May 11, 2020 / 5:02 AM / 25 days ago

RPT-India fwd/annualised dlr premia-May 11

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1020        00.50/02.00       00.25/01.00        00.25/01.00
               01.21%            01.21%             01.21%
                                (May 8)
1015        01.75/04.00       01.50/03.00        00.25/01.00
               02.12%            02.42%             01.21%
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 TIME       MAY            JUN            JUL            AUG
-----------------------------------------------------------------
 1020   11.50/13.50    37.50/40.50     63.25/66.25    89.00/92.00
 1100   11.75/13.75    37.75/40.75     63.50/66.50    89.25/92.25
 1200   11.75/13.75    38.00/40.00     64.00/66.00    89.50/92.50
 1300   11.50/13.50    37.00/40.00     63.00/66.00    88.50/91.50
 1415   11.75/13.75    37.00/40.00     62.50/65.50    88.00/91.00
                               (May 8)   
 1415   12.50/14.50    37.75/40.75     63.50/66.50    89.00/92.00
------------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
------------------------------------------------------------------
 1020  114.50/117.50  139.50/142.50   163.50/166.50  191.50/194.50
 1100  114.75/117.75  139.75/142.75   163.75/166.75  191.75/194.75
 1200  114.50/117.50  139.50/142.50   163.50/166.50  191.50/194.50
 1300  113.50/116.50  138.50/141.50   162.50/165.50  190.50/193.50
 1415  113.00/116.00  138.00/141.00   162.00/165.00  190.00/193.00
                                (May 8)   
 1415  114.00/117.00  138.50/141.50   162.00/165.00  189.00/192.00 
-----------------------------------------------------------------    
 TIME      JAN             FEB            MAR             APR
-----------------------------------------------------------------
 1020 215.00/218.00   237.50/240.50   264.50/267.50  296.00/299.00
 1100 215.50/218.50   238.50/241.50   265.50/268.50  297.00/300.00
 1200 215.00/218.00   237.50/240.50   264.50/267.50  296.00/299.00
 1300 214.00/217.00   236.50/239.50   263.50/266.50  295.00/298.00
 1415 213.50/216.50   236.00/239.00   263.00/266.00  294.50/297.50
                                (May 8)   
 1415 212.00/215.00   234.00/237.00   260.50/263.50  291.50/294.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1020   3.89%    3.94%    3.96%       3.99%     4.01%   4.02%
 1100   3.92%    3.96%    3.97%       3.99%     4.02%   4.03%
 1200   3.90%    3.94%    3.98%       3.99%     4.01%   4.02%
 1300   3.85%    3.91%    3.94%       3.95%     3.98%   4.00%
 1415   3.88%    3.89%    3.91%       3.93%     3.96%   3.98%
                                (May 8)   
 1415   3.86%    3.90%    3.93%       3.95%     3.97%   3.97%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1020   4.02%    4.01%    4.00%       3.99%     4.04%   4.07%
 1100   4.02%    4.01%    4.01%       4.00%     4.05%   4.08%
 1200   4.01%    4.01%    3.99%       3.99%     4.03%   4.08%
 1300   3.99%    3.99%    3.98%       3.97%     4.02%   4.07%
 1415   3.98%    3.97%    3.96%       3.96%     4.01%   4.06%
                                (May 8)   
 1415   3.96%    3.94%    3.93%       3.92%     3.96%   4.01%
----------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.7350/75.7450 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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