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

RPT-India fwd/annualised dlr premia-Sep 28

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1025        00.50/02.50       00.25/01.25        00.25/01.25
               01.24%            01.24%             01.24%
                               (Sep 25)    
1010        02.00/04.00       01.50/03.00        00.50/01.00
               02.47%            02.47%             02.47%
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC            JAN 
------------------------------------------------------------------
 1025   21.00/23.00    43.00/45.00    69.50/71.50   93.00/95.00
 1100   21.00/23.00    43.00/45.00    70.00/72.00   93.50/95.50
 1200   21.00/23.00    43.00/45.00    70.00/72.00   93.75/95.75
 1300   20.75/22.75    42.75/44.75    69.25/71.25   92.75/94.75
 1415   21.00/23.00    43.00/45.00    69.50/71.50   93.00/95.00
                                (Sep 25)   
 1415   21.75/23.75    43.50/45.50    70.00/72.00   93.50/95.50
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1025  115.50/117.50 142.25/144.25  181.00/183.00  204.75/206.75
 1100  116.00/118.00 143.00/145.00  181.75/183.75  205.50/207.50
 1200  116.50/118.50 143.00/145.00  181.50/183.50  205.25/207.25
 1300  115.25/117.25 141.75/143.75  180.25/182.25  204.00/206.00
 1415  115.50/117.50 141.75/143.75  180.25/182.25  204.00/206.00
                                (Sep 25)    
 1415  116.00/118.00  143.00/145.00  181.75/183.75 205.50/207.50
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1025 232.50/234.50  258.00/260.00  285.00/287.00  311.00/313.00
 1100 233.25/235.25  258.75/260.75  285.75/287.75  311.50/313.50
 1200 233.00/235.00  258.50/260.50  285.50/287.50  311.50/313.50
 1300 231.75/233.75  257.25/259.25  284.25/286.25  310.00/312.00
 1415 231.75/233.75  257.25/259.25  284.25/286.25  310.00/312.00
                                (Sep 25)    
 1415 233.50/235.50  259.00/261.00  286.00/288.00   00.25/00.75
 ------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1025   3.76%    3.76%    3.80%       3.85%     3.88%   3.90%
 1100   3.76%    3.76%    3.83%       3.87%     3.90%   3.93%
 1200   3.76%    3.76%    3.83%       3.88%     3.91%   3.92%
 1300   3.72%    3.74%    3.78%       3.84%     3.87%   3.89%
 1415   3.75%    3.75%    3.79%       3.84%     3.87%   3.88%
                                (Sep 25)     
 1415   3.76%    3.74%    3.78%       3.84%     3.87%   3.90%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1025   4.26%    4.25%    4.24%       4.24%     4.24%   4.24%
 1100   4.28%    4.27%    4.26%       4.25%     4.25%   4.25%
 1200   4.27%    4.26%    4.25%       4.25%     4.24%   4.25%
 1300   4.24%    4.23%    4.23%       4.22%     4.22%   4.22%
 1415   4.23%    4.23%    4.22%       4.22%     4.21%   4.22%
                                (Sep 25)     
 1415   4.24%    4.25%    4.24%       4.24%     4.24%   4.24%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.7750/73.7850 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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