July 10, 2020 / 4:47 AM / a month ago

RPT-India fwd/annualised dlr premia-Jul 10

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        01.75/04.25       01.50/03.00        00.25/01.25
               02.12%            02.43%             01.21%
                                (Jul 9)
1010        01.75/04.25       00.25/01.25        01.50/03.00
               02.13%            01.22%             02.43%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1005   12.75/13.75    35.75/36.75    59.25/60.25   82.75/84.25
 1100   12.50/14.50    35.25/37.25    58.25/60.25   82.00/84.00
 1200   12.50/14.50    35.50/37.50    58.50/60.50   82.00/84.00
 1300   13.00/14.00    36.00/37.00    59.00/60.00   82.50/84.00
 1415   12.50/14.50    35.50/37.50    58.50/60.50   82.00/84.00
                                 (Jul 9)   
 1415   13.00/15.00    36.00/38.00    59.25/61.25   83.25/85.25
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1005  105.25/106.75 131.75/133.25  155.25/156.75  177.25/178.75
 1100  105.00/107.00 131.75/133.75  154.50/156.50  176.50/178.50
 1200  105.00/107.00 131.75/133.75  154.50/156.50  176.50/178.50
 1300  105.25/106.75 132.00/133.50  155.00/156.50  176.50/178.00
 1415  105.00/107.00 131.75/133.75  154.50/156.50  176.50/178.50
                                 (Jul 9)   
 1415  106.25/108.25 133.25/135.25  156.25/158.25  178.25/180.25
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1005 203.50/205.00  233.50/235.00  255.50/257.00  282.50/284.00
 1100 202.50/204.50  231.75/233.75  254.00/256.00  280.50/282.50
 1200 202.50/204.50  231.75/233.75  254.00/256.00  280.50/282.50
 1300 202.50/204.00  232.00/233.50  254.50/256.00  281.00/282.50
 1415 202.50/204.50  232.25/234.25  254.00/256.00  280.50/282.50
                                 (Jul 9)   
 1415 204.50/206.50  234.00/236.00  256.75/258.75  283.50/285.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.70%    3.70%    3.76%       3.78%     3.78%   3.79%
 1100   3.72%    3.68%    3.73%       3.78%     3.79%   3.79%    
 1200   3.73%    3.69%    3.73%       3.77%     3.78%   3.79%
 1300   3.74%    3.69%    3.74%       3.78%     3.78%   3.79%
 1415   3.74%    3.70%    3.74%       3.78%     3.79%   3.79%
                                 (Jul 9)   
 1415   3.71%    3.70%    3.76%       3.80%     3.82%   3.82%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.81%    3.81%    3.87%       3.92%     3.91%   3.92%
 1100   3.79%    3.80%    3.85%       3.89%     3.89%   3.90%
 1200   3.79%    3.79%    3.84%       3.89%     3.89%   3.89%
 1300   3.79%    3.79%    3.84%       3.89%     3.89%   3.90%
 1415   3.79%    3.80%    3.85%       3.90%     3.89%   3.90%
                                  (Jul 9)   
 1415   3.83%    3.83%    3.88%       3.93%     3.93%   3.94%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.2000/75.2100 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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