May 14, 2020 / 4:59 AM / 13 days ago

RPT-India fwd/annualised dlr premia-May 14

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1020        01.50/03.50       00.25/01.00        01.25/02.50
               01.81%            01.21%             02.01%
                                (May 13)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.21%            01.21%             01.21%
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 TIME       MAY            JUN            JUL            AUG
-----------------------------------------------------------------
 1020   07.00/09.00    31.75/34.75      56.50/59.50   81.00/84.00
 1100   07.50/09.50    32.00/34.00      56.50/58.50   80.50/82.50
 1200   07.50/09.50    32.25/34.25      56.75/58.75   80.75/83.75
 1300   07.50/09.50    32.25/34.25      56.75/58.75   81.25/84.25
 1415   07.50/09.50    32.00/34.00      56.25/58.25   80.50/83.50 
                                 (May 13)   
 1415   10.00/12.00    34.50/36.50      59.50/61.50   84.00/86.00
-----------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
-----------------------------------------------------------------
 1020  105.00/108.00  129.25/132.25   152.50/155.50  180.00/183.00
 1100  104.50/106.50  128.50/130.50   151.75/153.75  178.75/180.75
 1200  104.75/107.75  128.75/131.75   152.00/155.00  179.25/182.25
 1300  105.25/108.25  129.25/132.25   152.50/155.50  180.00/183.00 
 1415  104.75/107.75  129.00/132.00   152.50/155.50  180.00/183.00
                                (May 13)   
 1415  108.00/110.00  132.50/134.50   156.00/158.00  183.50/185.50
-----------------------------------------------------------------
 TIME      JAN             FEB            MAR             APR
-----------------------------------------------------------------
 1020 203.00/206.00   225.00/228.00   251.50/254.50  282.00/285.00
 1100 201.50/203.50   223.50/225.50   250.00/252.00  280.50/282.50
 1200 202.00/205.00   224.00/227.00   250.50/253.50  281.00/284.00
 1300 203.00/206.00   225.00/228.00   251.50/254.50  282.50/285.50
 1415 203.00/206.00   225.00/228.00   251.50/254.50  282.00/285.00
                                (May 13)   
 1415 206.50/208.50   228.50/230.50   255.00/257.00  286.00/288.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1020   3.70%    3.77%    3.79%       3.80%     3.84%   3.85%
 1100   3.71%    3.75%    3.75%       3.77%     3.81%   3.82%
 1200   3.74%    3.77%    3.78%       3.80%     3.83%   3.85%
 1300   3.74%    3.76%    3.80%       3.82%     3.84%   3.86%
 1415   3.71%    3.73%    3.76%       3.79%     3.83%   3.85%
                                 (May 13)   
 1415   3.75%    3.77%    3.80%       3.81%     3.85%   3.87%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1020   3.86%    3.86%    3.85%       3.85%     3.91%   3.95%
 1100   3.83%    3.83%    3.82%       3.83%     3.89%   3.93%
 1200   3.85%    3.85%    3.84%       3.84%     3.91%   3.94%
 1300   3.86%    3.86%    3.86%       3.86%     3.92%   3.96%
 1415   3.86%    3.86%    3.85%       3.85%     3.91%   3.95%
                                (May 13)   
 1415   3.88%    3.88%    3.87%       3.87%     3.92%   3.97%  
----------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.5600/75.5700 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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