June 29, 2020 / 5:03 AM / 14 days ago

RPT-India fwd/annualised dlr premia-Jun 29

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1025        01.00/02.00       00.50/01.00        00.50/01.00
               02.41%            02.41%             02.41%
                                (Jun 26)
1015        01.50/04.00       01.25/02.75        00.25/01.25
               01.81%            02.01%             01.21%
------------------------------------------------------------------    
 TIME       JUL            AUG            SEP            OCT
------------------------------------------------------------------
 1025   20.75/22.75    43.75/45.75    67.00/69.00   91.00/93.00
 1100   21.25/22.25    44.25/45.25    67.25/68.25   90.75/92.25
 1200   21.00/22.00    44.00/45.00    66.75/67.75   90.50/92.00
 1300   20.25/22.25    43.00/45.00    66.25/68.25   89.75/91.75
 1415   20.50/22.50    43.25/45.25    66.25/68.25   90.00/92.00
                                (Jun 26)   
 1415   21.75/23.75    44.75/46.75    68.25/70.25   92.00/94.00
------------------------------------------------------------------
 TIME       NOV            DEC            JAN            FEB
------------------------------------------------------------------
 1025  114.75/116.75 142.00/144.00  165.50/167.50  187.50/189.50
 1100  114.25/115.75 141.50/143.00  165.00/166.50  187.00/188.50
 1200  114.00/115.50 141.00/142.50  164.50/166.00  186.50/188.00
 1300  113.00/115.00 140.25/142.25  163.50/165.50  185.75/187.75
 1415  113.25/115.25 140.50/142.50  164.00/166.00  186.25/188.25
                                (Jun 26)   
 1415  115.50/117.50 142.75/144.75  166.25/168.25  188.50/190.50
------------------------------------------------------------------
 TIME      MAR            APR             MAY             JUN
------------------------------------------------------------------
 1025 214.00/216.00  243.50/245.50  266.00/268.00  292.50/294.50
 1100 213.50/215.00  243.00/244.50  265.50/267.00  292.00/293.50
 1200 213.00/214.50  242.50/244.00  264.75/266.25  291.00/292.50
 1300 212.00/214.00  241.50/243.50  264.00/266.00  290.50/292.50
 1415 212.50/214.50  242.00/244.00  264.50/266.50  291.00/293.00
                                (Jun 26)   
 1415 215.00/217.00  244.50/246.50  267.00/269.00  293.50/295.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1025   3.51%    3.55%    3.61%       3.71%     3.75%   3.78%
 1100   3.51%    3.55%    3.60%       3.69%     3.73%   3.76%
 1200   3.47%    3.53%    3.57%       3.68%     3.72%   3.75%
 1300   3.43%    3.49%    3.57%       3.66%     3.70%   3.73%
 1415   3.47%    3.51%    3.57%       3.67%     3.71%   3.74%
                                (Jun 26)   
 1415   3.54%    3.56%    3.63%       3.71%     3.75%   3.77%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1025   3.79%    3.79%    3.82%       3.90%     3.90%   3.89%
 1100   3.78%    3.78%    3.81%       3.89%     3.88%   3.89%
 1200   3.77%    3.77%    3.80%       3.88%     3.87%   3.87%
 1300   3.75%    3.76%    3.78%       3.86%     3.87%   3.87%
 1415   3.76%    3.77%    3.79%       3.87%     3.87%   3.87%
                                (Jun 26)   
 1415   3.79%    3.79%    3.80%       3.90%     3.89%   3.89%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.5825/75.5925 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