May 22, 2020 / 5:13 AM / 12 days ago

RPT-India fwd/annualised dlr premia-May 22

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1025        01.75/04.75       01.50/03.50        00.25/01.25
               01.69%            01.81%             01.20%
                                (May 21)
1020        02.25/05.25       00.25/01.25        02.00/04.00
               02.17%            01.20%             02.41%
------------------------------------------------------------------
 TIME       MAY            JUN            JUL            AUG
------------------------------------------------------------------
 1025   00.50/01.50    23.50/25.50      46.50/48.50   69.50/71.50
 1100   00.50/02.00    23.00/25.00      46.00/48.00   69.00/71.00
 1200   00.50/02.00    23.00/25.00      46.50/48.50   69.50/71.50
 1300   00.50/02.00    23.00/25.00      46.50/48.50   69.50/71.50
 1415   00.75/02.25    24.00/26.00      47.50/49.50   70.50/72.50
                                 (May 21)   
 1415   01.50/03.00    25.50/27.50      49.50/51.50   73.50/75.50
------------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
------------------------------------------------------------------
 1025   92.50/94.50   115.50/117.50   138.50/140.50  165.00/167.00
 1100   92.00/94.00   115.50/117.50   138.50/140.50  165.00/167.00
 1200   92.50/94.50   116.00/118.00   139.00/141.00  165.50/167.50
 1300   92.50/94.50   116.50/118.50   139.50/141.50  166.00/168.00
 1415   93.50/95.50   117.00/119.00   140.00/142.00  167.00/169.00
                                 (May 21)   
 1415   97.50/99.50   121.75/123.75   145.00/147.00  172.50/174.50
------------------------------------------------------------------
 TIME      JAN             FEB            MAR             APR
------------------------------------------------------------------
 1025 187.50/189.50   209.50/211.50   235.50/237.50  265.00/267.00
 1100 188.00/190.00   210.00/212.00   236.00/238.00  266.00/268.00
 1200 188.50/190.50   210.50/212.50   236.50/238.50  266.00/268.00
 1300 189.00/191.00   210.50/212.50   236.50/238.50  266.50/268.50
 1415 190.25/192.25   212.50/214.50   239.00/241.00  269.00/271.00
                                (May 21)   
 1415 195.50/197.50   217.50/219.50   244.00/246.00  274.50/276.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1025   3.47%    3.52%    3.54%       3.57%     3.62%   3.65%
 1100   3.40%    3.47%    3.51%       3.55%     3.61%   3.65%
 1200   3.40%    3.51%    3.54%       3.57%     3.63%   3.67%
 1300   3.40%    3.51%    3.53%       3.57%     3.64%   3.67%
 1415   3.53%    3.58%    3.58%       3.60%     3.66%   3.68%
                                (May 21)   
 1415   3.65%    3.69%    3.71%       3.74%     3.79%   3.81%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1025   3.67%    3.67%    3.69%       3.70%     3.78%   3.80%
 1100   3.66%    3.68%    3.69%       3.70%     3.79%   3.81%
 1200   3.68%    3.69%    3.70%       3.71%     3.80%   3.81%
 1300   3.69%    3.70%    3.70%       3.71%     3.80%   3.81%
 1415   3.70%    3.72%    3.73%       3.74%     3.83%   3.84%
                                 (May 21)   
 1415   3.82%    3.82%    3.82%       3.83%     3.91%   3.93%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.9500/75.9600 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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