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

RPT-India fwd/annualised dlr premia-Sep 16

             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%
                                (Sep 15)    
1000        00.50/02.50       00.25/01.25        00.25/01.25
               01.24%            01.24%             01.24%
------------------------------------------------------------------    
 TIME       SEP            OCT           NOV            DEC 
------------------------------------------------------------------
 1005   07.75/09.75    30.75/32.75    53.75/55.75   82.00/84.00
 1100   07.75/09.75    30.75/32.75    53.75/55.75   82.25/84.25
 1200   07.75/09.75    30.50/32.50    53.50/55.50   81.75/83.75
 1300   08.00/09.00    31.25/32.25    54.00/55.00   82.00/83.50
 1415   07.75/09.75    30.75/32.75    53.50/55.50   81.50/83.50
                               (Sep 15)   
 1415   08.25/10.25    31.50/33.50    54.75/56.75   83.00/85.00
------------------------------------------------------------------
 TIME      JAN            FEB            MAR           APR
------------------------------------------------------------------
 1005  106.50/108.50 129.75/131.75  157.25/159.25  195.75/197.75
 1100  106.50/108.50 129.75/131.75  157.50/159.50  196.00/198.00
 1200  106.00/108.00 129.25/131.25  156.75/158.75  195.25/197.25
 1300  107.50/109.00 130.50/132.00  158.00/159.50  197.00/198.50
 1415  105.75/107.75 128.75/130.75  156.25/158.25  194.75/196.75
                                (Sep 15)    
 1415  107.25/109.25 130.25/132.25  157.75/159.75  196.75/198.75
------------------------------------------------------------------
 TIME      MAY             JUN          JUL             AUG
------------------------------------------------------------------
 1005 219.75/221.75  247.75/249.75  273.50/275.50  301.00/303.00
 1100 220.00/222.00  248.00/250.00  273.75/275.75  301.50/303.50
 1200 219.25/221.25  247.25/249.25  273.25/275.25  301.00/303.00
 1300 221.00/222.50  248.50/250.00  274.50/276.00  302.00/303.50
 1415 218.75/220.75  246.75/248.75  272.75/274.75  300.50/302.50
                                (Sep 15)    
 1415 220.75/222.75  248.75/250.75  274.75/276.75  302.50/304.50
 ------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.81%    3.87%    3.93%       3.99%     4.02%   4.03%
 1100   3.80%    3.86%    3.94%       3.99%     4.02%   4.04%
 1200   3.78%    3.84%    3.92%       3.97%     4.00%   4.02%
 1300   3.79%    3.85%    3.92%       4.01%     4.04%   4.05%
 1415   3.81%    3.86%    3.92%       3.97%     4.00%   4.02%
                              (Sep 15)     
 1415   3.79%    3.88%    3.94%       3.99%     4.01%   4.03%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.25%    4.34%    4.33%       4.32%     4.31%   4.31%
 1100   4.25%    4.35%    4.33%       4.32%     4.32%   4.31%
 1200   4.23%    4.33%    4.32%       4.31%     4.31%   4.31%
 1300   4.27%    4.37%    4.34%       4.33%     4.33%   4.32%
 1415   4.23%    4.33%    4.32%       4.31%     4.31%   4.31%
                              (Sep 15)     
 1415   4.25%    4.35%    4.33%       4.33%     4.32%   4.32%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.5200/73.5300 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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