July 1, 2020 / 4:52 AM / 6 days ago

RPT-India fwd/annualised dlr premia-Jul 1

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
                                (Jun 30)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1005   18.50/20.50    41.00/43.00    63.75/65.75   87.75/89.75
 1100   18.50/20.50    41.00/43.00    63.75/65.75   87.50/89.50
 1200   18.75/19.75    41.00/42.00    63.75/64.75   87.25/88.75
 1300   18.50/20.50    41.00/43.00    63.50/65.50   87.25/89.25
 1415   19.00/20.00    41.25/42.25    64.00/65.00   87.50/89.00
                                (Jun 30)   
 1415   20.00/21.00    42.50/43.50    65.00/66.00   88.50/90.00
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1005  111.00/113.00 138.25/140.25  161.50/163.50  183.50/185.50
 1100  110.50/112.50 137.50/139.50  160.75/162.75  182.75/184.75
 1200  110.25/111.75 137.00/138.50  160.50/162.00  182.00/183.50
 1300  110.25/112.25 137.50/139.50  160.75/162.75  182.75/184.75
 1415  110.50/112.00 137.50/139.00  161.00/162.50  182.50/184.00
                                (Jun 30)   
 1415  111.50/113.00 138.50/140.00  162.00/163.50  183.50/185.00
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1005 209.75/211.75  239.00/241.00  261.50/263.50  288.00/290.00
 1100 208.75/210.75  238.00/240.00  260.50/262.50  287.00/289.00
 1200 208.50/210.00  238.00/239.50  260.50/262.00  287.00/288.50
 1300 208.75/210.75  238.00/240.00  260.50/262.50  287.00/289.00
 1415 209.00/210.50  238.50/240.00  261.00/262.50  287.50/289.00
                                (Jun 30)   
 1415 210.00/211.50  239.50/241.00  262.00/263.50  288.50/290.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.38%    3.45%    3.54%       3.65%     3.69%   3.72%
 1100   3.38%    3.45%    3.54%       3.63%     3.67%   3.70%
 1200   3.33%    3.41%    3.51%       3.61%     3.65%   3.68%
 1300   3.38%    3.45%    3.52%       3.62%     3.66%   3.70%
 1415   3.37%    3.43%    3.52%       3.62%     3.66%   3.69%
                                 (Jun 30)   
 1415   3.43%    3.47%    3.54%       3.63%     3.67%   3.70%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.74%    3.75%    3.78%       3.85%     3.86%   3.86%
 1100   3.72%    3.73%    3.76%       3.84%     3.84%   3.85%
 1200   3.71%    3.71%    3.75%       3.83%     3.84%   3.84%
 1300   3.72%    3.73%    3.76%       3.83%     3.84%   3.84%
 1415   3.72%    3.72%    3.76%       3.84%     3.84%   3.85%
                                 (Jun 30)   
 1415   3.73%    3.73%    3.76%       3.85%     3.85%   3.85%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.5900/75.6000 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