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

RPT-India fwd/annualised dlr premia-Oct 5

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.25%            01.25%             01.25%
                                 (Oct 1)    
1000        01.50/04.50       01.25/03.25        00.25/01.25
               01.49%            01.55%             01.24%
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC            JAN 
------------------------------------------------------------------
 1010   15.25/16.25    37.25/38.25    63.75/64.75   87.75/89.25
 1100   14.50/16.50    36.25/38.25    63.00/65.00   86.50/88.50
 1200   14.25/16.25    36.00/38.00    62.50/64.50   86.00/88.00
 1300   14.25/16.25    35.75/37.75    62.25/64.25   85.75/87.75
 1415   14.25/16.25    35.75/37.75    62.00/64.00   85.75/87.75
                               (Oct 1)    
 1415   15.25/17.25    37.25/39.25    64.25/66.25   87.75/89.75
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1010  110.00/111.50 136.50/138.00  175.00/176.50  199.25/200.75
 1100  109.00/111.00 136.00/138.00  174.50/176.50  198.25/200.25
 1200  108.25/110.25 134.75/136.75  173.25/175.25  197.00/199.00
 1300  108.25/110.25 135.25/137.25  173.50/175.50  197.00/199.00
 1415  108.50/110.50 135.50/137.50  173.75/175.75  197.50/199.50
                               (Oct 1)     
 1415  110.25/112.25 137.25/139.25  175.50/177.50  199.25/201.25
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1010 226.50/228.00  251.75/253.25  278.75/280.25  304.00/305.50
 1100 226.00/228.00  251.50/253.50  278.50/280.50  304.00/306.00
 1200 224.50/226.50  250.00/252.00  277.00/279.00  302.50/304.50
 1300 224.50/226.50  250.00/252.00  277.00/279.00  302.50/304.50
 1415 225.00/227.00  250.50/252.50  277.50/279.50  303.00/305.00
                               (Oct 1)      
 1415 227.00/229.00  252.25/254.25  279.25/281.25  304.50/306.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.64%    3.72%    3.80%       3.88%     3.90%   4.01%
 1100   3.59%    3.69%    3.78%       3.84%     3.88%   4.00%
 1200   3.55%    3.66%    3.75%       3.82%     3.84%   3.96%
 1300   3.53%    3.63%    3.73%       3.80%     3.84%   3.97%
 1415   3.53%    3.63%    3.72%       3.81%     3.86%   3.98%
                               (Oct 1)      
 1415   3.59%    3.72%    3.80%       3.86%     3.89%   4.00%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   4.28%    4.27%    4.26%       4.25%     4.25%   4.25%
 1100   4.27%    4.26%    4.25%       4.25%     4.25%   4.25%
 1200   4.24%    4.23%    4.22%       4.22%     4.22%   4.23%
 1300   4.23%    4.22%    4.22%       4.22%     4.22%   4.22%
 1415   4.24%    4.24%    4.23%       4.23%     4.23%   4.23%
                               (Oct 1)      
 1415   4.27%    4.27%    4.26%       4.25%     4.25%   4.25%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.2900/73.3000 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