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

RPT-India fwd/annualised dlr premia-Nov 13

            Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
            Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000      02.25/04.25       01.75/03.25        00.50/01.00
             02.20%           02.14%             02.44%     
                              (Nov 12)    
1010      02.25/04.25       00.50/01.00        01.75/03.25
             02.21%           02.45%             02.15%      
------------------------------------------------------------------    
 TIME       NOV            DEC           JAN            FEB 
------------------------------------------------------------------
 1000   05.00/07.00    28.50/30.50    49.75/51.75   70.25/72.25
 1100   05.00/07.00    28.50/30.50    49.75/51.75   70.25/72.25
 1200   05.50/06.50    28.75/29.75    50.25/51.75   70.50/72.00
 1300   05.00/07.00    28.50/30.50    49.75/51.75   70.00/72.00
 1400   05.00/07.00    28.50/30.50    49.75/51.75   70.00/72.00
 1500   05.50/07.50    29.00/31.00    50.25/52.25   71.00/73.00
 1545   05.00/07.00    28.50/30.50    49.75/51.75   70.50/72.50
                              (Nov 12)    
 1545   05.75/07.75    29.25/31.25    50.50/52.50   71.00/73.00
------------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
------------------------------------------------------------------
 1000  96.25/98.25   133.75/135.75  157.25/159.25  185.00/187.00
 1100  96.25/98.25   133.75/135.75  157.00/159.00  184.50/186.50
 1200  96.50/98.00   133.50/135.00  157.00/158.50  184.50/186.00
 1300  95.50/97.50   132.75/134.75  156.00/158.00  183.50/185.50
 1400  95.50/97.50   132.75/134.75  156.00/158.00  183.50/185.50
 1500  97.00/99.00   135.00/137.00  158.50/160.50  186.50/188.50
 1545  96.50/98.50   134.50/136.50  158.25/160.25  186.00/188.00
                              (Nov 12)    
 1545   97.25/99.25   134.50/136.50  158.00/160.00  185.75/187.75
------------------------------------------------------------------
 TIME       JUL             AUG          SEP             OCT
------------------------------------------------------------------
 1000 210.50/212.50  237.50/239.50  262.50/264.50  287.00/289.00
 1100 210.00/212.00  237.00/239.00  262.00/264.00  286.50/288.50
 1200 210.00/211.50  237.00/238.50  262.00/263.50  286.50/288.00
 1300 209.00/211.00  236.00/238.00  261.25/263.25  286.00/288.00
 1400 209.00/211.00  236.00/238.00  261.25/263.25  286.00/288.00
 1500 212.25/214.25  239.50/241.50  264.75/266.75  289.50/291.50
 1545 211.75/213.75  239.00/241.00  264.25/266.25  289.00/291.00
                              (Nov 12)    
 1545 211.50/213.50  238.75/240.75  263.75/265.75  288.50/290.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1000   3.34%    3.42%    3.48%       3.55%     3.89%   4.05%
 1100   3.34%    3.42%    3.47%       3.54%     3.89%   4.04%
 1200   3.32%    3.43%    3.48%       3.54%     3.88%   4.03%
 1300   3.35%    3.43%    3.47%       3.53%     3.87%   4.03%
 1400   3.35%    3.43%    3.47%       3.53%     3.87%   4.02%
 1500   3.43%    3.46%    3.51%       3.58%     3.93%   4.08%
 1545   3.35%    3.43%    3.49%       3.56%     3.91%   4.08%
                              (Nov 12)    
 1545   3.35%    3.43%    3.48%       3.55%     3.89%   4.05%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1000   4.06%    4.07%    4.08%       4.08%     4.08%   4.08%
 1100   4.04%    4.05%    4.06%       4.07%     4.07%   4.07%
 1200   4.04%    4.05%    4.06%       4.06%     4.07%   4.07%
 1300   4.03%    4.05%    4.06%       4.06%     4.07%   4.07%
 1400   4.03%    4.04%    4.05%       4.06%     4.07%   4.07%
 1500   4.09%    4.10%    4.11%       4.11%     4.12%   4.11%
 1545   4.08%    4.09%    4.10%       4.11%     4.11%   4.11%
                              (Nov 12)    
 1545   4.05%    4.07%    4.08%       4.08%     4.09%   4.09%
------------------------------------------------------------------
      (CONVERSION RATE - $1 = 74.6000/74.6100 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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