April 24, 2020 / 5:00 AM / a month ago

RPT-India fwd/annualised dlr premia-Apr 24

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1015        01.50/04.00        01.25/02.75        00.25/01.25
               01.80%            02.00%             01.20%
                                 (Apr 23)
1000        01.25/04.00        00.25/01.25        01.00/02.75
               01.50%            01.20%             01.59%
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 TIME       APR            MAY            JUN            JUL
-----------------------------------------------------------------
 1015   00.75/02.75    24.50/28.50     49.50/54.50   74.00/79.00
 1100   00.75/02.75    24.00/28.00     49.00/54.00   74.00/79.00
 1200   00.75/02.75    24.00/28.00     49.00/54.00   74.00/79.00
 1300   00.50/02.50    24.00/28.00     49.00/54.00   74.00/79.00
 1415   00.50/02.50    24.00/27.00     49.25/52.25   74.50/77.50 
                                 (Apr 23)   
 1415   01.50/03.50    25.00/29.00     50.00/55.00   74.50/79.50
-----------------------------------------------------------------
 TIME       AUG           SEP             OCT            NOV
-----------------------------------------------------------------
 1015  98.50/103.50  123.50/128.50   148.00/153.00  171.00/176.00
 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   148.00/153.00  171.50/176.50
 1300  98.50/103.50  123.50/128.50   148.00/153.00  171.50/176.50
 1415  99.50/102.50  124.50/127.50   149.00/152.00  172.50/175.50
                                 (Apr 23)    
 1415  99.00/104.00 124.00/129.00   148.00/153.00  171.00/176.00
-----------------------------------------------------------------    
 TIME      DEC            JAN             FEB            MAR
-----------------------------------------------------------------
 1015 198.00/203.00  221.00/226.00   243.00/248.00  269.00/274.00
 1100 197.50/202.50  220.50/225.50   242.50/247.50  269.00/274.00
 1200 198.50/203.50  221.50/226.50   243.50/248.50  270.00/275.00
 1300 198.50/203.50  221.50/226.50   243.50/248.50  270.00/275.00
 1415 199.50/202.50  222.50/225.50   244.50/247.50  271.00/274.00 
                                (Apr 23)    
 1415 197.50/202.50  220.25/225.25   242.00/247.00  268.00/273.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1015   4.09%    3.96%    3.90%       3.87%     3.89%   3.92%
 1100   4.01%    3.91%    3.89%       3.87%     3.89%   3.90%
 1200   4.01%    3.91%    3.89%       3.86%     3.88%   3.91%
 1300   4.01%    3.91%    3.89%       3.86%     3.88%   3.91%
 1415   3.93%    3.85%    3.86%       3.86%     3.88%   3.90%
                                 (Apr 23)    
 1415   4.05%    3.94%    3.89%       3.87%     3.89%   3.90%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1015   3.90%    3.89%    3.88%       3.87%     3.86%   3.93%
 1100   3.88%    3.87%    3.86%       3.85%     3.85%   3.92%
 1200   3.90%    3.89%    3.88%       3.87%     3.86%   3.93%
 1300   3.90%    3.89%    3.88%       3.87%     3.86%   3.93%
 1415   3.90%    3.89%    3.87%       3.86%     3.86%   3.93%
                                 (Apr 23)    
 1415   3.89%    3.87%    3.86%       3.85%     3.84%   3.91%
----------------------------------------------------------------   
      (CONVERSION RATE - $1 = 76.4500/76.4600 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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