June 4, 2020 / 5:05 AM / a month ago

RPT-India fwd/annualised dlr premia-Jun 4

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1025        01.25/04.25       00.25/01.25        01.00/03.00
               01.51%            01.21%             01.61%
                                (Jun 3)
1000        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
------------------------------------------------------------------
 TIME       JUN            JUL            AUG            SEP
------------------------------------------------------------------
 1025   14.50/16.50      37.50/39.50   60.50/62.50   83.50/85.50
 1100   14.50/16.50      37.50/39.50   60.50/62.50   83.50/85.50
 1200   14.50/16.50      37.00/39.00   60.00/62.00   83.00/85.00
 1300   14.50/16.50      37.25/39.25   60.25/62.25   83.25/85.25
 1415   14.50/16.50      37.50/39.50   60.50/62.50   83.50/85.50
                                 (Jun 3)   
 1415   17.00/19.00      40.00/42.00   63.00/65.00   86.25/88.25
------------------------------------------------------------------
 TIME       OCT            NOV            DEC            JAN
------------------------------------------------------------------
 1025  107.50/109.50  130.50/132.50   157.50/159.50  181.00/183.00
 1100  107.00/109.00  130.50/132.50   158.00/160.00  181.00/183.00
 1200  107.00/109.00  130.00/132.00   157.00/159.00  180.00/182.00
 1300  107.00/109.00  130.50/132.50   157.50/159.50  180.50/182.50
 1415  107.25/109.25  130.50/132.50   157.50/159.50  180.50/182.50
                                 (Jun 3)   
 1415  110.00/112.00  133.50/135.50   160.50/162.50  183.75/185.75 
------------------------------------------------------------------
 TIME      FEB            MAR             APR             MAY
------------------------------------------------------------------
 1025 203.00/205.00   229.50/231.50   259.50/261.50  282.00/284.00
 1100 203.00/205.00   229.50/231.50   259.25/261.25  281.50/283.50
 1200 202.00/204.00   228.50/230.50   258.50/260.50  280.50/282.50
 1300 202.50/204.50   229.00/231.00   258.75/260.75  281.00/283.00
 1415 202.50/204.50   229.00/231.00   258.75/260.75  281.00/283.00  
                                (Jun 3)   
 1415 205.75/207.75   232.25/234.25   262.00/264.00  284.00/286.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1025   3.45%    3.52%    3.55%       3.61%     3.68%   3.70%
 1100   3.46%    3.53%    3.56%       3.61%     3.67%   3.71%
 1200   3.43%    3.48%    3.53%       3.59%     3.66%   3.69%
 1300   3.44%    3.50%    3.54%       3.60%     3.67%   3.71%
 1415   3.45%    3.52%    3.55%       3.60%     3.67%   3.70%
                                (Jun 3)   
 1415   3.50%    3.55%    3.57%       3.62%     3.69%   3.72%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1025   3.72%    3.74%    3.75%       3.79%     3.86%   3.86%
 1100   3.74%    3.75%    3.76%       3.79%     3.86%   3.86%
 1200   3.71%    3.72%    3.73%       3.77%     3.84%   3.84%
 1300   3.72%    3.74%    3.75%       3.78%     3.85%   3.85%
 1415   3.72%    3.73%    3.74%       3.78%     3.85%   3.85%
                                 (Jun 3)   
 1415   3.74%    3.76%    3.76%       3.79%     3.87%   3.86%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.5750/75.5850 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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