July 14, 2020 / 4:48 AM / 23 days ago

RPT-India fwd/annualised dlr premia-Jul 14

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        01.00/02.00       00.50/01.00        00.50/01.00
               02.42%            02.42%             02.42%
                                (Jul 13)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1010   10.75/11.75    33.25/34.25    55.75/56.75   78.75/80.25
 1100   11.25/12.25    33.50/34.50    55.75/56.75   78.75/80.25 
 1200   10.75/12.75    33.00/35.00    55.25/57.25   77.75/79.75
 1300   11.25/12.25    33.50/34.50    55.75/56.75   78.75/80.25
 1415   10.75/12.75    33.00/35.00    55.25/57.25   78.00/80.00
                             (Jul 13)   
 1415   11.50/13.50    34.00/36.00    56.00/58.00   78.75/80.75
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1010  100.75/102.25 126.75/128.25  149.75/151.25  170.75/172.25
 1100  100.75/102.25 126.75/128.25  149.75/151.25  170.25/171.75
 1200  100.25/102.25 126.25/128.25  148.75/150.75  170.25/172.25
 1300  100.75/102.25 126.75/128.25  149.25/150.75  169.75/171.25
 1415  100.50/102.50 126.25/128.25  148.75/150.75  170.25/172.25 
                             (Jul 13)   
 1415  100.50/102.50 126.25/128.25  148.50/150.50  170.00/172.00
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1010 196.75/198.25  226.25/227.75  248.50/250.00  274.50/276.00
 1100 196.25/197.75  225.75/227.25  248.00/249.50  274.00/275.50
 1200 195.75/197.75  224.75/226.75  247.00/249.00  273.50/275.50
 1300 195.75/197.25  225.25/226.75  247.50/249.00  273.50/275.00
 1415 195.75/197.75  225.00/227.00  247.50/249.50  274.00/276.00
                             (Jul 13)   
 1415 195.50/197.50  224.50/226.50  246.75/248.75  273.00/275.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.57%    3.57%    3.64%       3.67%     3.67%   3.69%
 1100   3.62%    3.58%    3.64%       3.67%     3.67%   3.69%
 1200   3.62%    3.58%    3.61%       3.65%     3.66%   3.67%
 1300   3.62%    3.58%    3.63%       3.66%     3.67%   3.68%
 1415   3.62%    3.58%    3.62%       3.66%     3.67%   3.67%
                             (Jul 13)   
 1415   3.65%    3.60%    3.63%       3.65%     3.65%   3.66%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.70%    3.70%    3.77%       3.82%     3.82%   3.83%
 1100   3.69%    3.69%    3.76%       3.81%     3.81%   3.82%
 1200   3.68%    3.69%    3.75%       3.80%     3.80%   3.82%
 1300   3.67%    3.68%    3.75%       3.80%     3.80%   3.81%
 1415   3.68%    3.69%    3.75%       3.80%     3.81%   3.82%
                             (Jul 13)   
 1415   3.67%    3.68%    3.74%       3.79%     3.80%   3.81%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.4150/75.4250 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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