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

RPT-India fwd/annualised dlr premia-Sep 17

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        01.25/04.25       00.25/01.25        01.00/03.00
               01.55%            01.24%             01.65%
                                (Sep 16)    
1005        00.50/02.50       00.25/01.25        00.25/01.25
               01.24%            01.24%             01.24%
------------------------------------------------------------------    
 TIME       SEP            OCT           NOV            DEC 
------------------------------------------------------------------
 1005   05.25/07.25    28.25/30.25    51.25/53.25   79.00/81.00
 1100   05.50/06.50    28.75/29.75    51.25/52.25   78.25/79.75
 1200   05.25/07.25    28.25/30.25    51.00/53.00   78.50/80.50
 1300   05.00/07.00    28.00/30.00    51.00/53.00   78.50/80.50
 1415   05.00/07.00    28.00/30.00    50.75/52.75   78.00/80.00 
                               (Sep 16)   
 1415   07.75/09.75    30.75/32.75    53.50/55.50   81.50/83.50
------------------------------------------------------------------
 TIME      JAN            FEB            MAR           APR
------------------------------------------------------------------
 1005  103.25/105.25 126.25/128.25  153.75/155.75  192.25/194.25
 1100  102.50/104.00 124.50/126.00  151.50/153.00  190.00/191.50
 1200  102.00/104.00 124.75/126.75  151.75/153.75  189.75/191.75
 1300  102.25/104.25 125.00/127.00  152.00/154.00  190.00/192.00
 1415  101.75/103.75 124.25/126.25  151.25/153.25  189.50/191.50
                                (Sep 16)    
 1415  105.75/107.75 128.75/130.75  156.25/158.25  194.75/196.75
------------------------------------------------------------------
 TIME      MAY             JUN          JUL             AUG
------------------------------------------------------------------
 1005 216.25/218.25  244.25/246.25  270.00/272.00  297.50/299.50
 1100 214.00/215.50  241.50/243.00  267.00/268.50  294.50/296.00
 1200 213.25/215.25  241.00/243.00  266.75/268.75  294.00/296.00
 1300 213.75/215.75  241.50/243.50  267.25/269.25  294.50/296.50
 1415 213.50/215.50  241.00/243.00  266.75/268.75  294.00/296.00
                                (Sep 16)    
 1415 218.75/220.75  246.75/248.75  272.75/274.75  300.50/302.50
 ------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.78%    3.86%    3.91%       3.96%     3.98%   4.00%
 1100   3.77%    3.82%    3.86%       3.92%     3.93%   3.94%
 1200   3.78%    3.84%    3.89%       3.92%     3.94%   3.96%
 1300   3.74%    3.84%    3.89%       3.93%     3.95%   3.96%
 1415   3.74%    3.82%    3.87%       3.91%     3.93%   3.94%
                              (Sep 16)     
 1415   3.81%    3.86%    3.92%       3.97%     4.00%   4.02%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.25%    4.32%    4.31%       4.30%     4.30%   4.29%
 1100   4.20%    4.27%    4.26%       4.25%     4.25%   4.25%
 1200   4.20%    4.26%    4.25%       4.25%     4.25%   4.25%
 1300   4.21%    4.27%    4.26%       4.26%     4.26%   4.26%
 1415   4.19%    4.27%    4.26%       4.25%     4.25%   4.25%
                              (Sep 16)     
 1415   4.23%    4.33%    4.32%       4.31%     4.31%   4.31%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.6500/73.6600 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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