468.2285.4519341251.006364276469.220.0063441096469.21U-0.2162525/Nov464.45466.5295.5553286981.006592319467.510.0065706849467.5U-0.2142424/Nov476.6480.63010.211218351.006820414479.850.0067972603479.84O0.1582121/Nov462.9466.35338.243484751.007505009466.370.0074769863466.36U-0.0022020/Nov466.6470.65349.3180328281.00773331470.210.0077035616470.19O0.0981919/Nov471475.2359.2993630571.007961664474.750.007930137474.74O0.0971818/Nov486.4491.253610.109706231.008190069490.380.0081567123490.37O0.1791717/Nov480.1484.1378.2190084271.008418526484.140.0083832877484.12U-0.0041414/Nov478.15483.3409.8282442751.009104207482.50.0090630137482.48O0.171313/Nov471.25474.7416.5174354661.009332871475.650.009289589475.63U-0.1961212/Nov468.35471.75426.3088756371.009561587472.830.0095161644472.81U-0.2251111/Nov480.3484.05436.6273985741.0097903554850.0097427397484.98U-0.1921010/Nov470.85475.1447.4876673711.010019174475.570.0099693151475.54U-0.093707/Nov471.4477479.2255752441.010705944476.450.0106490411476.42O0.122505/Nov478.1482.7497.1669747171.01116405483.440.0111021918483.41U-0.147303/Nov489.15495.6519.4371388541.011622363494.840.0115553425494.8O0.161

29Jan FuturesTata Steel Ltd.Spot Prices29-Jan Futures PricesDateCloseClosetCost of Carry(%)e^(rt)So*e^(rt)rtSo+So*rt%diff30Days in Nov3101/Dec461.15466.7597.4454615121.013457696467.360.0133679452467.31U-0.13160Days left after Nov2828/Nov473.35476.95624.4773525691.014146803480.050.0140476712480U-0.6398.27T-bills yield in Nov2727/Nov460.2466.05637.3648103311.01437661466.820.0142742466466.77U-0.1542626/Nov466.25471.25646.1159517431.014606469473.060.0145008219473.01U-0.3732525/Nov464.45469.25655.803390281.01483638471.340.0147273973471.29U-0.4352424/Nov476.6483.5668.0065234811.015066343483.780.0149539726483.73U-0.0482121/Nov462.9469696.9708610811.015756544470.190.0156336986470.14U-0.2432020/Nov466.6474.05708.325424041.015986716474.060.015860274474O0.0111919/Nov471478.5718.1860590291.016216939478.640.0160868493478.58U-0.0171818/Nov486.4493.7727.6083356181.016447215494.40.0163134247494.33U-0.1281717/Nov480.1488.1738.3315975841.016677543488.110.01654488.04O0.0121414/Nov478.15485.8767.6838087591.01736884486.450.017219726486.38U-0.1191313/Nov471.25476.95775.7335767681.017599377479.540.0174463014479.47U-0.5281212/Nov468.35475.35786.9940024031.017829966476.70.0176728767476.63U-0.2691111/Nov480.3485794.5211721581.018060607488.970.0178994521488.9U-0.8041010/Nov470.85479.3808.1879844961.018291301479.460.0181260274479.38U-0.017707/Nov471.4480838.0227571291.018983695480.350.0188057534480.27U-0.056505/Nov478.1499.28518.951240821.019445553487.40.0192589041487.31O2.382303/Nov489.15499.2878.6198084641.01990762498.890.0197120548498.79O0.082

