April 23, 2020 / 4:52 AM / a month ago

RPT-India fwd/annualised dlr premia-Apr 23

              Cash Spot        Cash Tom           Tom Next
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               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        01.25/04.00        00.25/01.25        01.00/02.75
               01.50%            01.20%             01.59%
                                 (Apr 22)
1015        00.50/02.50        00.25/01.25        00.25/01.25
               01.19%            01.19%             01.19%
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 TIME       APR            MAY            JUN            JUL
-----------------------------------------------------------------
 1000   01.50/03.50    25.00/29.00     50.00/55.00   75.00/80.00
 1100   01.00/03.00    24.00/28.00     48.75/53.75   73.50/78.50
 1200   01.00/03.00    24.00/28.00     48.75/53.75   73.50/78.50
 1300   01.00/03.00    24.00/28.00     48.75/53.75   73.50/78.50 
 1415   01.50/03.50    25.00/29.00     50.00/55.00   74.50/79.50
                                 (Apr 22)   
 1415   03.75/05.75    27.50/31.50     52.50/57.50   77.75/82.75
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 TIME       AUG           SEP             OCT            NOV
-----------------------------------------------------------------
 1000  100.50/105.50 125.50/130.50   149.50/154.50  172.50/177.50
 1100   98.50/103.50 123.50/128.50   147.50/152.50  170.50/175.50
 1200   98.50/103.50 123.50/128.50   147.50/152.50  170.50/175.50
 1300   98.50/103.50 123.50/128.50   147.50/152.50  170.50/175.50
 1415   99.00/104.00 124.00/129.00   148.00/153.00  171.00/176.00
                                 (Apr 22)    
 1415  103.00/108.00 128.00/133.00   152.50/157.50  175.50/180.50
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 TIME      DEC            JAN             FEB            MAR
-----------------------------------------------------------------
 1000 199.00/204.00  222.00/227.00   244.00/249.00  270.00/275.00
 1100 197.00/202.00  220.00/225.00   242.00/247.00  268.00/273.00
 1200 197.00/202.00  220.00/225.00   242.00/247.00  268.00/273.00
 1300 197.00/202.00  220.00/225.00   242.00/247.00  268.00/273.00
 1415 197.50/202.50  220.25/225.25   242.00/247.00  268.00/273.00
                                (Apr 22)    
 1415 202.00/207.00  225.00/230.00   247.00/252.00  273.00/278.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.04%    3.93%    3.91%       3.91%     3.93%   3.93%
 1100   3.89%    3.84%    3.84%       3.84%     3.87%   3.89%
 1200   3.89%    3.84%    3.84%       3.84%     3.87%   3.89%
 1300   3.90%    3.84%    3.84%       3.85%     3.88%   3.89%
 1415   4.05%    3.94%    3.89%       3.87%     3.89%   3.90%
                                 (Apr 22)    
 1415   4.01%    3.92%    3.90%       3.89%     3.90%   3.92%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.91%    3.89%    3.88%       3.87%     3.86%   3.92%
 1100   3.88%    3.86%    3.85%       3.84%     3.84%   3.91%
 1200   3.88%    3.86%    3.85%       3.84%     3.84%   3.91%
 1300   3.88%    3.86%    3.86%       3.85%     3.84%   3.91%
 1415   3.89%    3.87%    3.86%       3.85%     3.84%   3.91%
                                 (Apr 22)    
 1415   3.91%    3.88%    3.87%       3.86%     3.85%   3.91%
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      (CONVERSION RATE - $1 = 76.0700/76.0800 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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