June 18, 2020 / 4:57 AM / 23 days ago

RPT-India fwd/annualised dlr premia-Jun 18

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        01.25/04.25       00.25/01.25        01.00/03.00
               01.50%            01.20%             01.60%
                                (Jun 17)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
------------------------------------------------------------------    
 TIME       JUN            JUL            AUG            SEP
------------------------------------------------------------------
 1010   04.75/06.75    26.75/28.75    49.75/51.75   73.00/75.00
 1100   04.25/06.25    26.50/28.50    49.50/51.50   72.50/74.50
 1200   04.25/06.25    26.50/28.50    49.50/51.50   72.50/74.50
 1300   04.25/06.25    26.50/28.50    49.50/51.50   72.50/74.50
 1415   04.25/06.25    26.50/28.50    49.50/51.50   72.50/74.50
                                (Jun 17)   
 1415   06.25/08.25    28.75/30.75    51.75/53.75   74.75/76.75
------------------------------------------------------------------
 TIME       OCT            NOV            DEC            JAN
------------------------------------------------------------------
 1010  97.00/99.00 120.50/122.50  147.50/149.50  170.50/172.50
 1100  96.50/98.50 120.00/122.00  146.75/148.75  169.75/171.75
 1200  96.25/98.25 119.50/121.50  146.50/148.50  169.50/171.50
 1300  96.50/98.50 120.00/122.00  147.00/149.00  170.00/172.00
 1415  96.50/98.50 120.00/122.00  147.00/149.00  170.00/172.00
                                (Jun 17)   
 1415  98.75/100.75 122.25/124.25 149.50/151.50  172.50/174.50
------------------------------------------------------------------
 TIME      FEB            MAR             APR             MAY
------------------------------------------------------------------
 1010 192.50/194.50  219.00/221.00  248.50/250.50  271.00/273.00
 1100 191.25/193.25  217.75/219.75  247.50/249.50  270.00/272.00
 1200 191.50/193.50  218.00/220.00  247.50/249.50  270.00/272.00
 1300 192.00/194.00  218.50/220.50  248.00/250.00  270.50/272.50
 1415 192.00/194.00  218.50/220.50  248.00/250.00  270.50/272.50
                                (Jun 17)   
 1415 194.50/196.50  221.00/223.00  250.50/252.50  273.00/275.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.41%    3.47%    3.53%       3.62%     3.68%   3.70%
 1100   3.36%    3.45%    3.51%       3.60%     3.67%   3.69%
 1200   3.36%    3.45%    3.51%       3.60%     3.65%   3.68%
 1300   3.36%    3.45%    3.51%       3.60%     3.66%   3.69%
 1415   3.36%    3.45%    3.51%       3.60%     3.67%   3.69%
                                (Jun 17)   
 1415   3.37%    3.45%    3.51%       3.59%     3.66%   3.69%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.72%    3.72%    3.74%       3.81%     3.84%   3.83%
 1100   3.70%    3.70%    3.72%       3.79%     3.82%   3.82%
 1200   3.69%    3.70%    3.72%       3.79%     3.82%   3.81%
 1300   3.70%    3.71%    3.73%       3.80%     3.83%   3.82%
 1415   3.71%    3.71%    3.73%       3.80%     3.83%   3.82%
                                (Jun 17)   
 1415   3.71%    3.72%    3.73%       3.79%     3.83%   3.83%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 76.1400/76.1500 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