May 5, 2020 / 5:19 AM / a month ago

RPT-India fwd/annualised dlr premia-May 5

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1030        01.00/03.50       00.25/01.25        00.75/02.25
               01.61%            01.21%             01.81%
                                (May 4)
1030        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
-----------------------------------------------------------------
 TIME       MAY            JUN            JUL            AUG
-----------------------------------------------------------------
 1030   16.50/17.50    41.00/43.00     66.50/68.50    92.50/94.50
 1100   15.25/17.25    40.00/43.00     65.00/68.00    90.00/93.00
 1200   15.75/17.75    40.50/43.50     65.50/68.50    90.50/93.50
 1300   15.75/17.75    40.50/43.50     65.50/68.50    90.50/93.50
 1415   15.75/17.75    40.25/43.25     65.50/68.50    90.50/93.50
                                (May 4)   
 1415   17.50/19.50    42.50/45.50     68.00/71.00    93.00/96.00 
------------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
------------------------------------------------------------------
 1030  117.50/119.50  142.50/144.50   166.50/168.50  193.50/195.50
 1100  115.00/118.00  140.50/143.50   164.50/167.50  192.00/195.00
 1200  115.50/118.50  141.00/144.00   165.00/168.00  192.50/195.50
 1300  115.50/118.50  141.00/144.00   165.00/168.00  192.50/195.50
 1415  115.50/118.50  140.50/143.50   164.00/167.00  191.50/194.50
                                (May 4)   
 1415  118.00/121.00  143.25/146.25   166.75/169.75  194.50/197.50  
-----------------------------------------------------------------    
 TIME      JAN             FEB            MAR             APR
-----------------------------------------------------------------
 1030 216.50/218.50   238.50/240.50   265.00/267.00  296.00/298.00
 1100 215.00/218.00   237.50/240.50   264.25/267.25  295.50/298.50
 1200 215.50/218.50   238.00/241.00   264.75/267.75  296.00/299.00
 1300 215.50/218.50   238.00/241.00   264.75/267.75  296.00/299.00
 1415 214.50/217.50   237.00/240.00   263.50/266.50  294.50/297.50
                                (May 4)   
 1415 217.75/220.75   240.00/243.00   266.50/269.50  297.50/300.50 
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1030   3.87%    3.85%    3.90%       3.94%     3.96%   3.99%
 1100   3.76%    3.80%    3.83%       3.86%     3.90%   3.95%
 1200   3.84%    3.83%    3.85%       3.87%     3.91%   3.96%
 1300   3.83%    3.83%    3.85%       3.87%     3.91%   3.95%
 1415   3.82%    3.82%    3.85%       3.87%     3.91%   3.94% 
                                (May 4)   
 1415   3.87%    3.87%    3.90%       3.90%     3.93%   3.96%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1030   3.98%    3.96%    3.95%       3.94%     3.96%   4.03%
 1100   3.95%    3.94%    3.93%       3.93%     3.95%   4.03%
 1200   3.96%    3.95%    3.94%       3.93%     3.96%   4.03%
 1300   3.95%    3.94%    3.93%       3.93%     3.95%   4.03%
 1415   3.93%    3.93%    3.92%       3.91%     3.94%   4.01%
                                (May 4)   
 1415   3.96%    3.95%    3.94%       3.93%     3.95%   4.02% 
----------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.6250/75.6350 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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