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

RPT-India fwd/annualised dlr premia-Oct 14

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        00.50/02.50       00.25/01.25        00.25/01.25
               01.24%            01.24%             01.24%      
                                 (Oct 13)    
1005        00.50/02.00       00.25/01.00        00.25/01.00
               01.24%            01.24%             01.24%      
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC            JAN 
------------------------------------------------------------------
 1005   07.00/09.00    27.25/29.25    51.75/53.75   74.50/76.50
 1100   07.50/08.50    28.50/29.50    53.00/54.00   76.25/77.75
 1200   06.75/08.75    27.75/29.75    53.00/55.00   75.75/77.75
 1300   07.50/08.50    28.00/29.00    52.25/53.25   75.75/77.25
 1415   06.75/08.75    27.50/29.50    52.25/54.25   75.00/77.00
                                 (Oct 13)    
 1415   07.50/09.50    27.75/29.75    52.25/54.25   75.00/77.00
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1005  96.25/98.25  122.00/124.00  157.75/159.75  181.00/183.00
 1100  97.25/98.75  123.75/125.25  160.00/161.50  184.00/185.50
 1200  97.50/99.50  123.50/125.50  159.25/161.25  182.50/184.50
 1300  96.75/98.25  123.00/124.50  159.00/160.50  183.00/184.50
 1415  96.75/98.75  122.75/124.75  158.50/160.50  181.50/183.50
                                 (Oct 13)    
 1415  96.75/98.75  122.50/124.50  158.25/160.25  181.50/183.50
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1005 208.25/210.25  233.50/235.50  260.00/262.00  285.00/287.00
 1100 211.00/212.50  236.00/237.50  263.00/264.50  288.00/289.50
 1200 210.00/212.00  235.25/237.25  262.00/264.00  287.00/289.00
 1300 210.00/211.50  235.00/236.50  262.00/263.50  287.00/288.50
 1415 209.00/211.00  234.25/236.25  261.00/263.00  286.00/288.00
                                 (Oct 13)    
 1415 208.75/210.75  234.00/236.00  260.50/262.50  285.50/287.50 
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.31%    3.42%    3.54%       3.62%     3.67%   3.88%
 1100   3.38%    3.48%    3.61%       3.66%     3.70%   3.93%
 1200   3.34%    3.49%    3.60%       3.67%     3.71%   3.92%
 1300   3.33%    3.43%    3.58%       3.64%     3.68%   3.91%
 1415   3.32%    3.46%    3.57%       3.64%     3.69%   3.91%
                                 (Oct 13)    
 1415   3.28%    3.40%    3.52%       3.61%     3.66%   3.86%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.04%    4.05%    4.06%       4.07%     4.07%   4.09%
 1100   4.09%    4.10%    4.10%       4.11%     4.11%   4.12%
 1200   4.07%    4.08%    4.09%       4.09%     4.10%   4.11%
 1300   4.07%    4.08%    4.08%       4.09%     4.10%   4.11%
 1415   4.05%    4.06%    4.08%       4.09%     4.09%   4.10%
                                 (Oct 13)    
 1415   4.03%    4.04%    4.05%       4.06%     4.07%   4.08%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.3000/73.3100 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