May 19, 2020 / 4:51 AM / 8 days ago

RPT-India fwd/annualised dlr premia-May 19

              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 18)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
------------------------------------------------------------------
 TIME       MAY            JUN            JUL            AUG
------------------------------------------------------------------
 1010   04.75/06.75    29.25/31.25      54.00/56.00   78.00/80.00
 1100   04.75/06.75    29.25/31.25      53.75/55.75   77.75/79.75
 1200   04.50/06.50    28.75/30.75      53.25/55.25   77.25/79.25
 1300   05.50/06.50    29.00/31.00      53.00/55.00   77.00/79.00
 1415   04.75/06.75    29.00/31.00      53.25/55.25   77.25/79.25
                                 (May 18)   
 1415   05.50/07.50    29.50/31.50      54.00/56.00   78.00/80.00
------------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
------------------------------------------------------------------
 1010  102.25/104.25  126.25/128.25   149.50/151.50  176.50/178.50
 1100  102.00/104.00  126.00/128.00   149.25/151.25  176.50/178.50
 1200  101.50/103.50  126.00/128.00   149.25/151.25  176.75/178.75
 1300  101.00/103.00  125.00/127.00   148.50/150.50  176.00/178.00
 1415  101.50/103.50  125.75/127.75   149.25/151.25  176.50/178.50
                                 (May 18)   
 1415  102.00/104.00  126.50/128.50   150.00/152.00  177.50/179.50
------------------------------------------------------------------
 TIME      JAN             FEB            MAR             APR
------------------------------------------------------------------
 1010 199.50/201.50   221.50/223.50   248.00/250.00  278.50/280.50
 1100 199.50/201.50   221.50/223.50   248.00/250.00  278.50/280.50
 1200 199.75/201.75   221.75/223.75   248.25/250.25  279.00/281.00
 1300 199.00/201.00   221.00/223.00   247.50/249.50  278.00/280.00
 1415 199.50/201.50   221.50/223.50   248.00/250.00  278.50/280.50
                                (May 18)   
 1415 201.00/203.00   223.00/225.00   249.50/251.50  280.00/282.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.63%    3.71%    3.73%       3.76%     3.80%   3.82%
 1100   3.64%    3.70%    3.72%       3.75%     3.79%   3.81%
 1200   3.57%    3.66%    3.70%       3.73%     3.79%   3.81%
 1300   3.62%    3.66%    3.68%       3.72%     3.76%   3.79%
 1415   3.61%    3.67%    3.70%       3.74%     3.79%   3.81%
                                  (May 18)   
 1415   3.57%    3.65%    3.68%       3.71%     3.77%   3.80%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.82%    3.82%    3.82%       3.82%     3.89%   3.92%
 1100   3.82%    3.82%    3.82%       3.82%     3.89%   3.92%
 1200   3.82%    3.83%    3.82%       3.83%     3.90%   3.93%
 1300   3.80%    3.81%    3.81%       3.81%     3.89%   3.91%
 1415   3.82%    3.82%    3.82%       3.83%     3.90%   3.93%
                                 (May 18)   
 1415   3.81%    3.82%    3.82%       3.82%     3.89%   3.92%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.6350/75.6450 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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