July 28, 2020 / 4:50 AM / 17 days ago

RPT-India fwd/annualised dlr premia-Jul 28

                  Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        01.00/02.00       00.50/01.00        00.50/01.00
               02.44%            02.44%             02.44%
                                (Jul 27)
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   00.25/01.25    22.25/23.25    44.75/45.75   67.75/69.25
 1100   00.25/01.25    22.25/23.25    44.75/45.75   67.25/68.75
 1200   00.25/01.25    22.25/24.25    44.50/46.50   67.25/69.25
 1300   00.25/01.25    22.00/24.00    44.25/46.25   67.25/69.25
 1415   00.50/01.50    21.75/23.75    44.00/46.00   67.00/69.00
                           (Jul 27)   
 1415   01.00/02.00    23.00/24.00    45.50/46.50   68.50/70.00
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1005  90.00/91.50  116.00/117.50  139.00/140.50  160.50/162.00
 1100  89.75/91.25  115.75/117.25  138.75/140.25  160.25/161.75
 1200  89.75/91.75  115.75/117.75  138.25/140.25  160.00/162.00
 1300  89.75/91.75  115.75/117.75  138.25/140.25  160.00/162.00
 1415  89.75/91.75  115.75/117.75  138.25/140.25  160.25/162.25
                           (Jul 27)   
 1415  91.00/92.50  117.00/118.50  140.00/141.50  161.50/163.00
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1005 186.50/188.00  216.50/218.00  238.50/240.00  265.00/266.50
 1100 186.25/187.75  216.00/217.50  238.00/239.50  264.50/266.00
 1200 186.00/188.00  215.75/217.75  238.00/240.00  264.50/266.50
 1300 186.00/188.00  215.75/217.75  238.00/240.00  264.50/266.50
 1415 186.25/188.25  216.00/218.00  238.25/240.25  264.50/266.50
                           (Jul 27)   
 1415 187.50/189.00  217.50/219.00  239.50/241.00  266.00/267.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.47%    3.56%    3.67%       3.69%     3.70%   3.72%
 1100   3.47%    3.56%    3.65%       3.68%     3.69%   3.72%
 1200   3.55%    3.58%    3.66%       3.69%     3.70%   3.71%
 1300   3.51%    3.56%    3.66%       3.69%     3.70%   3.71%
 1415   3.47%    3.54%    3.64%       3.69%     3.70%   3.71%
                           (Jul 27)   
 1415   3.47%    3.56%    3.67%       3.70%     3.70%   3.73%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.73%    3.74%    3.87%       3.86%     3.87%   3.87%
 1100   3.72%    3.74%    3.86%       3.86%     3.86%   3.86%
 1200   3.73%    3.74%    3.86%       3.86%     3.87%   3.87%
 1300   3.72%    3.74%    3.86%       3.86%     3.87%   3.87%
 1415   3.73%    3.74%    3.86%       3.86%     3.87%   3.87%
                           (Jul 27)   
 1415   3.73%    3.75%    3.87%       3.87%     3.87%   3.87%
------------------------------------------------------------------   
       (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)
  
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