July 6, 2020 / 4:56 AM / a month ago

RPT-India fwd/annualised dlr premia-Jul 6

              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 3)
1010        01.25/04.25       01.00/03.00        00.25/01.25
               01.53%            01.63%             01.22%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1010   14.50/16.50    36.50/38.50    58.75/60.75   81.75/83.75
 1100   15.00/17.00    37.00/39.00    59.00/61.00   82.00/84.00
 1200   16.00/17.00    38.00/39.00    60.00/61.00   83.50/85.00
 1300   15.75/17.75    38.25/40.25    61.50/63.50   85.00/87.00
 1415   15.50/17.50    38.50/40.50    62.50/64.50   86.75/88.75
                                (Jul 3)   
 1415   15.75/17.75    37.75/39.75    59.75/61.75   82.75/84.75
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1010  104.50/106.50 131.25/133.25  154.25/156.25  176.25/178.25
 1100  104.75/106.75 131.50/133.50  154.50/156.50  176.50/178.50
 1200  106.00/107.50 132.50/134.00  155.50/157.00  177.00/178.50
 1300  108.00/110.00 135.00/137.00  158.50/160.50  181.00/183.00
 1415  110.00/112.00 137.50/139.50  161.00/163.00  183.25/185.25
                                (Jul 3)   
 1415  105.50/107.50 132.25/134.25  155.25/157.25  177.25/179.25
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1010 202.50/204.50  231.50/233.50  253.75/255.75  280.00/282.00
 1100 202.50/204.50  231.50/233.50  253.50/255.50  280.00/282.00
 1200 203.00/204.50  232.50/234.00  255.00/256.50  281.50/283.00
 1300 207.50/209.50  237.25/239.25  260.00/262.00  287.00/289.00
 1415 210.00/212.00  239.50/241.50  262.00/264.00  289.00/291.00
                                (Jul 3)   
 1415 203.25/205.25  232.25/234.25  254.50/256.50  281.00/283.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.35%    3.42%    3.51%       3.60%     3.65%   3.68%
 1100   3.42%    3.46%    3.53%       3.61%     3.66%   3.69%
 1200   3.49%    3.50%    3.56%       3.65%     3.68%   3.71%
 1300   3.55%    3.58%    3.66%       3.73%     3.76%   3.78%
 1415   3.54%    3.62%    3.73%       3.81%     3.83%   3.85%
                                (Jul 3)   
 1415   3.43%    3.46%    3.52%       3.61%     3.66%   3.69%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.71%    3.73%    3.77%       3.84%     3.84%   3.85%
 1100   3.72%    3.73%    3.77%       3.84%     3.84%   3.85%
 1200   3.72%    3.73%    3.77%       3.85%     3.86%   3.87%
 1300   3.80%    3.82%    3.86%       3.93%     3.93%   3.94%
 1415   3.86%    3.87%    3.90%       3.97%     3.97%   3.97%
                                (Jul 3)   
 1415   3.72%    3.73%    3.77%       3.84%     3.85%   3.86%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.6700/74.6800 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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