June 11, 2020 / 5:02 AM / 23 days ago

RPT-India fwd/annualised dlr premia-Jun 11

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1015        01.75/03.75       00.25/01.25        01.50/02.50
               02.11%            01.20%             02.41%
                                (Jun 10)
1015        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
------------------------------------------------------------------
 TIME       JUN            JUL            AUG            SEP
------------------------------------------------------------------
 1015   09.00/11.00      31.00/33.00   53.50/55.50   76.00/78.00
 1100   09.00/11.00      31.25/33.25   53.75/55.75   76.25/78.25
 1200   09.25/11.25      31.50/33.50   54.00/56.00   76.75/78.75
 1300   09.25/11.25      31.50/33.50   54.25/56.25   77.00/79.00
 1415   09.25/11.25      31.50/33.50   54.25/56.25   77.00/79.00
                                  (Jun 10)   
 1415   11.00/13.00      33.00/35.00   55.25/57.25   77.75/79.75
------------------------------------------------------------------
 TIME       OCT            NOV            DEC            JAN
------------------------------------------------------------------
 1015  99.50/101.50   122.25/124.25   148.75/150.75  171.50/173.50
 1100 100.00/102.00   123.25/125.25   150.25/152.25  173.25/175.25
 1200 100.50/102.50   123.75/125.75   150.75/152.75  173.75/175.75
 1300 101.00/103.00   124.25/126.25   151.25/153.25  174.25/176.25
 1415 101.00/103.00   124.25/126.25   151.75/153.75  174.75/176.75
                                 (Jun 10)   
 1415  101.25/103.25  124.00/126.00   150.50/152.50  173.50/175.50
------------------------------------------------------------------
 TIME      FEB            MAR             APR             MAY
------------------------------------------------------------------
 1015 193.50/195.50  219.75/221.75    249.00/251.00  271.00/273.00
 1100 195.25/197.25  221.50/223.50    250.75/252.75  273.00/275.00
 1200 195.75/197.75  222.00/224.00    251.25/253.25  273.50/275.50
 1300 196.25/198.25  222.50/224.50    252.00/254.00  274.50/276.50
 1415 196.75/198.75  223.00/225.00    252.50/254.50  275.00/277.00 
                                 (Jun 10)   
 1415 195.50/197.50   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   3.32%    3.39%    3.44%       3.52%     3.59%   3.61%
 1100   3.33%    3.41%    3.45%       3.53%     3.61%   3.65%
 1200   3.37%    3.43%    3.47%       3.55%     3.63%   3.66%
 1300   3.37%    3.44%    3.49%       3.57%     3.64%   3.67%
 1415   3.37%    3.44%    3.49%       3.57%     3.64%   3.68%
                                (Jun 10)   
 1415   3.31%    3.37%    3.43%       3.51%     3.57%   3.61%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1015   3.64%    3.66%    3.67%       3.73%     3.78%   3.78%
 1100   3.67%    3.69%    3.70%       3.76%     3.80%   3.80%
 1200   3.68%    3.70%    3.71%       3.76%     3.81%   3.81%
 1300   3.69%    3.71%    3.72%       3.77%     3.82%   3.82%
 1415   3.71%    3.72%    3.73%       3.78%     3.83%   3.83%
                                 (Jun 10)   
 1415   3.63%    3.66%    3.67%       3.72%     3.78%   3.78%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.7800/75.7900 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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