May 12, 2020 / 5:09 AM / 14 days ago

RPT-India fwd/annualised dlr premia-May 12

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1020        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
                                (May 11)
1020        00.50/02.00       00.25/01.00        00.25/01.00
               01.21%            01.21%             01.21%
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 TIME       MAY            JUN            JUL            AUG
-----------------------------------------------------------------
 1020   11.00/13.00    36.50/39.50     62.00/65.00    87.50/90.50
 1100   10.50/12.50    35.50/38.50     60.50/63.50    86.00/89.00
 1200   10.75/12.75    35.75/38.75     61.00/64.00    86.00/89.00
 1300   10.50/12.50    35.50/38.50     60.50/63.50    85.50/88.50
 1415   11.00/13.00    36.00/39.00     60.75/63.75    85.50/88.50
                               (May 11)   
 1415   11.75/13.75    37.00/40.00     62.50/65.50    88.00/91.00
-----------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
-----------------------------------------------------------------
 1020  112.50/115.50  137.50/140.50   161.50/164.50  189.50/192.50
 1100  110.75/113.75  135.50/138.50   159.50/162.50  187.25/190.25
 1200  111.00/114.00  136.00/139.00   159.75/162.75  187.50/190.50
 1300  110.00/113.00  134.50/137.50   158.50/161.50  186.00/189.00
 1415  110.00/113.00  134.50/137.50   158.00/161.00  185.50/188.50
                                (May 11)   
 1415  113.00/116.00  138.00/141.00   162.00/165.00  190.00/193.00
-----------------------------------------------------------------
 TIME      JAN             FEB            MAR             APR
-----------------------------------------------------------------
 1020 213.00/216.00   235.50/238.50   262.50/265.50  294.00/297.00
 1100 210.75/213.75   233.25/236.25   259.75/262.75  291.00/294.00
 1200 211.00/214.00   233.50/236.50   260.00/263.00  291.00/294.00
 1300 209.25/212.25   231.50/234.50   258.00/261.00  289.00/292.00
 1415 208.75/211.75   231.00/234.00   257.50/260.50  288.50/291.50
                                (May 11)   
 1415 213.50/216.50   236.00/239.00   263.00/266.00  294.50/297.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1020   3.88%    3.90%    3.92%       3.94%     3.96%   3.98%
 1100   3.77%    3.81%    3.84%       3.87%     3.91%   3.93%
 1200   3.81%    3.84%    3.86%       3.88%     3.92%   3.94%
 1300   3.78%    3.82%    3.84%       3.86%     3.89%   3.91%
 1415   3.86%    3.86%    3.86%       3.87%     3.90%   3.91%
                                (May 11)   
 1415   3.88%    3.89%    3.91%       3.93%     3.96%   3.98%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1020   3.98%    3.97%    3.96%       3.96%     4.00%   4.05%
 1100   3.93%    3.93%    3.92%       3.92%     3.96%   4.01%
 1200   3.94%    3.94%    3.93%       3.93%     3.97%   4.02%
 1300   3.92%    3.91%    3.91%       3.90%     3.95%   4.00%
 1415   3.91%    3.91%    3.90%       3.90%     3.95%   4.00%
                                (May 11)   
 1415   3.98%    3.97%    3.96%       3.96%     4.01%   4.06%
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      (CONVERSION RATE - $1 = 75.5000/75.5100 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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