July 9, 2020 / 4:50 AM / 24 days ago

RPT-India fwd/annualised dlr premia-Jul 9

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        01.75/04.25       00.25/01.25        01.50/03.00
               02.13%            01.22%             02.43%
                                (Jul 8)
1005        00.50/02.50       00.25/01.25        00.25/01.25
               01.22%            01.22%             01.22%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1010   13.50/14.50    36.00/37.00    59.00/60.00   82.50/84.00
 1100   13.00/15.00    35.75/37.75    58.75/60.75   82.75/84.75
 1200   13.25/15.25    36.75/38.75    60.00/62.00   84.00/86.00
 1300   13.25/15.25    36.75/38.75    60.00/62.00   84.00/86.00
 1415   13.00/15.00    36.00/38.00    59.25/61.25   83.25/85.25
                                 (Jul 8)   
 1415   14.75/16.75    37.25/39.25    60.00/62.00   84.00/86.00
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1010  105.50/107.00 132.00/133.50  155.50/157.00  177.50/179.00
 1100  106.00/108.00 133.25/135.25  156.50/158.50  178.50/180.50
 1200  107.00/109.00 134.00/136.00  157.00/159.00  179.00/181.00
 1300  107.00/109.00 134.00/136.00  157.25/159.25  179.25/181.25
 1415  106.25/108.25 133.25/135.25  156.25/158.25  178.25/180.25
                                (Jul 8)   
 1415  107.25/109.25 134.25/136.25  157.50/159.50  179.75/181.75
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1010 204.00/205.50  234.00/235.50  257.00/258.50  284.00/285.50
 1100 205.25/207.25  235.25/237.25  258.00/260.00  285.00/287.00
 1200 205.50/207.50  235.25/237.25  258.00/260.00  285.00/287.00
 1300 205.75/207.75  235.50/237.50  258.25/260.25  285.00/287.00
 1415 204.50/206.50  234.00/236.00  256.75/258.75  283.50/285.50
                                (Jul 8)   
 1415 206.25/208.25  235.75/237.75  258.50/260.50  285.50/287.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.68%    3.65%    3.71%       3.77%     3.78%   3.79%
 1100   3.70%    3.67%    3.73%       3.79%     3.81%   3.83%
 1200   3.78%    3.75%    3.80%       3.83%     3.84%   3.84%
 1300   3.78%    3.75%    3.79%       3.83%     3.84%   3.85%
 1415   3.71%    3.70%    3.76%       3.80%     3.82%   3.82%
                                (Jul 8)   
 1415   3.61%    3.60%    3.68%       3.74%     3.77%   3.79%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.81%    3.81%    3.88%       3.93%     3.94%   3.94%
 1100   3.83%    3.84%    3.90%       3.95%     3.95%   3.96%
 1200   3.84%    3.85%    3.90%       3.95%     3.95%   3.96%
 1300   3.85%    3.85%    3.91%       3.95%     3.95%   3.96%
 1415   3.83%    3.83%    3.88%       3.93%     3.93%   3.94%
                                 (Jul 8)   
 1415   3.80%    3.81%    3.86%       3.92%     3.92%   3.93%
------------------------------------------------------------------   
        (CONVERSION RATE - $1 = 74.9950/75.0050 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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