July 22, 2020 / 4:50 AM / 13 days ago

RPT-India fwd/annualised dlr premia-Jul 22

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        00.50/02.50       00.25/01.25        00.25/01.25
               01.22%            01.22%             01.22%
                                (Jul 21)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.22%            01.22%             01.22%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1005   05.50/06.50    28.25/29.25    51.25/52.25   74.50/76.00
 1100   04.50/06.50    27.75/29.75    50.75/52.75   74.00/76.00
 1200   05.25/06.25    28.50/29.50    51.50/52.50   74.75/76.25
 1300   05.00/06.00    28.00/29.00    51.25/52.25   74.50/76.00
 1415   04.75/05.75    27.50/28.50    50.50/51.50   73.75/75.25
                            (Jul 21)   
 1415   06.00/07.00    28.75/29.75    51.75/52.75   75.00/76.50
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1005  96.50/98.00  122.50/124.00  145.50/147.00  167.50/169.00
 1100  96.75/98.75  122.75/124.75  145.75/147.75  168.00/170.00
 1200  97.00/98.50  123.00/124.50  146.50/148.00  168.50/170.00
 1300  97.00/98.50  123.25/124.75  146.75/148.25  168.75/170.25
 1415  96.00/97.50  122.00/123.50  145.50/147.00  167.50/169.00
                            (Jul 21)   
 1415  97.00/98.50  123.00/124.50  146.00/147.50  168.00/169.50
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1005 194.00/195.50  223.50/225.00  245.50/247.00  272.00/273.50
 1100 194.50/196.50  224.50/226.50  247.00/249.00  273.50/275.50
 1200 195.00/196.50  224.75/226.25  246.75/248.25  273.00/274.50
 1300 195.25/196.75  225.00/226.50  247.25/248.75  273.50/275.00
 1415 194.25/195.75  224.00/225.50  246.00/247.50  272.50/274.00
                            (Jul 21)   
 1415 194.50/196.00  224.00/225.50  246.00/247.50  272.50/274.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.73%    3.72%    3.79%       3.78%     3.77%   3.78%
 1100   3.70%    3.71%    3.77%       3.79%     3.78%   3.79%
 1200   3.74%    3.74%    3.80%       3.79%     3.78%   3.80%
 1300   3.67%    3.71%    3.78%       3.79%     3.78%   3.81%
 1415   3.60%    3.65%    3.74%       3.75%     3.75%   3.77%
                            (Jul 21)   
 1415   3.68%    3.69%    3.76%       3.76%     3.75%   3.77%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.79%    3.81%    3.90%       3.91%     3.91%   3.92%
 1100   3.80%    3.82%    3.92%       3.93%     3.93%   3.94%
 1200   3.81%    3.82%    3.92%       3.93%     3.92%   3.93%
 1300   3.81%    3.82%    3.92%       3.93%     3.93%   3.93%
 1415   3.78%    3.80%    3.91%       3.91%     3.91%   3.92%
                            (Jul 21)   
 1415   3.78%    3.79%    3.88%       3.90%     3.90%   3.91%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.7550/74.7650 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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