July 13, 2020 / 5:16 AM / 24 days ago

RPT-India fwd/annualised dlr premia-Jul 13

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
                                (Jul 10)
1005        01.75/04.25       01.50/03.00        00.25/01.25
               02.12%            02.43%             01.21%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1010   12.50/13.50    35.50/36.50    58.50/59.50   82.00/83.50
 1100   12.25/13.25    34.75/35.75    57.25/58.25   79.75/81.25
 1200   11.50/13.50    34.00/36.00    56.50/58.50   79.50/81.50
 1300   12.00/13.00    34.50/35.50    57.00/58.00   79.50/81.00
 1415   11.50/13.50    34.00/36.00    56.00/58.00   78.75/80.75
                                 (Jul 10)   
 1415   12.50/14.50    35.50/37.50    58.50/60.50   82.00/84.00
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1010  104.50/106.00 131.00/132.50  154.00/155.50  175.50/177.00
 1100  101.75/103.25 127.75/129.25  150.75/152.25  172.50/174.00
 1200  101.50/103.50 127.50/129.50  150.00/152.00  171.50/173.50 
 1300  101.00/102.50 127.00/128.50  150.00/151.50  171.50/173.00
 1415  100.50/102.50 126.25/128.25  148.50/150.50  170.00/172.00
                                 (Jul 10)   
 1415  105.00/107.00 131.75/133.75  154.50/156.50  176.50/178.50
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1010 201.50/203.00  231.00/232.50  253.50/255.00  280.00/281.50
 1100 198.50/200.00  227.50/229.00  250.00/251.50  276.50/278.00
 1200 197.00/199.00  226.00/228.00  248.50/250.50  275.00/277.00
 1300 197.00/198.50  226.50/228.00  248.75/250.25  275.00/276.50
 1415 195.50/197.50  224.50/226.50  246.75/248.75  273.00/275.00
                                 (Jul 10)   
 1415 202.50/204.50  232.25/234.25  254.00/256.00  280.50/282.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.77%    3.72%    3.76%       3.79%     3.79%   3.79%
 1100   3.69%    3.64%    3.67%       3.69%     3.69%   3.71%
 1200   3.66%    3.62%    3.66%       3.69%     3.69%   3.70%
 1300   3.66%    3.62%    3.66%       3.67%     3.67%   3.69%
 1415   3.65%    3.60%    3.63%       3.65%     3.65%   3.66%
                                 (Jul 10)   
 1415   3.74%    3.70%    3.74%       3.78%     3.79%   3.79%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.79%    3.79%    3.85%       3.89%     3.90%   3.90%
 1100   3.72%    3.73%    3.79%       3.84%     3.85%   3.86%
 1200   3.71%    3.71%    3.77%       3.82%     3.83%   3.84%
 1300   3.70%    3.70%    3.77%       3.82%     3.82%   3.84%
 1415   3.67%    3.68%    3.74%       3.79%     3.80%   3.81%
                                  (Jul 10)   
 1415   3.79%    3.80%    3.85%       3.90%     3.89%   3.90%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.1900/75.2000 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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