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

RPT-India fwd/annualised dlr premia-Sep 29

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        00.75/03.00       00.25/01.25        00.50/01.75
               01.86%            01.24%             02.47%
                               (Sep 28)    
1025        00.50/02.50       00.25/01.25        00.25/01.25
               01.24%            01.24%             01.24%
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC            JAN 
------------------------------------------------------------------
 1005   19.75/21.75    41.75/43.75    68.50/70.50   92.00/94.00
 1100   20.25/21.25    42.50/43.50    69.00/70.00   93.00/94.50
 1200   20.25/21.25    42.50/43.50    69.00/70.00   93.00/94.50
 1300   20.25/21.25    42.50/43.50    69.00/70.00   93.00/94.50
 1415   19.75/21.75    42.00/44.00    68.75/70.75   92.25/94.25
                                 (Sep 28)   
 1415   21.00/23.00    43.00/45.00    69.50/71.50   93.00/95.00
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1005  114.50/116.50 140.75/142.75  179.25/181.25  203.00/205.00
 1100  115.00/116.50 141.50/143.00  180.50/182.00  204.50/206.00
 1200  115.00/116.50 141.50/143.00  180.50/182.00  204.50/206.00
 1300  115.00/116.50 141.50/143.00  180.50/182.00  204.50/206.00
 1415  114.75/116.75 141.25/143.25  179.75/181.75  203.50/205.50
                                 (Sep 28)    
 1415  115.50/117.50 141.75/143.75  180.25/182.25  204.00/206.00
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1005 230.75/232.75  256.25/258.25  283.25/285.25  309.00/311.00
 1100 231.50/233.00  257.00/258.50  284.00/285.50  310.00/311.50
 1200 231.50/233.00  257.00/258.50  284.00/285.50  310.00/311.50
 1300 231.50/233.00  257.00/258.50  284.00/285.50  310.00/311.50
 1415 231.25/233.25  256.75/258.75  283.75/285.75  309.50/311.50
                                 (Sep 28)    
 1415 231.75/233.75  257.25/259.25  284.25/286.25  310.00/312.00
 ------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.68%    3.72%    3.79%       3.84%     3.86%   3.94%
 1100   3.68%    3.74%    3.79%       3.86%     3.87%   3.96%
 1200   3.68%    3.74%    3.79%       3.86%     3.87%   3.95%
 1300   3.68%    3.74%    3.79%       3.86%     3.87%   3.95%
 1415   3.68%    3.74%    3.80%       3.84%     3.87%   3.95%
                                 (Sep 28)     
 1415   3.75%    3.75%    3.79%       3.84%     3.87%   3.88%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.23%    4.22%    4.22%       4.21%     4.21%   4.21%
 1100   4.25%    4.24%    4.22%       4.22%     4.22%   4.22%
 1200   4.25%    4.24%    4.22%       4.22%     4.21%   4.22%
 1300   4.24%    4.24%    4.22%       4.22%     4.21%   4.22%
 1415   4.23%    4.23%    4.22%       4.22%     4.21%   4.22%
                                 (Sep 28)     
 1415   4.23%    4.23%    4.22%       4.22%     4.21%   4.22%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.8525/73.8625 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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