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

RPT-India fwd/annualised dlr premia-Sep 30

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1015        01.75/04.75       00.50/01.50        01.25/03.25
               01.73%            02.47%             01.55%
                               (Sep 29)    
1005        00.75/03.00       00.25/01.25        00.50/01.75
               01.86%            01.24%             02.47%
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC            JAN 
------------------------------------------------------------------
 1015   16.75/18.75    39.00/41.00    65.75/67.75   89.25/91.25
 1100   16.25/18.25    38.25/40.25    65.00/67.00   89.00/91.00
 1200   16.25/17.25    38.75/39.75    65.00/66.00   89.00/90.50
 1300   15.75/17.75    38.25/40.25    64.50/66.50   89.00/90.50
 1415   16.50/18.50    38.75/40.75    65.50/67.50   89.00/91.00
                                 (Sep 29)   
 1415   19.75/21.75    42.00/44.00    68.75/70.75   92.25/94.25
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1015  111.75/113.75 138.25/140.25  176.75/178.75  200.50/202.50
 1100  111.25/113.25 137.75/139.75  176.25/178.25  200.00/202.00
 1200  111.00/112.50 137.50/139.00  175.50/177.00  199.50/201.00
 1300  111.50/113.00 138.00/139.50  176.00/177.50  200.00/201.50
 1415  111.25/113.25 138.00/140.00  176.00/178.00  199.50/201.50
                                 (Sep 29)    
 1415  114.75/116.75 141.25/143.25  179.75/181.75  203.50/205.50
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1015 228.25/230.25  253.75/255.75  280.75/282.75  306.50/308.50
 1100 227.75/229.75  253.25/255.25  280.25/282.25  306.00/308.00
 1200 227.00/228.50  252.50/254.00  279.50/281.00  305.00/306.50
 1300 227.50/229.00  253.00/254.50  280.00/281.50  305.50/307.00
 1415 227.25/229.25  252.75/254.75  279.75/281.75  305.00/307.00
                                 (Sep 29)    
 1415 231.25/233.25  256.75/258.75  283.75/285.75  309.50/311.50
 ------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1015   3.69%    3.76%    3.81%       3.85%     3.88%   3.96%
 1100   3.60%    3.70%    3.77%       3.84%     3.86%   3.94%
 1200   3.54%    3.69%    3.74%       3.83%     3.84%   3.93%
 1300   3.54%    3.69%    3.75%       3.84%     3.86%   3.95%
 1415   3.65%    3.74%    3.79%       3.84%     3.86%   3.95%
                                 (Sep 29)     
 1415   3.68%    3.74%    3.80%       3.84%     3.87%   3.95%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1015   4.25%    4.24%    4.23%       4.23%     4.22%   4.23%
 1100   4.23%    4.23%    4.22%       4.22%     4.22%   4.22%
 1200   4.21%    4.21%    4.20%       4.20%     4.20%   4.20%
 1300   4.23%    4.23%    4.22%       4.21%     4.21%   4.21%
 1415   4.23%    4.22%    4.21%       4.21%     4.21%   4.21%
                                 (Sep 29)     
 1415   4.23%    4.23%    4.22%       4.22%     4.21%   4.22%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.7650/73.7750 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