June 15, 2020 / 4:58 AM / 2 months ago

RPT-India fwd/annualised dlr premia-Jun 15

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
                                (Jun 12)
1010        01.75/03.75       01.50/02.50        00.25/01.25
               02.10%            02.40%             01.20%
------------------------------------------------------------------
 TIME       JUN            JUL            AUG            SEP
------------------------------------------------------------------
 1010   08.00/10.00      30.50/32.50   53.50/55.50   76.50/78.50
 1100   08.00/10.00      30.50/32.50   53.50/55.50   76.50/78.50
 1200   08.00/10.00      30.50/32.50   54.00/56.00   77.00/79.00
 1300   08.00/10.00      30.50/32.50   54.00/56.00   77.00/79.00
 1415   07.75/09.75      30.00/32.00   53.25/55.25   76.25/78.25 
                                  (Jun 12)   
 1415   08.50/10.50      31.00/33.00   54.00/56.00   77.00/79.00
------------------------------------------------------------------
 TIME       OCT            NOV            DEC            JAN
------------------------------------------------------------------
 1010 100.50/102.50   123.50/125.50   150.50/152.50  173.50/175.50
 1100 100.50/102.50   123.50/125.50   150.50/152.50  173.50/175.50
 1200 101.00/103.00   124.00/126.00   151.00/153.00  174.00/176.00
 1300 101.00/103.00   124.00/126.00   151.00/153.00  174.00/176.00
 1415 100.00/102.00   123.25/125.25   150.25/152.25  173.25/175.25
                                 (Jun 12)   
 1415 101.00/103.00   124.50/126.50   151.50/153.50  174.50/176.50
------------------------------------------------------------------
 TIME      FEB            MAR             APR             MAY
------------------------------------------------------------------
 1010 195.50/197.50  221.50/223.50    251.25/253.25  273.50/275.50
 1100 195.50/197.50  221.50/223.50    251.25/253.25  273.50/275.50
 1200 196.00/198.00  222.50/224.50    252.50/254.50  275.00/277.00
 1300 196.00/198.00  222.50/224.50    252.50/254.50  275.00/277.00
 1415 195.25/197.25  221.50/223.50        251.00/253.00  273.50/275.50 
                                 (Jun 12)   
 1415 196.50/198.50  222.75/224.75    252.25/254.25  274.50/276.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.42%    3.48%    3.53%       3.61%     3.66%   3.69%
 1100   3.41%    3.47%    3.52%       3.61%     3.65%   3.68%
 1200   3.41%    3.49%    3.55%       3.62%     3.67%   3.69%
 1300   3.41%    3.49%    3.55%       3.63%     3.67%   3.69%
 1415   3.35%    3.44%    3.51%       3.59%     3.65%   3.68%
                                (Jun 12)   
 1415   3.39%    3.46%    3.52%       3.60%     3.67%   3.70%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.71%    3.72%    3.72%       3.79%     3.82%   3.82%
 1100   3.70%    3.71%    3.72%       3.78%     3.82%   3.81%
 1200   3.71%    3.72%    3.73%       3.80%     3.84%   3.83%
 1300   3.71%    3.72%    3.73%       3.80%     3.84%   3.83%
 1415   3.70%    3.71%    3.72%       3.78%     3.82%   3.82%
                                 (Jun 12)   
 1415   3.72%    3.73%    3.73%       3.79%     3.83%   3.83%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 76.0200/76.0300 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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