May 21, 2020 / 5:07 AM / 9 days ago

RPT-India fwd/annualised dlr premia-May 21

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1020        02.25/05.25       00.25/01.25        02.00/04.00
               02.17%            01.20%             02.41%
                                (May 20)
1010        01.00/02.00       00.50/01.00        00.50/01.00
               02.41%            02.41%             02.41%
------------------------------------------------------------------
 TIME       MAY            JUN            JUL            AUG
------------------------------------------------------------------
 1020   01.50/02.50    25.75/27.75      49.75/51.75   73.75/75.75
 1100   01.50/03.00    25.50/27.50      49.75/51.75   73.75/75.75
 1200   01.50/03.00    25.50/27.50      49.50/51.50   73.50/75.50
 1300   01.50/03.00    25.50/27.50      49.75/51.75   73.75/75.75
 1415   01.50/03.00    25.50/27.50      49.50/51.50   73.50/75.50
                                  (May 20)   
 1415   04.25/06.25    28.50/30.50      52.50/54.50   76.50/78.50
------------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
------------------------------------------------------------------
 1020   97.75/99.75   122.00/124.00   145.25/147.25  172.50/174.50
 1100   97.75/99.75   122.00/124.00   145.25/147.25  172.50/174.50
 1200   97.50/99.50   121.75/123.75   145.00/147.00  172.00/174.00
 1300   97.75/99.75   122.00/124.00   145.50/147.50  173.00/175.00
 1415   97.50/99.50   121.75/123.75   145.00/147.00  172.50/174.50
                                  (May 20)   
 1415  100.75/102.75  125.00/127.00   148.50/150.50  175.50/177.50
------------------------------------------------------------------
 TIME      JAN             FEB            MAR             APR
------------------------------------------------------------------
 1020 195.50/197.50   217.50/219.50   244.00/246.00  274.50/276.50
 1100 195.50/197.50   217.50/219.50   244.00/246.00  274.00/276.00
 1200 195.00/197.00   217.00/219.00   243.50/245.50  274.00/276.00
 1300 196.00/198.00   218.00/220.00   244.50/246.50  275.00/277.00
 1415 195.50/197.50   217.50/219.50   244.00/246.00  274.50/276.50
                                (May 20)   
 1415 198.50/200.50   220.50/222.50   247.00/249.00  277.50/279.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1020   3.68%    3.70%    3.71%       3.75%     3.80%   3.81%
 1100   3.65%    3.70%    3.71%       3.74%     3.79%   3.81%
 1200   3.65%    3.68%    3.70%       3.73%     3.79%   3.80%
 1300   3.65%    3.70%    3.72%       3.75%     3.80%   3.82%
 1415   3.65%    3.69%    3.71%       3.74%     3.79%   3.81%
                                  (May 20)   
 1415   3.64%    3.67%    3.69%       3.73%     3.78%   3.81%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1020   3.82%    3.82%    3.82%       3.82%     3.90%   3.92%
 1100   3.82%    3.82%    3.81%       3.82%     3.90%   3.91%
 1200   3.80%    3.81%    3.80%       3.81%     3.90%   3.91%
 1300   3.83%    3.83%    3.83%       3.83%     3.91%   3.93%    
 1415   3.82%    3.82%    3.82%       3.83%     3.91%   3.93%
                                  (May 20)   
 1415   3.81%    3.81%    3.81%       3.81%     3.89%   3.91%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.6050/75.6150 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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