July 8, 2020 / 4:49 AM / a month ago

RPT-India fwd/annualised dlr premia-Jul 8

              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 7)
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   14.75/16.75    37.75/39.75    61.50/63.50   85.50/87.50
 1100   14.50/16.50    37.00/39.00    60.50/62.50   84.25/86.25
 1200   14.75/16.75    37.25/39.25    59.75/61.75   83.50/85.50
 1300   14.75/16.75    37.25/39.25    60.00/62.00   83.75/85.75
 1415   14.75/16.75    37.25/39.25    60.00/62.00   84.00/86.00
                                (Jul 7)   
 1415   15.75/17.75    38.75/40.75    62.50/64.50   86.50/88.50
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1005  108.50/110.50 135.50/137.50  158.75/160.75  181.00/183.00
 1100  107.25/109.25 134.25/136.25  157.50/159.50  180.00/182.00
 1200  106.75/108.75 133.75/135.75  157.00/159.00  179.25/181.25
 1300  107.00/109.00 134.00/136.00  157.00/159.00  179.25/181.25
 1415  107.25/109.25 134.25/136.25  157.50/159.50  179.75/181.75
                                (Jul 7)   
 1415  109.50/111.50 136.50/138.50  159.50/161.50  181.75/183.75
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1005 207.50/209.50  237.25/239.25  260.00/262.00  287.00/289.00
 1100 206.50/208.50  235.75/237.75  258.50/260.50  285.50/287.50
 1200 205.75/207.75  235.00/237.00  257.75/259.75  284.50/286.50
 1300 205.75/207.75  235.00/237.00  257.75/259.75  284.50/286.50
 1415 206.25/208.25  235.75/237.75  258.50/260.50  285.50/287.50
                                (Jul 7)   
 1415 208.50/210.50  238.25/240.25  261.00/263.00  288.00/290.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.64%    3.66%    3.75%       3.80%     3.81%   3.82%
 1100   3.58%    3.60%    3.70%       3.75%     3.77%   3.79%
 1200   3.61%    3.59%    3.66%       3.72%     3.76%   3.78%
 1300   3.61%    3.60%    3.67%       3.73%     3.76%   3.78%
 1415   3.61%    3.60%    3.68%       3.74%     3.77%   3.79%
                                (Jul 7)   
 1415   3.68%    3.68%    3.76%       3.81%     3.82%   3.83%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.83%    3.84%    3.89%       3.95%     3.95%   3.96%
 1100   3.81%    3.82%    3.87%       3.92%     3.93%   3.94%
 1200   3.79%    3.80%    3.85%       3.91%     3.91%   3.92%
 1300   3.79%    3.80%    3.85%       3.91%     3.91%   3.92%
 1415   3.80%    3.81%    3.86%       3.92%     3.92%   3.93%     
                                (Jul 7)   
 1415   3.83%    3.84%    3.88%       3.95%     3.95%   3.96%
------------------------------------------------------------------   
       (CONVERSION RATE - $1 = 75.0150/75.0250 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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