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

RPT-India fwd/annualised dlr premia-Nov 11

            Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
            Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000          N/A               N/A            00.25/01.25
              N/A               N/A               01.23%     
                               (Nov 10)    
1000      00.50/02.00       00.50/02.00            N/A    
             01.23%            01.23%              N/A       
------------------------------------------------------------------    
 TIME       NOV            DEC           JAN                FEB 
------------------------------------------------------------------
 1000   09.00/10.00    32.50/33.50    54.00/55.50   74.00/75.50
 1100   08.25/10.25    31.75/33.75    53.25/55.25   73.75/75.75
 1200   08.25/10.25    31.75/33.75    53.25/55.25   73.75/75.75
 1300   08.50/10.50    32.00/34.00    53.50/55.50   74.00/76.00
 1400   08.50/10.50    32.00/34.00    53.50/55.50   74.25/76.25
 1500   08.25/10.25    31.75/33.75    53.25/55.25   74.00/76.00
 1545   08.25/10.25    31.75/33.75    53.25/55.25   74.00/76.00
                             (Nov 10)    
 1545   09.00/11.00    32.50/34.50    54.00/56.00   74.50/76.50
------------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
------------------------------------------------------------------
 1000   99.50/101.00 135.50/137.00  159.50/161.00  186.50/188.00
 1100   99.25/101.25 135.25/137.25  158.50/160.50  185.75/187.75
 1200   99.25/101.25 135.25/137.25  158.50/160.50  185.75/187.75
 1300   99.75/101.75 135.75/137.75  159.25/161.25  187.00/189.00
 1400  100.00/102.00 136.00/138.00  159.50/161.50  187.25/189.25
 1500  100.00/102.00 137.00/139.00  160.25/162.25  188.00/190.00
 1545  100.00/102.00 137.25/139.25  160.75/162.75  188.25/190.25
                             (Nov 10)    
 1545  100.25/102.25 136.25/138.25  159.75/161.75  187.00/189.00
------------------------------------------------------------------
 TIME      JUL             AUG          SEP             OCT
------------------------------------------------------------------
 1000 211.50/213.00  238.00/239.50  263.00/264.50  287.50/289.00
 1100 211.00/213.00  237.50/239.50  262.50/264.50  287.00/289.00
 1200 211.00/213.00  237.50/239.50  262.50/264.50  287.00/289.00
 1300 212.25/214.25  239.00/241.00  264.00/266.00  288.50/290.50
 1400 212.50/214.50  239.50/241.50  264.25/266.25  288.50/290.50
 1500 213.25/215.25  240.25/242.25  264.75/266.75  289.00/291.00
 1545 213.50/215.50  240.25/242.25  265.25/267.25  290.00/292.00
                             (Nov 10)    
 1545 212.00/214.00  238.75/240.75  263.75/265.75  288.00/290.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1000   3.37%    3.44%    3.50%       3.54%     3.80%   4.00%
 1100   3.33%    3.42%    3.49%       3.54%     3.80%   4.00%
 1200   3.33%    3.42%    3.49%       3.54%     3.80%   3.99%
 1300   3.37%    3.44%    3.50%       3.56%     3.81%   4.01%
 1400   3.37%    3.43%    3.51%       3.56%     3.82%   4.01%
 1500   3.33%    3.41%    3.49%       3.56%     3.83%   4.04%
 1545   3.32%    3.41%    3.49%       3.56%     3.84%   4.04%
                             (Nov 10)    
 1545   3.34%    3.42%    3.49%       3.54%     3.77%   4.00%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1000   4.02%    4.02%    4.03%       4.03%     4.04%   4.04%
 1100   4.01%    4.02%    4.03%       4.03%     4.04%   4.04%
 1200   4.00%    4.01%    4.03%       4.03%     4.04%   4.04%
 1300   4.03%    4.04%    4.05%       4.05%     4.06%   4.06%
 1400   4.03%    4.04%    4.05%       4.06%     4.06%   4.06%
 1500   4.05%    4.06%    4.07%       4.07%     4.07%   4.06%
 1545   4.05%    4.06%    4.07%       4.07%     4.07%   4.08%
                            (Nov 10)    
 1545   4.02%    4.03%    4.03%       4.04%     4.05%   4.05%    
------------------------------------------------------------------
      (CONVERSION RATE - $1 = 74.3800/74.3900 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)
  
for-phone-onlyfor-tablet-portrait-upfor-tablet-landscape-upfor-desktop-upfor-wide-desktop-up