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

RPT-India fwd/annualised dlr premia-Nov 9

            Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
            Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005      01.50/03.00       00.50/01.00        01.00/02.00
             02.47%            02.47%             02.47%      
                               (Nov 6)    
1005      01.50/04.00       01.25/03.00        00.25/01.00
             01.85%            02.06%             01.23%      
------------------------------------------------------------------    
 TIME       NOV            DEC           JAN                FEB 
------------------------------------------------------------------
 1005   09.00/11.00    32.50/34.50    53.75/55.75   74.00/76.00
 1100   09.00/11.00    32.50/34.50    54.00/56.00   74.50/76.50
 1200   09.00/11.00    32.50/34.50    54.00/56.00   74.50/76.50
 1300   09.00/11.00    32.50/34.50    53.75/55.75   74.25/76.25
 1400   09.00/11.00    32.50/34.50    54.00/56.00   74.50/76.50
 1500   09.00/11.00    32.50/34.50    54.00/56.00   74.75/76.75
 1545   09.00/11.00    32.50/34.50    54.00/56.00   74.75/76.75
                              (Nov 6)    
 1415   10.50/12.50    34.00/36.00    55.25/57.25   75.50/77.50 
------------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
------------------------------------------------------------------
 1005  99.25/101.25 134.50/136.50  157.50/159.50  184.75/186.75
 1100 100.00/102.00 135.25/137.25  158.50/160.50  185.75/187.75
 1200 100.00/102.00 135.50/137.50  158.50/160.50  185.75/187.75
 1300  99.75/101.75 135.00/137.00  158.25/160.25  185.50/187.50
 1400 100.00/102.00 135.50/137.50  158.75/160.75  186.25/188.25
 1500 100.25/102.25 135.50/137.50  158.75/160.75  186.25/188.25
 1545 100.25/102.25 135.75/137.75  159.25/161.25  186.75/188.75
                              (Nov 6)    
 1415  100.75/102.75 136.00/138.00  159.00/161.00  186.25/188.25
------------------------------------------------------------------
 TIME      JUL             AUG          SEP             OCT
------------------------------------------------------------------
 1005 210.00/212.00  236.25/238.25  261.00/263.00  285.50/287.50
 1100 211.00/213.00  237.25/239.25  262.00/264.00  286.50/288.50
 1200 211.00/213.00  237.25/239.25  262.25/264.25  287.00/289.00
 1300 210.75/212.75  237.25/239.25  262.00/264.00  286.50/288.50
 1400 211.25/213.25  237.50/239.50  262.75/264.75  287.50/289.50
 1500 211.75/213.75  238.25/240.25  263.25/265.25  288.00/290.00
 1545 212.25/214.25  239.00/241.00  264.00/266.00  288.50/290.50
                              (Nov 6)    
 1415 211.50/213.50  237.75/239.75  262.50/264.50  287.00/289.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.36%    3.42%    3.48%       3.53%     3.74%   3.97%
 1100   3.36%    3.43%    3.51%       3.55%     3.77%   3.99%
 1200   3.36%    3.43%    3.50%       3.55%     3.77%   3.99%
 1300   3.35%    3.42%    3.48%       3.54%     3.75%   3.98%
 1400   3.35%    3.43%    3.50%       3.55%     3.76%   3.99%
 1500   3.35%    3.42%    3.50%       3.55%     3.76%   3.99%
 1545   3.34%    3.42%    3.50%       3.55%     3.76%   3.99%
                              (Nov 6)    
 1415   3.36%    3.42%    3.47%       3.51%     3.72%   3.95%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.98%    4.00%    4.01%       4.01%     4.02%   4.03%
 1100   4.01%    4.02%    4.03%       4.03%     4.04%   4.05%
 1200   4.00%    4.02%    4.03%       4.03%     4.04%   4.05%
 1300   3.99%    4.01%    4.02%       4.03%     4.03%   4.04%
 1400   4.01%    4.02%    4.02%       4.03%     4.04%   4.05%
 1500   4.00%    4.02%    4.03%       4.04%     4.05%   4.06%
 1545   4.01%    4.03%    4.04%       4.05%     4.05%   4.06%
                              (Nov 6)    
 1415   3.96%    3.98%    3.99%       4.00%     4.01%   4.01%
------------------------------------------------------------------
      (CONVERSION RATE - $1 = 74.1650/74.1750 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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