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

RPT-India fwd/annualised dlr premia-Sep 3

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        01.75/04.75       00.25/01.25        01.50/03.50
               01.74%            01.25%            01.87%
                                (Sep 2)    
1005        00.50/02.50       00.25/01.25        00.25/01.25
               01.25%            01.25%            01.25%
------------------------------------------------------------------    
 TIME       SEP            OCT           NOV            DEC 
------------------------------------------------------------------
 1005   16.50/17.50    39.00/40.00    61.00/62.00   87.00/88.50
 1100   15.50/17.50    37.75/39.75    60.00/62.00   86.25/88.25
 1200   15.75/17.75    38.00/40.00    60.25/62.25   86.50/88.50
 1300   16.50/17.50    39.00/40.00    61.00/62.00   87.00/88.50
 1415   15.50/17.50    37.75/39.75    60.00/62.00   86.25/88.25
                              (Sep 2) 
 1415   18.50/20.50    41.00/43.00    63.50/65.50   90.00/92.00
------------------------------------------------------------------
 TIME      JAN            FEB            MAR           APR
------------------------------------------------------------------
 1005  110.50/112.00 132.00/133.50  158.50/160.00  195.00/196.50
 1100  109.25/111.25 131.00/133.00  157.50/159.50  193.50/195.50
 1200  109.50/111.50 131.25/133.25  157.75/159.75  194.25/196.25
 1300  110.50/112.00 132.00/133.50  158.00/159.50  194.50/196.00
 1415  109.25/111.25 130.75/132.75  157.00/159.00  193.00/195.00
                               (Sep 2) 
 1415  113.50/115.50 135.25/137.25  161.50/163.50  197.50/199.50
------------------------------------------------------------------
 TIME      MAY             JUN          JUL             AUG
------------------------------------------------------------------
 1005 219.00/220.50  247.00/248.50  272.50/274.00  299.50/301.00
 1100 217.25/219.25  245.00/247.00  270.50/272.50  297.50/299.50
 1200 218.00/220.00  246.00/248.00  271.75/273.75  299.00/301.00
 1300 218.50/220.00  246.00/247.50  271.00/272.50  298.00/299.50
 1415 216.75/218.75  244.50/246.50  270.00/272.00  297.00/299.00
                              (Sep 2) 
 1415 221.50/223.50  249.25/251.25  275.00/277.00  302.50/304.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.85%    3.85%    3.83%       3.85%     3.87%   3.88%
 1100   3.76%    3.79%    3.80%       3.82%     3.84%   3.85%
 1200   3.80%    3.81%    3.82%       3.83%     3.85%   3.86%
 1300   3.85%    3.84%    3.83%       3.84%     3.87%   3.86%
 1415   3.75%    3.78%    3.79%       3.81%     3.83%   3.83%
                              (Sep 2) 
 1415   3.77%    3.82%    3.84%       3.86%     3.89%   3.89%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.97%    4.17%    4.18%       4.19%     4.19%   4.19%
 1100   3.95%    4.14%    4.15%       4.15%     4.16%   4.16%
 1200   3.96%    4.16%    4.17%       4.17%     4.18%   4.19%
 1300   3.95%    4.15%    4.16%       4.16%     4.16%   4.16%
 1415   3.93%    4.12%    4.13%       4.14%     4.14%   4.15%
                              (Sep 2)  
 1415   3.95%    4.17%    4.18%       4.19%     4.19%   4.20%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.4700/73.4800 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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