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

RPT-India fwd/annualised dlr premia-Oct 15

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010       01.75/03.50       00.25/01.25        01.50/02.50
              02.18%            01.25%             02.49%      
                               (Oct 14)    
1005        00.50/02.50       00.25/01.25        00.25/01.25
               01.24%            01.24%             01.24%      
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC                JAN 
------------------------------------------------------------------
 1010   06.00/07.00    26.75/27.75    51.25/52.25   74.25/75.75
 1100   05.50/07.50    26.25/28.25    51.25/53.25   74.00/76.00
 1200   05.50/07.50    26.25/28.25    51.50/53.50   74.25/76.25
 1300   06.00/07.00    27.00/28.00    51.50/52.50   74.50/76.00
 1415   05.50/07.50    26.00/28.00    50.75/52.75   73.25/75.25
                            (Oct 14)    
 1415   06.75/08.75    27.50/29.50    52.25/54.25   75.00/77.00
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1010  95.25/96.75  121.25/122.75  157.00/158.50  181.00/182.50
 1100  95.75/97.75  122.00/124.00  158.00/160.00  181.50/183.50
 1200  96.25/98.25  122.75/124.75  158.75/160.75  182.00/184.00
 1300  95.50/97.00  122.50/124.00  158.50/160.00  182.50/184.00
 1415  95.25/97.25  121.75/123.75  157.75/159.75  181.00/183.00
                            (Oct 14)    
 1415  96.75/98.75  122.75/124.75  158.50/160.50  181.50/183.50
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1010 208.00/209.50  233.00/234.50  260.00/261.50  285.00/286.50
 1100 209.00/211.00  234.25/236.25  261.00/263.00  286.00/288.00
 1200 209.50/211.50  234.75/236.75  261.50/263.50  286.50/288.50
 1300 209.50/211.00  234.50/236.00  261.50/263.00  286.50/288.00
 1415 208.50/210.50  233.75/235.75  260.50/262.50  285.50/287.50
                            (Oct 14)    
 1415 209.00/211.00  234.25/236.25  261.00/263.00  286.00/288.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.46%    3.52%    3.63%       3.68%     3.71%   3.96%
 1100   3.46%    3.55%    3.64%       3.70%     3.74%   3.99%
 1200   3.46%    3.56%    3.65%       3.72%     3.76%   4.01%
 1300   3.48%    3.54%    3.63%       3.68%     3.74%   3.99%
 1415   3.42%    3.51%    3.59%       3.68%     3.73%   3.98%
                            (Oct 14)    
 1415   3.32%    3.46%    3.57%       3.64%     3.69%   3.91%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   4.09%    4.09%    4.10%       4.11%     4.11%   4.12%
 1100   4.11%    4.12%    4.13%       4.13%     4.13%   4.14%
 1200   4.12%    4.13%    4.13%       4.13%     4.14%   4.14%
 1300   4.12%    4.12%    4.12%       4.12%     4.13%   4.13%
 1415   4.09%    4.10%    4.11%       4.11%     4.12%   4.13%
                            (Oct 14)    
 1415   4.05%    4.06%    4.08%       4.09%     4.09%   4.10%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.3800/73.3900 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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