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

RPT-India fwd/annualised dlr premia-Sep 23

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        01.00/02.00       00.50/01.00        00.50/01.00
               02.48%            02.48%             02.48%
                                (Sep 22)    
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.24%            01.24%             01.24%
------------------------------------------------------------------    
 TIME       SEP            OCT           NOV            DEC 
------------------------------------------------------------------
 1010   02.25/04.25    25.50/27.50    48.25/50.25   75.75/77.75
 1100   02.25/04.25    25.00/27.00    47.50/49.50   74.75/76.75
 1200   02.25/04.25    25.00/27.00    47.50/49.50   74.75/76.75
 1300   02.75/03.75    25.50/26.50    48.00/49.00   74.50/76.00
 1415   02.25/04.25    24.75/26.75    47.25/49.25   74.25/76.25
                             (Sep 22)   
 1415   03.25/05.25    26.25/28.25    49.00/51.00   76.50/78.50
------------------------------------------------------------------
 TIME      JAN            FEB            MAR           APR
------------------------------------------------------------------
 1010  100.00/102.00 123.00/125.00  150.50/152.50  189.00/191.00
 1100  99.25/101.25  122.25/124.25  150.00/152.00  189.00/191.00
 1200  99.25/101.25  122.25/124.25  150.00/152.00  188.50/190.50
 1300  99.25/100.75  122.00/123.50  150.00/151.50  188.50/190.00
 1415  98.25/100.25  121.25/123.25  148.75/150.75  187.75/189.75
                             (Sep 22)    
 1415  101.00/103.00 124.00/126.00  152.00/154.00  190.50/192.50
------------------------------------------------------------------
 TIME      MAY             JUN          JUL             AUG
------------------------------------------------------------------
 1010 213.00/215.00  241.00/243.00  266.75/268.75  294.00/296.00
 1100 213.00/215.00  240.75/242.75  266.50/268.50  293.50/295.50
 1200 212.50/214.50  240.25/242.25  266.00/268.00  293.00/295.00
 1300 212.50/214.00  240.00/241.50  266.00/267.50  293.00/294.50
 1415 211.75/213.75  239.50/241.50  265.25/267.25  292.50/294.50
                             (Sep 22)    
 1415 214.50/216.50  242.50/244.50  268.25/270.25  295.50/297.50
 ------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.86%    3.88%    3.92%       3.97%     4.00%   4.02%
 1100   3.79%    3.82%    3.87%       3.94%     3.97%   4.00%
 1200   3.78%    3.82%    3.87%       3.94%     3.97%   4.00%
 1300   3.78%    3.82%    3.85%       3.93%     3.95%   3.99% 
 1415   3.75%    3.80%    3.85%       3.90%     3.94%   3.97%    
                             (Sep 22)     
 1415   3.86%    3.87%    3.92%       3.98%     4.00%   4.03%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   4.31%    4.34%    4.32%       4.32%     4.31%   4.31%
 1100   4.31%    4.34%    4.32%       4.31%     4.30%   4.30%
 1200   4.29%    4.32%    4.31%       4.30%     4.29%   4.29%
 1300   4.29%    4.32%    4.30%       4.30%     4.29%   4.29%
 1415   4.28%    4.31%    4.29%       4.29%     4.28%   4.28%
                             (Sep 22)     
 1415   4.32%    4.35%    4.33%       4.32%     4.31%   4.31%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.5700/73.5800 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