June 2, 2020 / 4:57 AM / a month ago

RPT-India fwd/annualised dlr premia-Jun 2

              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 1)
1045        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
------------------------------------------------------------------
 TIME       JUN            JUL            AUG            SEP
------------------------------------------------------------------
 1015   18.50/20.50      42.00/44.00   65.25/67.25   88.50/90.50
 1100   18.25/20.25      41.75/43.75   65.00/67.00   88.00/90.00
 1200   18.00/20.00      41.50/43.50   65.00/67.00   88.25/90.25
 1300   18.50/20.50      42.00/44.00   65.50/67.50   88.75/90.75
 1415   18.25/20.25      41.75/43.75   65.25/67.25   88.50/90.50
                                 (Jun 1)   
 1415   18.75/20.75      42.00/44.00   65.00/67.00   88.00/90.00
------------------------------------------------------------------
 TIME       OCT            NOV            DEC            JAN
------------------------------------------------------------------
 1015  112.50/114.50  136.00/138.00   163.50/165.50  186.50/188.50
 1100  112.00/114.00  135.50/137.50   163.00/165.00  186.00/188.00
 1200  112.00/114.00  135.50/137.50   163.00/165.00  186.25/188.25
 1300  112.50/114.50  136.00/138.00   163.50/165.50  186.75/188.75
 1415  112.50/114.50  136.00/138.00   163.50/165.50  186.75/188.75
                                 (Jun 1)   
 1415  111.75/113.75  135.25/137.25   162.75/164.75  186.00/188.00
------------------------------------------------------------------
 TIME      FEB            MAR             APR             MAY
------------------------------------------------------------------
 1015 208.75/210.75   235.25/237.25   265.25/267.25  287.50/289.50
 1100 208.00/210.00   234.50/236.50   264.50/266.50  287.00/289.00
 1200 208.50/210.50   235.00/237.00   265.00/267.00  287.00/289.00
 1300 209.00/211.00   235.50/237.50   265.50/267.50  287.50/289.50
 1415 209.00/211.00   235.50/237.50   265.50/267.50  287.50/289.50
                                (Jun 1)   
 1415 208.25/210.25   234.75/236.75   264.75/266.75  287.00/289.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1015   3.63%    3.64%    3.64%       3.68%     3.74%   3.76%
 1100   3.59%    3.62%    3.63%       3.66%     3.72%   3.75%
 1200   3.55%    3.60%    3.63%       3.67%     3.72%   3.75%
 1300   3.63%    3.65%    3.66%       3.69%     3.74%   3.77%
 1415   3.60%    3.63%    3.65%       3.69%     3.75%   3.78%
                                (Jun 1)   
 1415   3.54%    3.58%    3.59%       3.63%     3.69%   3.73%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1015   3.78%    3.79%    3.80%       3.82%     3.90%   3.89%
 1100   3.77%    3.78%    3.78%       3.81%     3.89%   3.88%
 1200   3.77%    3.79%    3.79%       3.82%     3.89%   3.88%
 1300   3.79%    3.80%    3.80%       3.83%     3.90%   3.89%
 1415   3.80%    3.81%    3.81%       3.83%     3.91%   3.90% 
                                 (Jun 1)   
 1415   3.75%    3.77%    3.77%       3.80%     3.88%   3.88% 
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.3625/75.3725 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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