May 6, 2020 / 5:10 AM / 21 days ago

RPT-India fwd/annualised dlr premia-May 6

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1025        02.50/05.50       00.75/02.25        01.75/03.25
               02.41%            01.81%             02.81%
                                (May 5)
1030        01.00/03.50       00.25/01.25        00.75/02.25
               01.61%            01.21%             01.81%
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 TIME       MAY            JUN            JUL            AUG
-----------------------------------------------------------------
 1025   12.50/14.50    37.00/40.00     62.00/65.00    87.00/90.00
 1100   13.00/15.00    37.50/40.50     62.50/65.50    87.50/90.50
 1200   13.00/15.00    37.50/40.50     62.25/65.25    86.75/89.75
 1300   13.00/15.00    37.50/40.50     62.50/65.50    87.00/90.00
 1415   13.00/15.00    37.75/40.75     62.75/65.75    87.25/90.25
                               (May 5)   
 1415   15.75/17.75    40.25/43.25     65.50/68.50    90.50/93.50
------------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
------------------------------------------------------------------
 1025  111.50/114.50  136.00/139.00   159.50/162.50  186.50/189.50
 1100  111.75/114.75  135.75/138.75   158.75/161.75  185.75/188.75
 1200  110.75/113.75  135.00/138.00   158.00/161.00  185.00/188.00
 1300  111.00/114.00  135.00/138.00   158.00/161.00  185.00/188.00
 1415  111.50/114.50  135.75/138.75   159.00/162.00  186.00/189.00
                                (May 5)   
 1415  115.50/118.50  140.50/143.50   164.00/167.00  191.50/194.50
-----------------------------------------------------------------    
 TIME      JAN             FEB            MAR             APR
-----------------------------------------------------------------
 1025 209.25/212.25   231.25/234.25   257.50/260.50  288.00/291.00
 1100 208.50/211.50   230.50/233.50   256.50/259.50  287.00/290.00
 1200 207.50/210.50   229.50/232.50   255.50/258.50  286.00/289.00
 1300 207.50/210.50   229.50/232.50   255.50/258.50  286.00/289.00
 1415 208.50/211.50   230.50/233.50   256.50/259.50  287.00/290.00
                                (May 5)   
 1415 214.50/217.50   237.00/240.00   263.50/266.50  294.50/297.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1025   3.68%    3.75%    3.79%       3.82%     3.86%   3.88%
 1100   3.75%    3.78%    3.82%       3.83%     3.85%   3.86%
 1200   3.76%    3.78%    3.80%       3.80%     3.83%   3.85%
 1300   3.76%    3.79%    3.81%       3.81%     3.83%   3.85% 
 1415   3.77%    3.80%    3.82%       3.82%     3.85%   3.87% 
                                (May 5)   
 1415   3.82%    3.82%    3.85%       3.87%     3.91%   3.94% 
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1025   3.88%    3.87%    3.86%       3.85%     3.89%   3.95%
 1100   3.86%    3.85%    3.84%       3.84%     3.87%   3.93%
 1200   3.84%    3.84%    3.83%       3.83%     3.86%   3.93%
 1300   3.84%    3.84%    3.83%       3.83%     3.86%   3.92% 
 1415   3.86%    3.85%    3.84%       3.84%     3.87%   3.94%
                                (May 5)   
 1415   3.93%    3.93%    3.92%       3.91%     3.94%   4.01%
----------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.7550/75.7650 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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