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

RPT-India fwd/annualised dlr premia-Nov 18

            Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
            Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1015      00.50/02.50       00.25/01.25        00.25/01.25
             01.22%           01.22%             01.22%     
                              (Nov 17)    
1005      00.50/02.00       00.25/01.00        00.25/01.00
             01.23%           01.23%             01.23%     
------------------------------------------------------------------    
 TIME       NOV            DEC           JAN            FEB 
------------------------------------------------------------------
 1015   03.75/05.75    27.00/29.00    48.75/50.75   69.50/71.50
 1100   03.75/05.75    27.00/29.00    48.75/50.75   69.50/71.50
 1200   03.75/05.75    27.00/29.00    48.50/50.50   69.25/71.25
 1300   03.50/05.50    26.75/28.75    48.25/50.25   68.75/70.75
 1400   03.50/05.50    26.75/28.75    48.25/50.25   68.75/70.75
 1500   04.25/05.25    27.25/28.25    48.75/50.25   69.25/70.75
 1545   03.50/05.50    27.00/29.00    48.50/50.50   69.25/71.25
                              (Nov 17)    
 1545   04.50/06.50    27.75/29.75    49.50/51.50   70.25/72.25
------------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
------------------------------------------------------------------
 1015  95.75/97.75   134.75/136.75  158.50/160.50  186.25/188.25
 1100  95.75/97.75   134.75/136.75  158.50/160.50  186.25/188.25
 1200  95.50/97.50   134.50/136.50  158.25/160.25  186.00/188.00
 1300  95.00/97.00   134.00/136.00  157.50/159.50  185.25/187.25
 1400  95.25/97.25   134.25/136.25  157.75/159.75  185.50/187.50
 1500  96.00/97.50   135.50/137.00  159.50/161.00  187.00/188.50
 1545  95.75/97.75   135.25/137.25  159.00/161.00  186.75/188.75
                              (Nov 17)    
 1545  96.75/98.75   135.25/137.25  159.00/161.00  186.75/188.75
------------------------------------------------------------------
 TIME       JUL             AUG          SEP             OCT
------------------------------------------------------------------
 1015 212.25/214.25  239.25/241.25  264.25/266.25  289.00/291.00
 1100 212.25/214.25  239.25/241.25  264.25/266.25  289.00/291.00
 1200 212.00/214.00  239.00/241.00  264.25/266.25  289.00/291.00
 1300 211.25/213.25  238.25/240.25  263.25/265.25  288.00/290.00
 1400 211.50/213.50  238.50/240.50  263.75/265.75  288.50/290.50
 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 17)    
 1545 212.75/214.75  240.00/242.00  265.25/267.25  290.00/292.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1015   3.34%    3.45%    3.52%       3.60%     3.98%   4.13%
 1100   3.35%    3.46%    3.52%       3.60%     3.99%   4.14%
 1200   3.35%    3.45%    3.51%       3.59%     3.98%   4.13%
 1300   3.32%    3.44%    3.50%       3.59%     3.98%   4.13%
 1400   3.32%    3.43%    3.50%       3.59%     3.98%   4.13%
 1500   3.33%    3.44%    3.51%       3.60%     4.00%   4.16%
 1545   3.35%    3.45%    3.52%       3.61%     4.01%   4.16%
                              (Nov 17)    
 1545   3.36%    3.46%    3.52%       3.60%     3.96%   4.13%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1015   4.13%    4.14%    4.14%       4.14%     4.14%   4.14%
 1100   4.14%    4.15%    4.15%       4.15%     4.15%   4.14%
 1200   4.13%    4.14%    4.15%       4.15%     4.15%   4.15%
 1300   4.13%    4.14%    4.15%       4.14%     4.15%   4.15%
 1400   4.13%    4.15%    4.15%       4.15%     4.15%   4.15%
 1500   4.16%    4.16%    4.17%       4.17%     4.17%   4.17%
 1545   4.16%    4.17%    4.17%       4.17%     4.17%   4.17%
                              (Nov 17)    
 1545   4.13%    4.14%    4.14%       4.14%     4.15%   4.14%
------------------------------------------------------------------
      (CONVERSION RATE - $1 = 74.1950/74.2050 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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