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

RPT-India fwd/annualised dlr premia-Aug 12

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        01.00/02.00       00.50/01.00        00.50/01.00
               02.44%            02.44%             02.44%
                                (Aug 11)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.22%            01.22%             01.22%
------------------------------------------------------------------    
 TIME       AUG            SEP            OCT           NOV
------------------------------------------------------------------
 1005   11.50/12.50    33.50/34.50    55.75/56.75   77.75/79.25
 1100   10.75/12.75    32.75/34.75    55.00/57.00   77.25/79.25
 1200   10.50/12.50    32.75/34.75    55.00/57.00   77.25/79.25
 1300   10.75/12.75    33.00/35.00    55.25/57.25   77.50/79.50
 1415   11.50/12.50    34.00/35.00    56.25/57.25   78.25/79.75
                                (Aug 11) 
 1415   11.50/13.50    33.50/35.50    55.75/57.75   77.75/79.75
------------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
------------------------------------------------------------------
 1005  104.00/105.50 127.00/128.50  148.50/150.00  175.00/176.50
 1100  103.75/105.75 126.50/128.50  148.50/150.50  175.00/177.00
 1200  103.75/105.75 126.50/128.50  148.50/150.50  175.00/177.00
 1300  104.00/106.00 127.00/129.00  149.00/151.00  175.50/177.50
 1415  104.50/106.00 127.50/129.00  149.50/151.00  176.50/178.00
                                 (Aug 11) 
 1415  104.25/106.25 127.25/129.25  149.25/151.25  175.75/177.75
------------------------------------------------------------------
 TIME      APR             MAY             JUN          JUL
------------------------------------------------------------------
 1005 205.00/206.50  227.50/229.00  254.00/255.50  278.00/279.50
 1100 205.00/207.00  227.50/229.50  254.00/256.00  278.00/280.00
 1200 205.00/207.00  227.50/229.50  254.00/256.00  278.00/280.00
 1300 205.50/207.50  228.00/230.00  254.50/256.50  279.00/281.00
 1415 207.00/208.50  229.50/231.00  256.00/257.50  280.50/282.00
                                (Aug 11) 
 1415 205.50/207.50  228.00/230.00  254.50/256.50  278.50/280.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.50%    3.58%    3.64%       3.66%     3.69%   3.71%
 1100   3.46%    3.56%    3.62%       3.66%     3.69%   3.72%
 1200   3.44%    3.56%    3.62%       3.66%     3.69%   3.71%
 1300   3.48%    3.58%    3.64%       3.67%     3.70%   3.73%
 1415   3.54%    3.62%    3.66%       3.68%     3.71%   3.73%
                                 (Aug 11) 
 1415   3.47%    3.56%    3.61%       3.65%     3.69%   3.72%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.73%    3.81%    3.88%       3.88%     3.88%   3.89%
 1100   3.74%    3.82%    3.88%       3.89%     3.89%   3.89%
 1200   3.74%    3.82%    3.88%       3.89%     3.89%   3.89%
 1300   3.75%    3.83%    3.89%       3.89%     3.90%   3.90%
 1415   3.76%    3.85%    3.91%       3.91%     3.92%   3.92%
                                 (Aug 11)  
 1415   3.74%    3.82%    3.88%       3.88%     3.89%   3.89%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.8300/74.8400 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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