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

RPT-India fwd/annualised dlr premia-Aug 13

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1015        01.25/04.25       00.25/01.25        01.00/3.00
               01.52%            01.22%             01.63%
                                (Aug 12)
1005        01.00/02.00       00.50/01.00        00.50/01.00
               02.44%            02.44%             02.44%
------------------------------------------------------------------    
 TIME       AUG            SEP            OCT           NOV
------------------------------------------------------------------
 1015   08.75/10.75    31.00/33.00    53.50/55.50   76.00/78.00
 1100   08.50/10.50    30.75/32.75    53.25/55.25   75.75/77.75 
 1200   09.25/10.25    31.75/32.75    54.25/55.25   76.75/78.25
 1300   09.25/10.25    31.75/32.75    54.25/55.25   76.75/78.25
 1415   08.75/10.75    31.00/33.00    53.50/55.50   76.00/78.00
                                (Aug 12) 
 1415   11.50/12.50    34.00/35.00    56.25/57.25   78.25/79.75
------------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
------------------------------------------------------------------
 1015  102.75/104.75 126.00/128.00  148.50/150.50  175.00/177.00
 1100  102.50/104.50 125.50/127.50  147.50/149.50  174.00/176.00
 1200  103.50/105.00 126.50/128.00  148.50/150.00  175.50/177.00
 1300  103.50/105.00 126.50/128.00  148.50/150.00  175.50/177.00
 1415  102.75/104.75 126.25/128.25  149.00/151.00  175.50/177.50
                                 (Aug 12) 
 1415  104.50/106.00 127.50/129.00  149.50/151.00  176.50/178.00
------------------------------------------------------------------
 TIME      APR             MAY             JUN          JUL
------------------------------------------------------------------
 1015 205.00/207.00  227.75/229.75  254.50/256.50  279.00/281.00
 1100 204.50/206.50  227.25/229.25  254.00/256.00  278.50/280.50
 1200 206.50/208.00  229.00/230.50  255.50/257.00  280.00/281.50
 1300 206.50/208.00  229.00/230.50  255.50/257.00  280.00/281.50
 1415 206.00/208.00  228.75/230.75  255.50/257.50  280.00/282.00
                                (Aug 12) 
 1415 207.00/208.50  229.50/231.00  256.00/257.50  280.50/282.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1015   3.52%    3.62%    3.67%       3.71%     3.74%   3.77%
 1100   3.48%    3.60%    3.66%       3.70%     3.73%   3.75% 
 1200   3.54%    3.64%    3.69%       3.73%     3.75%   3.77%
 1300   3.54%    3.64%    3.69%       3.73%     3.75%   3.77%
 1415   3.52%    3.62%    3.67%       3.71%     3.75%   3.78%
                                 (Aug 12) 
 1415   3.54%    3.62%    3.66%       3.68%     3.71%   3.73%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1015   3.79%    3.88%    3.93%       3.93%     3.93%   3.94%
 1100   3.77%    3.87%    3.92%       3.92%     3.93%   3.93%
 1200   3.79%    3.90%    3.95%       3.94%     3.95%   3.94%
 1300   3.79%    3.90%    3.95%       3.94%     3.94%   3.94%
 1415   3.80%    3.90%    3.94%       3.95%     3.95%   3.95%
                                 (Aug 12)  
 1415   3.76%    3.85%    3.91%       3.91%     3.92%   3.92%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.8400/74.8500 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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