June 10, 2020 / 4:55 AM / 23 days ago

RPT-India fwd/annualised dlr premia-Jun 10

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1015        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
                                (Jun 9)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
------------------------------------------------------------------
 TIME       JUN            JUL            AUG            SEP
------------------------------------------------------------------
 1015   11.25/13.25      33.25/35.25   55.50/57.50   78.00/80.00
 1100   11.00/13.00      33.00/35.00   55.50/57.50   78.00/80.00
 1200   11.00/13.00      33.00/35.00   55.25/57.25   77.75/79.75
 1300   11.00/13.00      33.00/35.00   55.25/57.25   77.75/79.75
 1415   11.00/13.00      33.00/35.00   55.25/57.25   77.75/79.75
                                  (Jun 9)   
 1415   11.75/13.75      33.75/35.75   56.00/58.00   78.50/80.50
------------------------------------------------------------------
 TIME       OCT            NOV            DEC            JAN
------------------------------------------------------------------
 1015  101.25/103.25  124.00/126.00   150.50/152.50  173.25/175.25
 1100  101.50/103.50  124.00/126.00   150.00/152.00  173.00/175.00
 1200  101.00/103.00  123.75/125.75   150.25/152.25  173.25/175.25
 1300  101.00/103.00  123.75/125.75   150.25/152.25  173.25/175.25
 1415  101.25/103.25  124.00/126.00   150.50/152.50  173.50/175.50
                                 (Jun 9)   
 1415  101.75/103.75  124.50/126.50   151.00/153.00  173.75/175.75
------------------------------------------------------------------
 TIME      FEB            MAR             APR             MAY
------------------------------------------------------------------
 1015 195.25/197.25   221.25/223.25   250.50/252.50  272.50/274.50
 1100 194.50/196.50   220.50/222.50   250.00/252.00  272.00/274.00
 1200 195.25/197.25   221.25/223.25   250.50/252.50  272.50/274.50
 1300 195.25/197.25   221.25/223.25   250.50/252.50  272.50/274.50
 1415 195.50/197.50   221.75/223.75   251.00/253.00  273.00/275.00
                                 (Jun 9)   
 1415 195.75/197.75   221.75/223.75   251.00/253.00  273.00/275.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1015   3.35%    3.40%    3.45%       3.51%     3.58%   3.61%
 1100   3.31%    3.39%    3.45%       3.52%     3.58%   3.61%
 1200   3.31%    3.38%    3.44%       3.51%     3.57%   3.61%
 1300   3.31%    3.37%    3.43%       3.50%     3.57%   3.60%
 1415   3.31%    3.37%    3.43%       3.51%     3.57%   3.61%
                                (Jun 9)   
 1415   3.31%    3.37%    3.42%       3.50%     3.56%   3.60%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1015   3.63%    3.65%    3.67%       3.72%     3.78%   3.78%
 1100   3.63%    3.65%    3.66%       3.71%     3.77%   3.77%
 1200   3.63%    3.66%    3.67%       3.72%     3.78%   3.78%
 1300   3.63%    3.65%    3.67%       3.72%     3.77%   3.77%
 1415   3.63%    3.66%    3.67%       3.72%     3.78%   3.78%
                                 (Jun 9)   
 1415   3.62%    3.64%    3.66%       3.71%     3.77%   3.77%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.5850/75.5950 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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