July 16, 2020 / 5:36 AM / 21 days ago

RPT-India fwd/annualised dlr premia-Jul 16

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        02.25/03.75       00.50/01.00        01.75/02.75
               02.73%            02.42%             02.83%
                                (Jul 15)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1045   08.00/10.00    30.75/32.75    53.00/55.00   76.50/78.50
 1100   08.00/10.00    30.75/32.75    53.25/55.25   77.00/79.00
 1200   08.00/10.00    30.75/32.75    53.50/55.50   77.00/79.00
 1300   08.50/09.50    31.50/32.50    54.50/55.50   77.25/78.75
 1415   07.75/09.75    30.75/32.75    53.25/55.25   76.75/78.75
                             (Jul 15)   
 1415   10.25/12.25    32.50/34.50    55.00/57.00   78.00/80.00
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1045  99.00/101.00 125.25/127.25  148.25/150.25  169.75/171.75
 1100  99.50/101.50 125.25/127.25  148.25/150.25  170.00/172.00
 1200  99.50/101.50 125.50/127.50  148.50/150.50  170.00/172.00
 1300  99.50/101.00 125.50/127.00  148.00/149.50  169.00/170.50
 1415  99.00/101.00 125.00/127.00  147.75/149.75  169.25/171.25
                             (Jul 15)   
 1415 100.50/102.50 126.75/128.75  149.50/151.50  171.00/173.00
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1045 195.50/197.50  225.00/227.00  247.25/249.25  273.50/275.50
 1100 196.00/198.00  225.50/227.50  247.75/249.75  274.00/276.00
 1200 196.00/198.00  225.50/227.50  247.75/249.75  274.00/276.00
 1300 195.00/196.50  224.50/226.00  246.50/248.00  273.00/274.50
 1415 195.25/197.25  224.50/226.50  246.75/248.75  273.00/275.00
                             (Jul 15)   
 1415 196.75/198.75  226.00/228.00  248.25/250.25  274.50/276.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1045   3.70%    3.64%    3.70%       3.73%     3.73%   3.75%
 1100   3.70%    3.66%    3.72%       3.75%     3.74%   3.75%
 1200   3.70%    3.67%    3.73%       3.75%     3.74%   3.75%
 1300   3.73%    3.70%    3.74%       3.74%     3.74%   3.74%
 1415   3.69%    3.66%    3.72%       3.73%     3.73%   3.74%
                             (Jul 15)   
 1415   3.67%    3.62%    3.67%       3.70%     3.71%   3.73%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1045   3.75%    3.75%    3.83%       3.86%     3.86%   3.87%
 1100   3.75%    3.76%    3.83%       3.87%     3.87%   3.88%
 1200   3.75%    3.76%    3.84%       3.87%     3.87%   3.88%
 1300   3.73%    3.74%    3.81%       3.85%     3.85%   3.86%
 1415   3.74%    3.75%    3.82%       3.85%     3.86%   3.87%
                             (Jul 15)   
 1415   3.73%    3.73%    3.81%       3.84%     3.84%   3.86%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.1875/75.1975 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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