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

RPT-India fwd/annualised dlr premia-Sep 21

             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
               01.24%            01.24%             01.24%
                                (Sep 18)    
1005        01.25/04.25       01.00/03.00        00.25/01.25
               01.55%            01.66%             01.24%
------------------------------------------------------------------    
 TIME       SEP            OCT           NOV            DEC 
------------------------------------------------------------------
 1010   04.00/06.00    27.50/29.50    50.50/52.50   77.75/79.75
 1100   04.25/06.25    28.00/30.00    51.00/53.00   78.50/80.50
 1200   04.50/05.50    28.25/29.25    51.00/52.00   78.50/80.00
 1300   03.75/05.75    27.25/29.25    50.25/52.25   77.75/79.75
 1415   03.75/05.75    27.25/29.25    50.00/52.00   77.50/79.50
                                (Sep 18)   
 1415   04.50/06.50    28.00/30.00    51.00/53.00   78.50/80.50 
------------------------------------------------------------------
 TIME      JAN            FEB            MAR           APR
------------------------------------------------------------------
 1010  102.00/104.00 125.00/127.00  152.50/154.50  191.25/193.25
 1100  103.00/105.00 126.00/128.00  153.50/155.50  192.00/194.00
 1200  103.00/104.50 126.00/127.50  153.50/155.00  192.50/194.00
 1300  102.25/104.25 125.25/127.25  153.00/155.00  191.50/193.50
 1415  101.75/103.75 124.75/126.75  152.25/154.25  190.75/192.75
                                 (Sep 18)    
 1415  102.75/104.75 126.25/128.25  153.75/155.75  192.75/194.75
------------------------------------------------------------------
 TIME      MAY             JUN          JUL             AUG
------------------------------------------------------------------
 1010 215.25/217.25  243.25/245.25  268.75/270.75  296.00/298.00
 1100 215.75/217.75  243.50/245.50  269.25/271.25  296.50/298.50
 1200 216.50/218.00  244.00/245.50  270.00/271.50  297.00/298.50
 1300 215.25/217.25  243.25/245.25  269.00/271.00  296.50/298.50
 1415 214.50/216.50  242.50/244.50  268.25/270.25  295.50/297.50
                                 (Sep 18)    
 1415 216.75/218.75  244.75/246.75  270.25/272.25  297.50/299.50
 ------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.92%    3.94%    3.95%       4.00%     4.02%   4.04%
 1100   4.00%    3.98%    3.99%       4.04%     4.05%   4.06%
 1200   3.95%    3.95%    3.98%       4.03%     4.04%   4.06%
 1300   3.88%    3.92%    3.95%       4.01%     4.02%   4.05%
 1415   3.88%    3.90%    3.94%       3.99%     4.01%   4.03%
                               (Sep 18)     
 1415   3.86%    3.91%    3.94%       3.99%     4.02%   4.04%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   4.30%    4.36%    4.34%       4.33%     4.32%   4.32%
 1100   4.32%    4.37%    4.35%       4.34%     4.33%   4.33%
 1200   4.32%    4.38%    4.36%       4.35%     4.34%   4.33%
 1300   4.31%    4.36%    4.34%       4.33%     4.33%   4.33%
 1415   4.29%    4.34%    4.33%       4.32%     4.31%   4.31%
                               (Sep 18)     
 1415   4.30%    4.36%    4.35%       4.34%     4.33%   4.32%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.3775/73.3875 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