July 29, 2020 / 4:57 AM / 16 days ago

RPT-India fwd/annualised dlr premia-Jul 29

                  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 28)
1010        01.00/02.00       00.50/01.00        00.50/01.00
               02.44%            02.44%             02.44%
------------------------------------------------------------------    
 TIME       AUG            SEP            OCT           NOV
------------------------------------------------------------------
 1005   21.25/22.25    43.50/44.50    66.50/67.50   89.00/90.50
 1100   21.25/22.25    43.50/44.50    66.50/67.50   89.00/90.50
 1200   21.00/22.00    43.25/44.25    66.25/67.25   89.00/90.50
 1300   21.00/23.00    43.50/45.50    66.00/68.00   88.75/90.75
 1415   21.50/22.50    44.00/45.00    67.00/68.00   89.50/91.00
                           (Jul 28)   
 1415   21.75/23.75    44.00/46.00   67.00/69.00    89.75/91.75
------------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
------------------------------------------------------------------
 1005  115.00/116.50 138.00/139.50  159.50/161.00  185.50/187.00
 1100  115.00/116.50 138.00/139.50  159.50/161.00  185.50/187.00
 1200  115.00/116.50 138.00/139.50  159.50/161.00  185.50/187.50
 1300  115.25/117.25 137.75/139.75  159.75/161.75  185.75/187.75
 1415  115.50/117.00 138.50/140.00  160.00/161.50  186.50/188.00
                           (Jul 28)   
 1415  115.75/117.75  138.25/140.25  160.25/162.25 186.25/188.25
------------------------------------------------------------------
 TIME      APR             MAY             JUN          JUL
------------------------------------------------------------------
 1005 215.50/217.00  237.50/239.00  264.00/265.50  288.00/289.50
 1100 215.50/217.00  237.50/239.00  264.00/265.50  288.00/289.50
 1200 215.50/217.00  237.50/239.50  264.00/266.00  288.00/289.50
 1300 215.50/217.50  238.00/240.00  264.50/266.50  288.50/290.50
 1415 216.50/218.00  238.50/240.00  265.00/266.50  289.00/290.50
                           (Jul 28)   
 1415 216.00/218.00  238.25/240.25  264.50/266.50   00.50/01.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.42%    3.52%    3.63%       3.68%     3.69%   3.72%
 1100   3.43%    3.52%    3.63%       3.68%     3.69%   3.72%
 1200   3.38%    3.50%    3.62%       3.68%     3.69%   3.72%
 1300   3.46%    3.56%    3.63%       3.68%     3.71%   3.72%
 1415   3.46%    3.56%    3.66%       3.70%     3.71%   3.73%
                           (Jul 28)   
 1415   3.47%    3.54%    3.64%       3.69%     3.70%   3.71%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.72%    3.74%    3.86%       3.86%     3.87%   3.87%
 1100   3.73%    3.74%    3.87%       3.86%     3.87%   3.87%
 1200   3.72%    3.75%    3.87%       3.87%     3.87%   3.87%
 1300   3.73%    3.75%    3.87%       3.87%     3.88%   3.88%
 1415   3.74%    3.76%    3.88%       3.88%     3.88%   3.88%
                           (Jul 28)   
 1415   3.73%    3.74%    3.86%       3.86%     3.87%   3.87%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.7975/74.8075 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