June 24, 2020 / 4:58 AM / 9 days ago

RPT-India fwd/annualised dlr premia-Jun 24

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
                                (Jun 23)
1015        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
------------------------------------------------------------------    
 TIME       JUN            JUL            AUG            SEP
------------------------------------------------------------------
 1005   02.00/04.00    25.00/27.00    48.00/50.00   71.50/73.50
 1100   02.00/03.50    24.50/26.50    47.50/49.50   71.00/73.00
 1200   02.00/03.50    24.50/26.50    47.50/49.50   71.00/73.00
 1300   02.00/04.00    24.75/26.75    47.75/49.75   71.25/73.25
 1415   02.00/03.50    24.75/26.75    47.75/49.75   71.25/73.25
                                (Jun 23)   
 1415   02.50/04.50    25.25/27.25    48.50/50.50   72.25/74.25
------------------------------------------------------------------
 TIME       OCT            NOV            DEC            JAN
------------------------------------------------------------------
 1005  96.00/98.00 119.50/121.50  146.50/148.50  170.00/172.00
 1100  95.00/97.00 118.50/120.50  145.50/147.50  169.00/171.00
 1200  95.00/97.00 118.50/120.50  145.50/147.50  169.00/171.00
 1300  95.25/97.25 118.75/120.75  146.00/148.00  169.50/171.50
 1415  95.25/97.25 118.75/120.75  146.50/148.50  170.25/172.25
                                (Jun 23)   
 1415  96.25/98.25 119.75/121.75  146.75/148.75  170.50/172.50
------------------------------------------------------------------
 TIME      FEB            MAR             APR             MAY
------------------------------------------------------------------
 1005 192.00/194.00  218.50/220.50  248.50/250.50  271.00/273.00
 1100 191.00/193.00  217.50/219.50  247.00/249.00  269.50/271.50
 1200 191.00/193.00  217.50/219.50  247.00/249.00  269.50/271.50
 1300 191.50/193.50  218.00/220.00  248.00/250.00  270.50/272.50
 1415 192.50/194.50  219.00/221.00  248.50/250.50  271.00/273.00
                                (Jun 23)   
 1415 192.75/194.75  219.25/221.25  249.00/251.00  271.50/273.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.59%    3.58%    3.64%       3.74%     3.78%   3.79%
 1100   3.51%    3.54%    3.61%       3.69%     3.74%   3.75%
 1200   3.51%    3.54%    3.61%       3.70%     3.74%   3.76%
 1300   3.55%    3.56%    3.62%       3.70%     3.75%   3.77%
 1415   3.54%    3.56%    3.62%       3.70%     3.75%   3.78%
                                (Jun 23)   
 1415   3.52%    3.56%    3.63%       3.72%     3.76%   3.77%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.80%    3.80%    3.81%       3.90%     3.91%   3.90%
 1100   3.77%    3.78%    3.79%       3.87%     3.88%   3.87%
 1200   3.78%    3.78%    3.79%       3.87%     3.88%   3.87%
 1300   3.79%    3.79%    3.80%       3.88%     3.89%   3.89%
 1415   3.80%    3.81%    3.81%       3.89%     3.90%   3.89%
                                (Jun 23)   
 1415   3.79%    3.80%    3.81%       3.89%     3.90%   3.89%
------------------------------------------------------------------   
       (CONVERSION RATE - $1 = 75.7150/75.7250 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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