June 5, 2020 / 4:52 AM / a month ago

RPT-India fwd/annualised dlr premia-Jun 5

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        01.25/04.25       01.00/03.00        00.25/01.25
               01.51%            01.61%             01.21%
                                (Jun 4)
1025        01.25/04.25       00.25/01.25        01.00/03.00
               01.51%            01.21%             01.61%
------------------------------------------------------------------
 TIME       JUN            JUL            AUG            SEP
------------------------------------------------------------------
 1010   13.75/15.75      36.75/38.75   59.75/61.75   82.50/84.50
 1100   13.50/15.50      36.00/38.00   59.00/61.00   81.75/83.75
 1200   13.50/15.50      36.00/38.00   58.75/60.75   81.25/83.25
 1300   13.50/15.50      36.00/38.00   58.50/60.50   81.25/83.25
 1415   13.25/15.25      35.75/37.75   58.25/60.25   80.75/82.75
                                 (Jun 4)   
 1415   14.50/16.50      37.50/39.50   60.50/62.50   83.50/85.50
------------------------------------------------------------------
 TIME       OCT            NOV            DEC            JAN
------------------------------------------------------------------
 1010  106.00/108.00  129.25/131.25   156.25/158.25  179.25/181.25
 1100  105.25/107.25  128.25/130.25   155.25/157.25  178.25/180.25
 1200  104.50/106.50  127.50/129.50   153.50/155.50  176.75/178.75
 1300  104.50/106.50  127.50/129.50   153.50/155.50  176.75/178.75
 1415  104.00/106.00  127.00/129.00   153.00/155.00  176.00/178.00
                                 (Jun 4)   
 1415  107.25/109.25  130.50/132.50   157.50/159.50  180.50/182.50
------------------------------------------------------------------
 TIME      FEB            MAR             APR             MAY
------------------------------------------------------------------
 1010 201.25/203.25   227.75/229.75   257.50/259.50  279.50/281.50
 1100 200.25/202.25   226.50/228.50   256.00/258.00  278.00/280.00
 1200 198.75/200.75   225.00/227.00   254.50/256.50  276.50/278.50
 1300 198.75/200.75   225.25/227.25   254.75/256.75  277.00/279.00
 1415 198.00/200.00   224.50/226.50   254.00/256.00  276.00/278.00
                                 (Jun 4)   
 1415 202.50/204.50   229.00/231.00   258.75/260.75  281.00/283.00  
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.46%    3.53%    3.56%       3.60%     3.66%   3.70%
 1100   3.39%    3.46%    3.51%       3.57%     3.63%   3.67%
 1200   3.39%    3.46%    3.50%       3.55%     3.61%   3.64%
 1300   3.39%    3.45%    3.49%       3.55%     3.61%   3.64%
 1415   3.35%    3.43%    3.46%       3.52%     3.59%   3.62%
                                (Jun 4)   
 1415   3.45%    3.52%    3.55%       3.60%     3.67%   3.70%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.72%    3.73%    3.74%       3.78%     3.85%   3.85%
 1100   3.69%    3.71%    3.72%       3.76%     3.82%   3.82%
 1200   3.66%    3.68%    3.70%       3.74%     3.80%   3.80%
 1300   3.66%    3.68%    3.69%       3.74%     3.81%   3.81%
 1415   3.64%    3.66%    3.68%       3.72%     3.79%   3.79%
                                 (Jun 4)   
 1415   3.72%    3.73%    3.74%       3.78%     3.85%   3.85%
------------------------------------------------------------------   
      (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)
  
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