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

RPT-India fwd/annualised dlr premia-Nov 17

            Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
            Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005      00.50/02.00       00.25/01.00        00.25/01.00
             01.23%           01.23%             01.23%     
                              (Nov 13)    
1000      02.25/04.25       01.75/03.25        00.50/01.00
             02.20%           02.14%             02.44%      
------------------------------------------------------------------    
 TIME       NOV            DEC           JAN            FEB 
------------------------------------------------------------------
 1005   05.00/06.00    28.25/29.25    49.75/51.25   70.25/71.75
 1100   05.00/06.00    28.00/29.00    49.50/51.00   70.00/71.50
 1200   05.00/06.00    28.25/29.25    49.75/51.25   70.25/71.75
 1300   05.00/06.00    28.25/29.25    49.75/51.25   70.25/71.75
 1400   04.50/06.50    27.75/29.75    49.50/51.50   70.25/72.25
 1500   05.25/06.25    28.25/29.25    49.75/51.25   70.25/71.75
 1545   04.50/06.50    27.75/29.75    49.50/51.50   70.25/72.25
                             (Nov 13)    
 1545   05.00/07.00    28.50/30.50    49.75/51.75   70.50/72.50
------------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
------------------------------------------------------------------
 1005  96.25/97.75   134.25/135.75  158.25/159.75  186.00/187.50
 1100  96.00/97.50   134.00/135.50  158.00/159.50  185.50/187.00
 1200  96.50/98.00   135.00/136.50  159.00/160.50  186.50/188.00
 1300  96.50/98.00   135.00/136.50  159.00/160.50  186.50/188.00
 1400  96.75/98.75   135.50/137.50  159.25/161.25  187.00/189.00
 1500  96.75/98.25   135.50/137.00  159.50/161.00  187.00/188.50
 1545  96.75/98.75   135.25/137.25  159.00/161.00  186.75/188.75
                             (Nov 13)    
 1545  96.50/98.50   134.50/136.50  158.25/160.25  186.00/188.00
------------------------------------------------------------------
 TIME       JUL             AUG          SEP             OCT
------------------------------------------------------------------
 1005 211.50/213.00  239.00/240.50  264.00/265.50  289.00/290.50
 1100 211.50/213.00  238.50/240.00  263.50/265.00  288.50/290.00
 1200 212.50/214.00  240.00/241.50  265.00/266.50  290.00/291.50
 1300 212.50/214.00  240.00/241.50  265.00/266.50  290.00/291.50
 1400 213.00/215.00  240.50/242.50  265.50/267.50  290.00/292.00
 1500 213.00/214.50  240.50/242.00  265.50/267.00  290.50/292.00
 1545 212.75/214.75  240.00/242.00  265.25/267.25  290.00/292.00
                             (Nov 13)    
 1545 211.75/213.75  239.00/241.00  264.25/266.25  289.00/291.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.36%    3.46%    3.51%       3.58%     3.93%   4.10%
 1100   3.33%    3.43%    3.50%       3.56%     3.92%   4.09%
 1200   3.35%    3.45%    3.51%       3.58%     3.94%   4.11%
 1300   3.35%    3.45%    3.51%       3.58%     3.94%   4.11%
 1400   3.35%    3.45%    3.52%       3.60%     3.97%   4.13%
 1500   3.37%    3.46%    3.51%       3.59%     3.96%   4.13%
 1545   3.36%    3.46%    3.52%       3.60%     3.96%   4.13%
                             (Nov 13)    
 1545   3.35%    3.43%    3.49%       3.56%     3.91%   4.08%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.11%    4.11%    4.12%       4.12%     4.13%   4.13%
 1100   4.09%    4.10%    4.11%       4.11%     4.12%   4.12%
 1200   4.11%    4.12%    4.13%       4.13%     4.13%   4.13%
 1300   4.11%    4.12%    4.13%       4.13%     4.13%   4.13%
 1400   4.13%    4.14%    4.15%       4.14%     4.14%   4.14%
 1500   4.13%    4.14%    4.15%       4.15%     4.15%   4.15%
 1545   4.13%    4.14%    4.14%       4.14%     4.15%   4.14%
                             (Nov 13)    
 1545   4.08%    4.09%    4.10%       4.11%     4.11%   4.11%
------------------------------------------------------------------
      (CONVERSION RATE - $1 = 74.4625/74.4725 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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