April 22, 2020 / 4:58 AM / 3 months ago

RPT-India fwd/annualised dlr premia-Apr 22

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1015        00.50/02.50        00.25/01.25        00.25/01.25
               01.19%            01.19%             01.19%
                                 (Apr 21)
1015        00.50/02.50        00.25/01.25        00.25/01.25
               01.19%            01.19%             01.19%
-----------------------------------------------------------------
 TIME       APR            MAY            JUN            JUL
-----------------------------------------------------------------
 1015   03.50/05.50    28.00/31.00     54.00/57.00   80.00/85.00
 1100   03.50/05.50    27.50/30.50     52.50/55.50   78.50/83.50
 1200   03.50/05.50    27.00/31.00     52.50/57.50   78.00/83.00
 1300   03.50/05.50    27.00/31.00     52.50/57.50   78.00/83.00
 1415   03.75/05.75    27.50/31.50     52.50/57.50   77.75/82.75
                                 (Apr 21)   
 1415   04.50/06.50    29.00/33.00     55.00/60.00   81.25/86.25
-----------------------------------------------------------------
 TIME       AUG           SEP             OCT            NOV
-----------------------------------------------------------------
 1015  106.00/111.00 131.50/136.50   156.00/161.00  178.00/183.00
 1100  104.50/109.50 130.00/135.00   154.50/159.50  177.00/182.00
 1200  103.50/108.50 128.50/133.50   153.00/158.00  175.50/180.50
 1300  103.50/108.50 128.50/133.50   153.00/158.00  175.50/180.50
 1415  103.00/108.00 128.00/133.00   152.50/157.50  175.50/180.50
                                 (Apr 21)    
 1415  107.25/112.25 132.75/137.75   157.25/162.25  180.00/185.00
-----------------------------------------------------------------    
 TIME      DEC            JAN             FEB            MAR
-----------------------------------------------------------------
 1015 204.00/209.00  227.00/232.00   249.00/254.00  275.00/280.00
 1100 203.00/208.00  226.00/231.00   248.00/253.00  274.00/279.00
 1200 202.00/207.00  225.00/230.00   247.00/252.00  273.00/278.00
 1300 202.00/207.00  225.00/230.00   247.00/252.00  273.00/278.00
 1415 202.00/207.00  225.00/230.00   247.00/252.00  273.00/278.00
                                (Apr 21)    
 1415 206.50/211.50  229.50/234.50   251.50/256.50  278.00/283.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1015   3.99%    3.94%    3.99%       3.99%     4.00%   4.00%
 1100   3.93%    3.84%    3.91%       3.94%     3.96%   3.97%
 1200   3.93%    3.91%    3.91%       3.91%     3.92%   3.93%
 1300   3.94%    3.91%    3.91%       3.91%     3.92%   3.94%
 1415   4.01%    3.92%    3.90%       3.89%     3.90%   3.92%
                                 (Apr 21)    
 1415   4.08%    4.03%    4.02%       4.01%     4.01%   4.02%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1015   3.95%    3.91%    3.89%       3.88%     3.87%   3.93%
 1100   3.94%    3.90%    3.88%       3.87%     3.86%   3.93%
 1200   3.90%    3.88%    3.86%       3.85%     3.84%   3.90%
 1300   3.91%    3.88%    3.87%       3.86%     3.85%   3.91%
 1415   3.91%    3.88%    3.87%       3.86%     3.85%   3.91%
                                 (Apr 21)    
 1415   3.98%    3.95%    3.92%       3.91%     3.90%   3.95%
----------------------------------------------------------------   
      (CONVERSION RATE - $1 = 76.6700/76.6800 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 Andhra Bank, Bank Of
Baroda,Canara Bank, Syndicate 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)
  
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below