July 17, 2020 / 4:52 AM / a month ago

RPT-India fwd/annualised dlr premia-Jul 17

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        01.50/04.50       01.25/03.25        00.25/01.25
               01.82%            02.02%             01.21%
                                (Jul 16)
1010        02.25/03.75       00.50/01.00        01.75/02.75
               02.73%            02.42%             02.83%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1010   07.00/09.00    29.75/31.75    52.25/54.25   75.50/77.50
 1100   07.50/08.50    30.25/31.25    53.00/54.00   75.75/77.25
 1200   07.50/08.50    29.50/31.50    52.50/53.50   74.75/76.25
 1300   07.50/08.50    30.00/31.00    52.75/53.75   75.50/77.00
 1415   07.00/09.00    29.50/31.50    52.00/54.00   75.00/77.00
                             (Jul 16)   
 1415   07.75/09.75    30.75/32.75    53.25/55.25   76.75/78.75
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1010  97.75/99.75  123.75/125.75  146.25/148.25  168.00/170.00
 1100  97.75/99.25  123.75/125.25  146.25/147.75  167.25/168.75
 1200  96.50/98.50  122.75/124.25  144.75/146.25  165.75/167.25
 1300  97.50/99.00  123.50/125.00  146.00/147.50  167.00/168.50
 1415  97.50/99.50  123.25/125.25  145.50/147.50  167.00/169.00
                              (Jul 16)   
 1415  99.00/101.00 125.00/127.00  147.75/149.75  169.25/171.25
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1010 193.75/195.75  223.00/225.00  245.25/247.25  271.50/273.50
 1100 193.25/194.75  222.75/224.25  244.75/246.25  271.00/272.50
 1200 191.75/193.25  221.25/222.75  243.25/244.75  269.50/271.00
 1300 193.00/194.50  222.00/223.50  244.00/245.50  270.00/271.50
 1415 192.50/194.50  221.75/223.75  243.75/245.75  270.00/272.00
                             (Jul 16)   
 1415 195.25/197.25  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   3.67%    3.64%    3.70%       3.72%     3.72%   3.72%
 1100   3.67%    3.66%    3.70%       3.71%     3.71%   3.72%
 1200   3.64%    3.62%    3.66%       3.67%     3.68%   3.68%
 1300   3.65%    3.64%    3.69%       3.70%     3.71%   3.71%
 1415   3.65%    3.63%    3.68%       3.71%     3.71%   3.71%
                             (Jul 16)   
 1415   3.69%    3.66%    3.72%       3.73%     3.73%   3.74%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.73%    3.74%    3.82%       3.84%     3.85%   3.86%
 1100   3.71%    3.72%    3.81%       3.83%     3.84%   3.85%
 1200   3.68%    3.69%    3.78%       3.81%     3.81%   3.83%
 1300   3.71%    3.72%    3.80%       3.83%     3.83%   3.84%
 1415   3.71%    3.72%    3.80%       3.83%     3.83%   3.85%
                             (Jul 16)   
 1415   3.74%    3.75%    3.82%       3.85%     3.86%   3.87%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.0150/75.0250 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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