July 31, 2020 / 4:58 AM / 12 days ago

RPT-India fwd/annualised dlr premia-Jul 31

                  Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        01.25/04.25       01.00/03.00        00.25/01.25
               01.53%            01.63%             01.22%
                                (Jul 30)
1005        01.25/04.25       00.25/01.25        01.00/03.00
               01.52%            01.22%             01.63%
------------------------------------------------------------------    
 TIME       AUG            SEP            OCT           NOV
------------------------------------------------------------------
 1010   19.00/20.00    41.50/42.50    64.50/65.50   87.00/88.50
 1100   19.00/20.00    41.50/42.50    64.50/65.50   87.00/88.50
 1200   18.25/20.25    40.75/42.75    63.50/65.50   86.25/88.25
 1300   18.25/20.25    40.75/42.75    63.25/65.25   86.00/88.00
 1415   18.25/20.25    40.75/42.75    63.50/65.50   86.25/88.25
                            (Jul 30)   
 1415   19.25/21.25    41.75/43.75    64.50/66.50   87.25/89.25
------------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
------------------------------------------------------------------
 1010  113.00/114.50 136.00/137.50  157.50/159.00  184.00/185.50
 1100  113.00/114.50 136.00/137.50  157.50/159.00  184.00/185.50
 1200  112.50/114.50 135.25/137.25  157.25/159.25  183.25/185.25
 1300  112.25/114.25 135.00/137.00  157.00/159.00  183.25/185.25
 1415  112.75/114.75 135.75/137.75  157.75/159.75  184.25/186.25
                            (Jul 30)   
 1415  113.75/115.75 136.50/138.50  158.50/160.50  184.75/186.75
------------------------------------------------------------------
 TIME      APR             MAY             JUN          JUL
------------------------------------------------------------------
 1010 214.00/215.50  236.50/238.00  263.00/264.50  287.50/289.00
 1100 214.00/215.50  236.50/238.00  263.00/264.50  287.50/289.00
 1200 213.00/215.00  235.50/237.50  262.00/264.00  286.00/288.00
 1300 213.00/215.00  235.50/237.50  262.00/264.00  286.00/288.00
 1415 214.25/216.25  236.75/238.75  263.25/265.25  287.50/289.50
                            (Jul 30)   
 1415 214.50/216.50  237.00/239.00  263.50/265.50  287.50/289.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.54%    3.62%    3.70%       3.73%     3.73%   3.75%
 1100   3.54%    3.62%    3.70%       3.73%     3.73%   3.75%
 1200   3.50%    3.60%    3.67%       3.71%     3.72%   3.74%
 1300   3.50%    3.59%    3.66%       3.70%     3.71%   3.73%
 1415   3.50%    3.59%    3.67%       3.71%     3.73%   3.75%
                            (Jul 30)   
 1415   3.54%    3.61%    3.68%       3.71%     3.73%   3.75%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.76%    3.80%    3.90%       3.90%     3.90%   3.91%
 1100   3.76%    3.80%    3.90%       3.90%     3.90%   3.91%
 1200   3.75%    3.79%    3.88%       3.89%     3.89%   3.89%
 1300   3.75%    3.78%    3.88%       3.89%     3.89%   3.89%
 1415   3.76%    3.80%    3.90%       3.91%     3.91%   3.91%
                            (Jul 30)   
 1415   3.76%    3.80%    3.89%       3.90%     3.90%   3.90%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.8100/74.8200 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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