Index Futures-24DecCNX NIFTYSpot Prices24-Dec Futures PricesDateCloseClosetCost of Carry(%)e^(rt)So*e^(rt)rtSo+So*rt%diff30Days in Nov3101/Dec8555.98595.9237.4192382881.0052248358600.60.00521123298600.49U-0.05324Days left after Nov2828/Nov8588.258638.35268.1894090541.0059083458638.990.00589095898638.84U-0.0068.27T-bills yield in Nov2727/Nov8494.28547.05278.4110770141.0061362858546.320.00611753428546.16O0.012626/Nov8475.758531.3288.5435970691.0063642768529.690.00634410968529.52O0.0212525/Nov8463.18516.1297.8820877161.0065923198518.890.00657068498518.71U-0.0312424/Nov8530.158583.4307.5951184911.0068204148588.330.00679726038588.13U-0.0552121/Nov8477.358541.25338.337189421.0075050098540.970.00747698638540.74O0.0062020/Nov8401.98467.65348.4010234381.007733318466.870.00770356168466.62O0.0121919/Nov8382.38456.55359.237577141.0079616648449.040.0079301378448.77O0.0921818/Nov8425.98498.4368.7239279421.0081900698494.910.00815671238494.63O0.0441717/Nov8430.758500.85378.2024378261.0084185268501.720.00838328778501.43U-0.0071414/Nov8389.98464.2408.0809961981.0091042078466.280.00906301378465.94U-0.0211313/Nov8357.858426.95417.3602485881.0093328718435.850.0092895898435.49U-0.1011212/Nov8383.38469.85428.972131671.0095615878463.460.00951616448463.08O0.081111/Nov8362.658446.4438.500907761.0097903558444.520.00974273978444.13O0.0271010/Nov8344.258429.7448.4950306011.0100191748427.850.00996931518427.44O0.027707/Nov83378440.6479.6503921251.0107059448426.260.01064904118425.78O0.176505/Nov8338.38432.55498.4197777311.011164058431.390.01110219188430.87O0.02303/Nov8324.158412.9517.6304675991.0116223638420.90.01155534258420.34U-0.088

Index Futures-29JanCNX NIFTYSpot Prices29-Jan Futures PricesDateCloseClosetCost of Carry(%)e^(rt)So*e^(rt)rtSo+So*rt%diff30Days in Nov3101/Dec8555.98648.95596.7280859421.0134576968671.040.01336794528670.27U-0.24760Days left after Nov2828/Nov8588.258689.9626.9679316171.0141468038709.750.01404767128708.89U-0.2198.27T-bills yield in Nov2727/Nov8494.28598.55637.1174149461.014376618616.320.01427424668615.45U-0.1972626/Nov8475.758583.25647.2334122351.0146064698599.550.01450082198598.66U-0.182525/Nov8463.18566.3656.8474636041.014836388588.660.01472739738587.74U-0.252424/Nov8530.158634.75666.7814715681.0150663438658.670.01495397268657.71U-0.2662121/Nov8477.358596697.4037441461.0157565448610.920.01563369868609.88U-0.1612020/Nov8401.98520.95707.3883373321.0159867168536.220.0158602748535.16U-0.1671919/Nov8382.38508.4717.7336836361.0162169398518.240.01608684938517.14U-0.1031818/Nov8425.98552.65727.6259163221.0164472158564.480.01631342478563.36U-0.1251717/Nov8430.758552.4737.2146606171.0166775438571.350.016548570.19U-0.2081414/Nov8389.98515.7767.2011710821.017368848535.620.0172197268534.37U-0.2191313/Nov8357.858481.2776.9959503821.0175993778504.940.01744630148503.66U-0.2651212/Nov8383.38519.35787.594195971.0178299668532.770.01767287678531.46U-0.1421111/Nov8362.658497.1797.4281841041.0180606078513.680.01789945218512.34U-0.1791010/Nov8344.258485.4807.7178521141.0182913018496.880.01812602748495.5U-0.119707/Nov83378486.75837.8989943221.0189836958495.270.01880575348493.78U-0.083505/Nov8338.38488.6857.7402573951.0194455538500.440.01925890418498.89U-0.121303/Nov8324.158463.1877.0031312441.019907628489.860.01971205488488.24U-0.297


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