July 23, 2020 / 4:52 AM / 17 days ago

RPT-India fwd/annualised dlr premia-Jul 23

                  Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        02.00/04.00       00.50/01.00        01.50/03.00
               02.44%            02.44%             02.44%
                                (Jul 22)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.22%            01.22%             01.22%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1010   02.75/03.75    25.75/26.75    49.00/50.00   72.25/73.75
 1100   02.00/04.00    24.75/26.75    47.75/49.75   70.75/72.75
 1200   02.00/04.00    24.75/26.75    47.75/49.75   71.00/73.00
 1300   02.00/04.00    24.75/26.75    47.50/49.50   71.00/73.00
 1415   02.00/04.00    24.75/26.75    47.75/49.75   71.25/73.25
                           (Jul 22)   
 1415   04.75/05.75    27.50/28.50    50.50/51.50   73.75/75.25
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1010  94.50/96.00  120.50/122.00  144.00/145.50  166.00/167.50
 1100  93.75/95.75  119.75/121.75  142.75/144.75  164.75/166.75
 1200  94.00/96.00  120.25/122.25  143.25/145.25  165.25/167.25
 1300  94.25/96.25  121.00/123.00  144.00/146.00  166.00/168.00
 1415  94.25/96.25  120.50/122.50  143.75/145.75  166.00/168.00
                           (Jul 22)   
 1415  96.00/97.50  122.00/123.50  145.50/147.00  167.50/169.00
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1010 192.75/194.25  222.75/224.25  245.00/246.50  271.50/273.00
 1100 190.75/192.75  220.50/222.50  243.00/245.00  269.50/271.50
 1200 191.25/193.25  221.00/223.00  243.50/245.50  270.00/272.00
 1300 192.00/194.00  222.00/224.00  244.50/246.50  271.00/273.00
 1415 192.00/194.00  222.00/224.00  244.50/246.50  271.00/273.00
                           (Jul 22)   
 1415 194.25/195.75  224.00/225.50  246.00/247.50  272.50/274.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.67%    3.72%    3.79%       3.78%     3.77%   3.80%
 1100   3.60%    3.66%    3.73%       3.76%     3.76%   3.78%
 1200   3.59%    3.66%    3.74%       3.77%     3.77%   3.79%
 1300   3.59%    3.64%    3.73%       3.78%     3.79%   3.80%
 1415   3.59%    3.66%    3.75%       3.78%     3.78%   3.80%
                           (Jul 22)   
 1415   3.60%    3.65%    3.74%       3.75%     3.75%   3.77%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.81%    3.83%    3.93%       3.94%     3.94%   3.94%
 1100   3.78%    3.79%    3.90%       3.91%     3.91%   3.92%
 1200   3.79%    3.80%    3.90%       3.91%     3.91%   3.92%
 1300   3.81%    3.81%    3.92%       3.93%     3.92%   3.93%
 1415   3.81%    3.81%    3.92%       3.93%     3.93%   3.93%
                           (Jul 22)   
 1415   3.78%    3.80%    3.91%       3.91%     3.91%   3.92%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.7600/74.7700 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)
  
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