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

RPT-India fwd/annualised dlr premia-Oct 9

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        01.25/04.25       01.25/04.25            N/A
              01.56%            01.56%               N/A      
                                 (Oct 8)    
1010        01.50/04.50       00.25/01.25        01.25/03.25
               01.49%            01.24%             01.56%
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC            JAN 
------------------------------------------------------------------
 1005   09.75/11.75    31.00/33.00    56.75/58.75   79.50/81.50
 1100   09.75/11.75    30.75/32.75    56.50/58.50   79.25/81.25
 1200   09.50/11.50    30.50/32.50    56.00/58.00   78.75/80.75
 1300   10.25/11.25    31.25/32.25    56.25/57.25   79.25/80.75
 1400   09.50/11.50    30.50/32.50    56.00/58.00   78.75/80.75
 1500   10.25/11.25    31.25/32.25    56.25/57.25   79.25/80.75
 1615   09.50/11.50    30.75/32.75    56.25/58.25   79.00/81.00
                               (Oct 8)    
 1415   09.75/11.75    31.00/33.00    56.75/58.75   79.50/81.50
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1005  101.50/103.50 128.25/130.25  165.50/167.50  189.25/191.25
 1100  101.50/103.50 128.50/130.50  165.50/167.50  189.25/191.25
 1200  100.25/102.25 126.75/128.75  163.50/165.50  187.00/189.00
 1300  101.00/102.50 127.50/129.00  164.50/166.00  188.00/189.50
 1400  100.50/102.50 127.00/129.00  163.25/165.25  187.00/189.00
 1500  101.00/102.50 127.50/129.00  164.50/166.00  188.00/189.50
 1615  100.75/102.75 127.75/129.75  164.25/166.25  188.00/190.00
                               (Oct 8)     
 1415  101.50/103.50 128.00/130.00  165.25/167.25  189.00/191.00
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1005 217.00/219.00  242.50/244.50  269.50/271.50  294.50/296.50
 1100 217.00/219.00  242.50/244.50  269.50/271.50  294.50/296.50
 1200 214.25/216.25  239.75/241.75  266.50/268.50  291.50/293.50
 1300 215.00/216.50  240.00/241.50  267.00/268.50  292.00/293.50
 1400 214.50/216.50  239.75/241.75  266.50/268.50  291.50/293.50
 1500 215.00/216.50  240.00/241.50  267.00/268.50  292.00/293.50
 1615 215.50/217.50  240.75/242.75  267.50/269.50  292.50/294.50
                               (Oct 8)      
 1415 216.50/218.50  242.00/244.00  269.00/271.00  294.00/296.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.50%    3.61%    3.68%       3.75%     3.79%   4.01%
 1100   3.48%    3.59%    3.67%       3.74%     3.80%   4.01%
 1200   3.44%    3.56%    3.64%       3.70%     3.74%   3.96%
 1300   3.48%    3.56%    3.64%       3.72%     3.76%   3.98%
 1400   3.44%    3.56%    3.64%       3.71%     3.75%   3.96%
 1500   3.48%    3.56%    3.64%       3.72%     3.76%   3.98%
 1615   3.46%    3.58%    3.66%       3.72%     3.77%   3.99%
                               (Oct 8)      
 1415   3.50%    3.61%    3.68%       3.74%     3.78%   4.00%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.18%    4.18%    4.18%       4.19%     4.19%   4.19%
 1100   4.18%    4.18%    4.19%       4.19%     4.19%   4.19%
 1200   4.13%    4.13%    4.13%       4.14%     4.14%   4.15%
 1300   4.15%    4.14%    4.14%       4.15%     4.15%   4.16%
 1400   4.13%    4.13%    4.14%       4.14%     4.14%   4.15%
 1500   4.15%    4.14%    4.14%       4.15%     4.15%   4.16%
 1615   4.15%    4.16%    4.16%       4.16%     4.16%   4.17%
                               (Oct 8)      
 1415   4.17%    4.17%    4.17%       4.18%     4.18%   4.18%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.1300/73.1400 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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