May 20, 2020 / 5:03 AM / 2 months ago

RPT-India fwd/annualised dlr premia-May 20

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        01.00/02.00       00.50/01.00        00.50/01.00
               02.41%            02.41%             02.41%
                                (May 19)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
------------------------------------------------------------------
 TIME       MAY            JUN            JUL            AUG
------------------------------------------------------------------
 1010   04.75/06.25    28.75/30.75      53.00/55.00   77.00/79.00
 1100   04.50/06.00    28.50/30.50      52.50/54.50   76.50/78.50
 1200   04.25/06.25    28.25/31.25      52.50/55.50   76.50/79.50
 1300   04.25/06.25    28.50/30.50      52.50/54.50   76.50/78.50
 1415   04.25/06.25    28.50/30.50      52.50/54.50   76.50/78.50
                                 (May 19)   
 1415   04.75/06.75    29.00/31.00      53.25/55.25   77.25/79.25
------------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
------------------------------------------------------------------
 1010  101.00/103.00  125.50/127.50   148.50/150.50  175.50/177.50
 1100  100.50/102.50  125.00/127.00   148.00/150.00  175.00/177.00
 1200  100.50/103.50  124.50/127.50   148.00/151.00  175.00/178.00
 1300  100.75/102.75  125.00/127.00   148.50/150.50  175.50/177.50
 1415  100.75/102.75  125.00/127.00   148.50/150.50  175.50/177.50 
                                 (May 19)   
 1415  101.50/103.50  125.75/127.75   149.25/151.25  176.50/178.50
------------------------------------------------------------------
 TIME      JAN             FEB            MAR             APR
------------------------------------------------------------------
 1010 198.50/200.50   220.50/222.50   247.00/249.00  277.50/279.50
 1100 198.00/200.00   220.00/222.00   246.50/248.50  276.50/278.50
 1200 198.00/201.00   220.00/223.00   246.50/249.50  276.50/279.50
 1300 198.50/200.50   220.50/222.50   247.00/249.00  277.00/279.00
 1415 198.50/200.50   220.50/222.50   247.00/249.00  277.50/279.50
                                (May 19)   
 1415 199.50/201.50   221.50/223.50   248.00/250.00  278.50/280.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.69%    3.71%    3.73%       3.75%     3.80%   3.82%
 1100   3.65%    3.68%    3.70%       3.73%     3.78%   3.80%
 1200   3.68%    3.71%    3.72%       3.75%     3.79%   3.81%
 1300   3.64%    3.67%    3.69%       3.73%     3.78%   3.81%
 1415   3.64%    3.67%    3.69%       3.73%     3.78%   3.81%
                                  (May 19)   
 1415   3.61%    3.67%    3.70%       3.74%     3.79%   3.81%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.82%    3.82%    3.82%       3.82%     3.89%   3.92%
 1100   3.80%    3.81%    3.81%       3.81%     3.88%   3.90%
 1200   3.82%    3.82%    3.82%       3.82%     3.89%   3.91%
 1300   3.81%    3.81%    3.81%       3.81%     3.88%   3.91%
 1415   3.81%    3.81%    3.81%       3.81%     3.89%   3.91%
                                 (May 19)   
 1415   3.82%    3.82%    3.82%       3.83%     3.90%   3.93%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.7925/75.8025 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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