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

RPT-India fwd/annualised dlr premia-Dec 18

          Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
            Bid/Ask           Bid/Ask             Bid/Ask
(in IST)  
1005      01.25/04.00         01.00/03.00         00.25/01.00
             01.55%             01.65%              01.24%
                              (Dec 17)    
1005      01.50/04.00         00.25/01.00         01.25/03.00
             01.86%             01.24%              02.07%
------------------------------------------------------------------    
 TIME       DEC            JAN            FEB           MAR 
------------------------------------------------------------------
 1005   05.25/07.25    26.25/28.25    46.50/48.50   71.75/73.75
 1100   05.75/06.75    27.00/28.00    46.50/48.00   72.00/73.50
 1200   05.75/06.75    27.25/28.25    46.50/48.00   72.00/73.50
 1300   05.25/07.25    26.25/28.25    46.50/48.50   71.75/73.75
 1400   05.50/07.50    26.50/28.50    46.75/48.75   72.00/74.00
 1500   05.75/06.75    27.25/28.25    46.50/48.00   72.00/73.50
 1545   05.25/07.25    26.50/28.50    47.00/49.00   72.00/74.00 
                          (Dec 17)    
 1545   06.00/08.00    27.00/29.00    47.00/49.00   72.25/74.25
------------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
------------------------------------------------------------------
 1005  112.50/114.50  136.75/138.75  165.50/167.50  193.00/195.00
 1100  112.50/114.00  137.50/139.00  166.00/167.50  193.50/195.00
 1200  112.50/114.00  137.50/139.00  166.00/167.50  193.50/195.00
 1300  112.25/114.25  136.75/138.75  165.50/167.50  193.25/195.25
 1400  113.00/115.00  137.75/139.75  166.25/168.25  194.25/196.25
 1500  113.50/115.00  138.50/140.00  167.00/168.50  195.00/196.50
 1545  113.00/115.00  137.25/139.25  166.00/168.00  193.50/195.50
                           (Dec 17)    
 1545  113.00/115.00  137.25/139.25  166.25/168.25  193.75/195.75
------------------------------------------------------------------
 TIME       AUG           SEP            OCT            NOV
------------------------------------------------------------------
 1005  222.00/224.00  249.00/251.00  274.75/276.75  303.00/305.00
 1100  222.50/224.00  249.00/250.50  275.00/276.50  303.50/305.00
 1200  222.50/224.00  249.50/251.00  275.50/277.00  304.00/305.50
 1300  222.25/224.25  249.00/251.00  275.00/277.00  303.50/305.50
 1400  223.25/225.25  250.00/252.00  276.00/278.00  304.50/306.50
 1500  224.00/225.50  250.50/252.00  276.50/278.00  305.00/306.50
 1545  222.50/224.50  249.50/251.50  275.50/277.50  304.00/306.00
                          (Dec 17)    
 1545  222.75/224.75  249.50/251.50  275.25/277.25  303.50/305.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.55%    3.57%    3.63%       4.21%     4.36%   4.35%
 1100   3.58%    3.56%    3.63%       4.20%     4.37%   4.36%
 1200   3.61%    3.56%    3.63%       4.20%     4.37%   4.36%
 1300   3.55%    3.57%    3.63%       4.20%     4.36%   4.35%
 1400   3.59%    3.59%    3.65%       4.23%     4.39%   4.37%
 1500   3.61%    3.56%    3.63%       4.23%     4.40%   4.39%
 1545   3.58%    3.61%    3.65%       4.23%     4.37%   4.36%
                          (Dec 17)    
 1545   3.55%    3.55%    3.62%       4.19%     4.34%   4.34%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.37%    4.39%    4.40%       4.40%     4.40%   4.40%
 1100   4.38%    4.40%    4.40%       4.40%     4.40%   4.40%
 1200   4.38%    4.40%    4.40%       4.41%     4.41%   4.41%
 1300   4.38%    4.39%    4.40%       4.40%     4.41%   4.41%
 1400   4.40%    4.42%    4.42%       4.42%     4.42%   4.42%
 1500   4.41%    4.43%    4.42%       4.43%     4.43%   4.42%
 1545   4.38%    4.40%    4.41%       4.41%     4.41%   4.41%
                          (Dec 17)    
 1545   4.36%    4.38%    4.39%       4.39%     4.39%   4.39%
-----------------------------------------------------------------
      (CONVERSION RATE - $1 = 73.5550/73.5650 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 Canara Bank, ICICI Bank,
Credit Agricole CIB, HDFC bank, Indusind Bank, Bank of India, Union Bank of India,State Bank Of
India,Federal Bank and Yes Bank.
 
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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