April 30, 2020 / 5:10 AM / a month ago

RPT-India fwd/annualised dlr premia-Apr 30

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1020        02.25/05.25       02.00/04.00        00.25/01.25
               02.19%            02.43%             01.22%
                                 (Apr 29)
1020        02.25/05.25       00.25/01.25        02.00/04.00
               02.16%            01.20%             02.40%
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 TIME       MAY            JUN            JUL            AUG
-----------------------------------------------------------------
 1020   18.00/20.00    42.00/44.00     66.50/68.50    91.50/94.50
 1100   18.50/20.50    42.50/44.50     67.00/69.00    92.00/94.00
 1200   18.00/20.00    42.50/44.50     67.50/69.50    92.00/94.00
 1300   18.00/21.00    42.00/45.00     67.00/70.00    91.50/94.50
 1415   18.00/20.00    42.50/44.50     67.50/69.50    92.00/94.00
                              (Apr 29)   
 1415   18.50/21.50    43.00/46.00     68.00/71.00    93.00/96.00
------------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
------------------------------------------------------------------
 1020  116.00/119.00  140.50/143.50   164.00/167.00  191.00/194.00
 1100  116.50/118.50  141.00/143.00   164.50/166.50  191.50/193.50
 1200  116.00/118.00  140.50/142.50   164.00/166.00  191.50/193.50
 1300  115.75/118.75  140.00/143.00   163.50/166.50  190.50/193.50
 1415  116.00/118.00  140.50/142.50   164.00/166.00  191.50/193.50 
                                 (Apr 29)    
 1415  117.25/120.25  141.75/144.75   165.25/168.25  192.50/195.50
-----------------------------------------------------------------    
 TIME      JAN             FEB            MAR             APR
-----------------------------------------------------------------
 1020 214.50/217.50   236.50/239.50   263.00/266.00  294.00/297.00
 1100 214.50/216.50   236.50/238.50   263.00/265.00  294.00/296.00
 1200 214.50/216.50   236.00/238.00   262.50/264.50  293.50/295.50
 1300 213.50/216.50   235.50/238.50   262.00/265.00  293.00/296.00
 1415 214.50/216.50   236.50/238.50   263.00/265.00  294.00/296.00 
                                 (Apr 29)    
 1415 215.50/218.50   237.50/240.50   264.00/267.00  295.00/298.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1020   3.81%    3.75%    3.79%       3.84%     3.87%   3.91%
 1100   3.89%    3.79%    3.81%       3.85%     3.87%   3.91%
 1200   3.82%    3.79%    3.83%       3.83%     3.85%   3.89%
 1300   3.88%    3.78%    3.82%       3.83%     3.85%   3.88%
 1415   3.82%    3.79%    3.83%       3.83%     3.85%   3.89%  
                                 (Apr 29)    
 1415   3.83%    3.78%    3.81%       3.83%     3.85%   3.88%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1020   3.91%    3.90%    3.91%       3.90%     3.92%   4.00%
 1100   3.91%    3.90%    3.90%       3.89%     3.91%   3.99%
 1200   3.89%    3.90%    3.89%       3.88%     3.90%   3.98%
 1300   3.89%    3.88%    3.88%       3.87%     3.89%   3.97%
 1415   3.89%    3.90%    3.89%       3.89%     3.90%   3.98%
                                 (Apr 29)    
 1415   3.88%    3.88%    3.87%       3.87%     3.88%   3.96%
----------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.1100/75.1200 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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