for-phone-onlyfor-tablet-portrait-upfor-tablet-landscape-upfor-desktop-upfor-wide-desktop-up

RPT-India fwd/annualised dlr premia-Oct 16

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005      02.00/04.00       01.50/03.00        00.50/01.00
             02.49%            02.49%             02.49%      
                               (Oct 15)    
1010       01.75/03.50       00.25/01.25        01.50/02.50
              02.18%            01.25%             02.49%      
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC                JAN 
------------------------------------------------------------------
 1005   05.50/06.50    26.25/27.25    51.00/52.00   74.00/75.50
 1100   05.00/07.00    25.50/27.50    50.50/52.50   73.25/75.25
 1200   04.75/06.75    25.25/27.25    50.25/52.25   72.75/74.75
 1300   04.75/06.75    25.00/27.00    50.00/52.00   72.50/74.50
 1415   04.75/06.75    25.00/27.00    50.00/52.00   72.50/74.50
                            (Oct 15)    
 1415   05.50/07.50    26.00/28.00    50.75/52.75   73.25/75.25
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1005  95.00/96.50  121.25/122.75  157.00/158.50  181.00/182.50
 1100  95.00/97.00  121.25/123.25  157.00/159.00  180.00/182.00
 1200  94.25/96.25  120.50/122.50  156.25/158.25  179.50/181.50
 1300  94.00/96.00  120.25/122.25  156.00/158.00  179.00/181.00
 1415  94.00/96.00  120.25/122.25  156.00/158.00  179.00/181.00
                            (Oct 15)    
 1415  95.25/97.25  121.75/123.75  157.75/159.75  181.00/183.00
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1005 208.50/210.00  233.50/235.00  260.50/262.00  285.50/287.00
 1100 207.50/209.50  232.75/234.75  259.50/261.50  284.50/286.50
 1200 207.00/209.00  232.25/234.25  259.00/261.00  284.00/286.00
 1300 206.50/208.50  231.75/233.75  258.50/260.50  283.50/285.50
 1415 206.50/208.50  231.75/233.75  258.50/260.50  283.50/285.50
                            (Oct 15)    
 1415 208.50/210.50  233.75/235.75  260.50/262.50  285.50/287.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.49%    3.55%    3.65%       3.69%     3.73%   3.98%
 1100   3.46%    3.54%    3.64%       3.70%     3.74%   4.00%
 1200   3.42%    3.52%    3.61%       3.67%     3.72%   3.97%
 1300   3.39%    3.50%    3.60%       3.66%     3.71%   3.97%
 1415   3.39%    3.50%    3.60%       3.66%     3.71%   3.97%
                             (Oct 15)    
 1415   3.42%    3.51%    3.59%       3.68%     3.73%   3.98%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.10%    4.11%    4.11%       4.12%     4.12%   4.13%
 1100   4.10%    4.10%    4.11%       4.11%     4.12%   4.13%
 1200   4.08%    4.09%    4.10%       4.10%     4.11%   4.12%
 1300   4.07%    4.08%    4.09%       4.10%     4.10%   4.11%
 1415   4.07%    4.08%    4.09%       4.10%     4.10%   4.11%
                            (Oct 15)    
 1415   4.09%    4.10%    4.11%       4.11%     4.12%   4.13%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.3400/73.3500 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 Bank Of Baroda,Canara Bank,
ICICI Bank, Credit Agricole CIB, HDFC bank, Indusind Bank, Bank of India, Union Bank of India,
Axis Bank,State Bank Of India.
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail: rru.data@refinitiv.com


 (Created by Aditi Mankar)
  
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