July 24, 2020 / 4:53 AM / 13 days ago

RPT-India fwd/annualised dlr premia-Jul 24

                  Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        01.75/04.25       01.50/03.00        00.25/01.25
               02.13%            02.43%             01.22%
                                (Jul 23)
1010        02.00/04.00       00.50/01.00        01.50/03.00
               02.44%            02.44%             02.44%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1010   02.25/03.25    25.00/26.00    48.00/49.00   71.50/73.00
 1100   01.25/03.25    23.75/25.75    46.75/48.75   70.25/72.25
 1200   01.25/03.25    23.75/25.75    46.75/48.75   70.25/72.25
 1300   01.25/03.25    23.75/25.75    46.75/48.75   70.00/72.00
 1415   01.25/03.25    23.75/25.75    46.75/48.75   70.00/72.00
                            (Jul 23)   
 1415   02.00/04.00    24.75/26.75    47.75/49.75   71.25/73.25
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1010  94.00/95.50  120.00/121.50  143.00/144.50  165.00/166.50
 1100  93.25/95.25  119.25/121.25  141.75/143.75  163.75/165.75
 1200  93.25/95.25  119.25/121.25  141.75/143.75  163.75/165.75
 1300  93.00/95.00  119.00/121.00  141.50/143.50  163.50/165.50
 1415  93.00/95.00  119.00/121.00  141.50/143.50  163.25/165.25
                            (Jul 23)   
 1415  94.25/96.25  120.50/122.50  143.75/145.75  166.00/168.00
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1010 191.50/193.00  221.50/223.00  244.00/245.50  270.50/272.00
 1100 189.75/191.75  219.50/221.50  241.75/243.75  268.00/270.00
 1200 189.75/191.75  219.50/221.50  241.75/243.75  268.00/270.00
 1300 189.50/191.50  219.00/221.00  241.25/243.25  267.50/269.50
 1415 189.25/191.25  219.00/221.00  241.25/243.25  267.50/269.50
                            (Jul 23)   
 1415 192.00/194.00  222.00/224.00  244.50/246.50  271.00/273.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.66%    3.69%    3.78%       3.78%     3.77%   3.78%
 1100   3.55%    3.63%    3.73%       3.76%     3.75%   3.76%
 1200   3.55%    3.63%    3.73%       3.77%     3.76%   3.76%
 1300   3.55%    3.63%    3.72%       3.76%     3.75%   3.75%
 1415   3.55%    3.64%    3.72%       3.76%     3.75%   3.76%
                            (Jul 23)   
 1415   3.59%    3.66%    3.75%       3.78%     3.78%   3.80%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.79%    3.80%    3.91%       3.92%     3.92%   3.92%
 1100   3.77%    3.78%    3.88%       3.89%     3.89%   3.89%
 1200   3.77%    3.78%    3.89%       3.89%     3.89%   3.90%
 1300   3.76%    3.77%    3.88%       3.88%     3.88%   3.89%
 1415   3.76%    3.77%    3.88%       3.89%     3.89%   3.89% 
                           (Jul 23)   
 1415   3.81%    3.81%    3.92%       3.93%     3.93%   3.93%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.8300/74.8400 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)
  
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below