July 20, 2020 / 4:53 AM / 22 days ago

RPT-India fwd/annualised dlr premia-Jul 20

              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
               01.22%            01.22%             01.22%
                                (Jul 17)
1010        01.50/04.50       01.25/03.25        00.25/01.25
               01.82%            02.02%             01.21%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1010   06.75/07.75    29.50/30.50    52.25/53.25   75.00/76.50
 1100   06.00/08.00    28.75/30.75    51.50/53.50   74.75/76.75
 1200   06.75/07.75    29.50/30.50    52.25/53.25   75.00/76.50
 1300   06.00/08.00    28.75/30.75    51.25/53.25   74.25/76.25
 1415   06.00/08.00    28.75/30.75    51.50/53.50   74.25/76.25
                             (Jul 17)   
 1415   07.00/09.00    29.50/31.50    52.00/54.00   75.00/77.00
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1010  97.00/98.50  123.00/124.50  145.50/147.00  166.50/168.00
 1100  97.00/99.00  123.00/125.00  145.25/147.25  166.75/168.75
 1200  97.00/98.50  123.00/124.50  145.50/147.00  166.50/168.00
 1300  96.25/98.25  122.25/124.25  144.50/146.50  166.00/168.00
 1415  96.25/98.25  122.25/124.25  144.50/146.50  166.00/168.00
                              (Jul 17)   
 1415  97.50/99.50  123.25/125.25  145.50/147.50  167.00/169.00
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1010 192.50/194.00  221.50/223.00  243.50/245.00  269.50/271.00
 1100 192.50/194.50  221.75/223.75  243.75/245.75  270.00/272.00
 1200 192.50/194.00  221.50/223.00  243.50/245.00  269.50/271.00
 1300 191.75/193.75  221.00/223.00  243.00/245.00  269.00/271.00
 1415 191.75/193.75  221.00/223.00  243.00/245.00  269.00/271.00
                             (Jul 17)   
 1415 192.50/194.50  221.75/223.75  243.75/245.75  270.00/272.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.67%    3.67%    3.71%       3.72%     3.72%   3.73%
 1100   3.63%    3.65%    3.71%       3.73%     3.73%   3.73%
 1200   3.67%    3.67%    3.72%       3.72%     3.72%   3.73%
 1300   3.63%    3.63%    3.69%       3.70%     3.70%   3.71%
 1415   3.63%    3.65%    3.69%       3.70%     3.71%   3.71%
                             (Jul 17)   
 1415   3.65%    3.63%    3.68%       3.71%     3.71%   3.71%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.72%    3.73%    3.81%       3.84%     3.84%   3.85%
 1100   3.73%    3.74%    3.82%       3.84%     3.84%   3.86%
 1200   3.72%    3.73%    3.81%       3.84%     3.84%   3.85%
 1300   3.71%    3.72%    3.81%       3.83%     3.83%   3.84%
 1415   3.71%    3.72%    3.81%       3.83%     3.83%   3.85%
                             (Jul 17)   
 1415   3.71%    3.72%    3.80%       3.83%     3.83%   3.85%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.9200/74.9300 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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