May 18, 2020 / 4:55 AM / 16 days ago

RPT-India fwd/annualised dlr premia-May 18

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
                                (May 15)
1020        01.75/03.75       01.50/02.75        00.25/01.00
               02.11%            02.42%             01.21%
------------------------------------------------------------------
 TIME       MAY            JUN            JUL            AUG
------------------------------------------------------------------
 1010   05.75/07.75    30.25/32.25      55.00/57.00   79.25/82.25
 1100   05.75/07.75    30.25/32.25      55.00/57.00   79.25/82.25
 1200   05.50/07.50    29.50/31.50      54.00/56.00   78.00/80.00
 1300   05.50/07.50    30.00/32.00      54.75/56.75   79.00/82.00 
 1415   05.50/07.50    29.50/31.50      54.00/56.00   78.00/80.00
                                 (May 15)   
 1415   06.50/08.50    31.00/33.00      55.75/57.75   79.75/82.75 
------------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
------------------------------------------------------------------
 1010  103.25/106.25  127.25/130.25   150.75/153.75  178.00/181.00
 1100  103.50/106.50  127.50/130.50   151.00/154.00  178.50/181.50
 1200  102.00/104.00  126.50/128.50   150.00/152.00  177.50/179.50
 1300  103.00/106.00  127.00/130.00   150.50/153.50  177.75/180.75
 1415  102.00/104.00  126.50/128.50   150.00/152.00  177.50/179.50
                                 (May 15)   
 1415  104.00/107.00  128.00/131.00   151.50/154.50  178.50/181.50
------------------------------------------------------------------
 TIME      JAN             FEB            MAR             APR
------------------------------------------------------------------
 1010 201.00/204.00   223.00/226.00   249.50/252.50  280.50/283.50
 1100 201.50/204.50   223.50/226.50   250.00/253.00  281.00/284.00
 1200 200.50/202.50   222.50/224.50   249.00/251.00  280.00/282.00
 1300 200.75/203.75   222.75/225.75   249.25/252.25  280.00/283.00 
 1415 201.00/203.00   223.00/225.00   249.50/251.50  280.00/282.00
                                (May 15)   
 1415 201.50/204.50   223.50/226.50   250.00/253.00  280.50/283.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.66%    3.72%    3.76%       3.79%     3.81%   3.83%
 1100   3.66%    3.72%    3.76%       3.79%     3.82%   3.84%
 1200   3.57%    3.65%    3.68%       3.71%     3.77%   3.80%
 1300   3.62%    3.70%    3.75%       3.77%     3.80%   3.82%
 1415   3.57%    3.65%    3.68%       3.71%     3.77%   3.80%
                                  (May 15)   
 1415   3.67%    3.74%    3.77%       3.80%     3.83%   3.85%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.84%    3.84%    3.83%       3.83%     3.90%   3.94%
 1100   3.84%    3.84%    3.84%       3.84%     3.91%   3.94%
 1200   3.81%    3.81%    3.81%       3.81%     3.88%   3.92%
 1300   3.83%    3.83%    3.82%       3.82%     3.89%   3.93%
 1415   3.81%    3.82%    3.82%       3.82%     3.89%   3.92%
                                 (May 15)   
 1415   3.85%    3.85%    3.84%       3.84%     3.90%   3.94%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.9075/75.9175 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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