June 17, 2020 / 4:55 AM / 24 days ago

RPT-India fwd/annualised dlr premia-Jun 17

              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
               01.20%            01.20%             01.20%
                                (Jun 16)
1020        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
------------------------------------------------------------------    
 TIME       JUN            JUL            AUG            SEP
------------------------------------------------------------------
 1010   06.25/08.25    28.50/30.50    51.75/53.75   74.75/76.75
 1100   06.50/08.50    29.00/31.00    52.00/54.00   75.00/77.00
 1200   06.50/08.50    29.00/31.00    52.00/54.00   75.50/77.50
 1300   06.25/08.25    28.75/30.75    51.75/53.75   74.75/76.75
 1415   06.25/08.25    28.75/30.75    51.75/53.75   74.75/76.75
                                 (Jun 16)   
 1415   06.75/08.75    29.50/31.50    52.50/54.50   75.50/77.50
------------------------------------------------------------------
 TIME       OCT            NOV            DEC            JAN
------------------------------------------------------------------
 1010  98.75/100.75 122.25/124.25  149.50/151.50  172.50/174.50
 1100  99.50/101.50 123.00/125.00  150.00/152.00  173.00/175.00
 1200  99.50/101.50 123.00/125.00  150.50/152.50  174.00/176.00
 1300  98.75/100.75 122.25/124.25  149.75/151.75  172.75/174.75
 1415  98.75/100.75 122.25/124.25  149.50/151.50  172.50/174.50
                                 (Jun 16)   
 1415  99.50/101.50 123.00/125.00  150.00/152.00  173.00/175.00 
------------------------------------------------------------------
 TIME      FEB            MAR             APR             MAY
------------------------------------------------------------------
 1010 194.50/196.50  221.25/223.25  251.00/253.00  273.50/275.50
 1100 195.00/197.00  221.50/223.50  251.50/253.50  274.00/276.00
 1200 196.00/198.00  222.50/224.50  252.50/254.50  275.00/277.00
 1300 194.75/196.75  221.25/223.25  251.00/253.00  273.50/275.50
 1415 194.50/196.50  221.00/223.00  250.50/252.50  273.00/275.00
                                 (Jun 16)   
 1415 195.00/197.00  221.50/223.50  251.50/253.50  274.00/276.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.34%    3.43%    3.51%       3.59%     3.65%   3.69%
 1100   3.40%    3.46%    3.52%       3.61%     3.68%   3.70%
 1200   3.40%    3.46%    3.54%       3.62%     3.68%   3.71%
 1300   3.36%    3.44%    3.51%       3.59%     3.66%   3.69%
 1415   3.37%    3.45%    3.51%       3.59%     3.66%   3.69%
                                 (Jun 16)   
 1415   3.36%    3.44%    3.50%       3.59%     3.65%   3.68%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.70%    3.71%    3.73%       3.80%     3.83%   3.82%
 1100   3.72%    3.73%    3.74%       3.81%     3.84%   3.84%
 1200   3.74%    3.74%    3.75%       3.82%     3.86%   3.85%
 1300   3.71%    3.72%    3.73%       3.80%     3.83%   3.83%
 1415   3.71%    3.72%    3.73%       3.79%     3.83%   3.83%
                                 (Jun 16)   
 1415   3.70%    3.71%    3.72%       3.79%     3.83%   3.82%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 76.1500/76.1600 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)
  
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below