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

RPT-India fwd/annualised dlr premia-Sep 24

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        01.25/04.25       00.25/01.25        01.00/03.00
               01.55%            01.24%             01.65%
                               (Sep 23)    
1010        01.00/02.00       00.50/01.00        00.50/01.00
               02.48%            02.48%             02.48%
------------------------------------------------------------------    
 TIME       SEP            OCT           NOV            DEC 
------------------------------------------------------------------
 1010   00.50/02.00    22.50/24.50    44.75/46.75   71.75/73.75
 1100   00.50/02.00    22.50/24.50    44.50/46.50   71.50/73.50
 1200   00.50/02.00    22.50/24.50    44.50/46.50   71.75/73.75
 1300   01.00/02.00    23.25/24.25    45.50/46.50   72.00/73.50
 1415   00.50/02.00    22.50/24.50    44.50/46.50   71.50/73.50
                              (Sep 23)   
 1415   02.25/04.25    24.75/26.75    47.25/49.25   74.25/76.25
------------------------------------------------------------------
 TIME      JAN            FEB            MAR           APR
------------------------------------------------------------------
 1010  95.75/97.75   118.75/120.75  145.75/147.75  184.75/186.75
 1100  95.25/97.25   117.75/119.75  144.75/146.75  183.50/185.50
 1200  95.75/97.75   118.75/120.75  145.75/147.75  184.25/186.25
 1300  96.50/98.00   118.50/120.00  146.00/147.50  185.00/186.50
 1415  95.50/97.50   118.50/120.50  145.25/147.25  184.25/186.25
                              (Sep 23)    
 1415  98.25/100.25  121.25/123.25  148.75/150.75  187.75/189.75
------------------------------------------------------------------
 TIME      MAY             JUN          JUL             AUG
------------------------------------------------------------------
 1010 208.50/210.50  236.50/238.50  262.00/264.00  289.00/291.00
 1100 207.25/209.25  235.00/237.00  260.50/262.50  287.50/289.50
 1200 208.00/210.00  235.75/237.75  261.50/263.50  288.50/290.50
 1300 209.00/210.50  236.00/237.50  261.50/263.00  288.50/290.00
 1415 208.00/210.00  235.75/237.75  261.50/263.50  288.50/290.50
                              (Sep 23)    
 1415 211.75/213.75  239.50/241.50  265.25/267.25  292.50/294.50
 ------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.75%    3.77%    3.83%       3.89%     3.92%   3.94%
 1100   3.74%    3.75%    3.81%       3.86%     3.88%   3.91%
 1200   3.74%    3.74%    3.82%       3.88%     3.92%   3.94%
 1300   3.78%    3.79%    3.82%       3.90%     3.90%   3.94%
 1415   3.74%    3.75%    3.81%       3.87%     3.91%   3.93%
                              (Sep 23)     
 1415   3.75%    3.80%    3.85%       3.90%     3.94%   3.97%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   4.27%    4.28%    4.27%       4.27%     4.26%   4.26%
 1100   4.24%    4.25%    4.24%       4.24%     4.23%   4.23%
 1200   4.26%    4.26%    4.25%       4.25%     4.24%   4.24%
 1300   4.27%    4.28%    4.25%       4.25%     4.24%   4.24%
 1415   4.26%    4.27%    4.25%       4.25%     4.24%   4.24%
                              (Sep 23)     
 1415   4.28%    4.31%    4.29%       4.29%     4.28%   4.28%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.8950/73.9050 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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