May 8, 2020 / 5:03 AM / 21 days ago

RPT-India fwd/annualised dlr premia-May 8

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1015        01.75/04.00       01.50/03.00        00.25/01.00
               02.12%            02.42%             01.21%
                                (May 6)
1025        02.50/05.50       00.75/02.25        01.75/03.25
               02.41%            01.81%             02.81%
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 TIME       MAY            JUN            JUL            AUG
-----------------------------------------------------------------
 1015   12.00/14.00    36.75/38.75     62.00/64.00    86.50/88.50
 1100   12.25/14.25    37.25/40.25     62.50/65.50    87.00/90.00
 1200   12.50/14.50    37.50/39.50     63.00/65.00    87.50/89.50
 1300   12.50/14.50    37.75/40.75     63.25/66.25    88.50/91.50
 1415   12.50/14.50    37.75/40.75     63.50/66.50    89.00/92.00
                               (May 6)   
 1415   13.00/15.00    37.75/40.75     62.75/65.75    87.25/90.25
------------------------------------------------------------------
 TIME       SEP             OCT            NOV            DEC
------------------------------------------------------------------
 1015  110.50/112.50  135.00/137.00   158.50/160.50  185.50/187.50
 1100  111.50/114.50  136.00/139.00   159.50/162.50  186.50/189.50
 1200  112.00/114.00  136.50/138.50   160.00/162.00  187.50/189.50
 1300  113.50/116.50  138.00/141.00   161.50/164.50  188.50/191.50
 1415  114.00/117.00  138.50/141.50   162.00/165.00  189.00/192.00 
                                (May 6)   
 1415  111.50/114.50  135.75/138.75   159.00/162.00  186.00/189.00
-----------------------------------------------------------------    
 TIME      JAN             FEB            MAR             APR
-----------------------------------------------------------------
 1015 208.50/210.50   230.50/232.50   257.00/259.00  288.00/290.00
 1100 209.00/212.00   231.00/234.00   257.00/260.00  288.00/291.00
 1200 210.50/212.50   232.50/234.50   259.00/261.00  289.50/291.50
 1300 211.50/214.50   233.50/236.50   260.00/263.00  291.00/294.00
 1415 212.00/215.00   234.00/237.00   260.50/263.50  291.50/294.50
                                  (May 6)   
 1415 208.50/211.50   230.50/233.50   256.50/259.50  287.00/290.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1015   3.73%    3.78%    3.82%       3.83%     3.86%   3.88%
 1100   3.81%    3.85%    3.87%       3.87%     3.90%   3.92%
 1200   3.81%    3.84%    3.87%       3.87%     3.90%   3.91%
 1300   3.86%    3.89%    3.91%       3.93%     3.95%   3.96%
 1415   3.86%    3.90%    3.93%       3.95%     3.97%   3.97%
                                (May 6)   
 1415   3.77%    3.80%    3.82%       3.82%     3.85%   3.87% 
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1015   3.88%    3.88%    3.87%       3.87%     3.91%   3.98%
 1100   3.91%    3.90%    3.89%       3.88%     3.92%   3.98%
 1200   3.81%    3.84%    3.87%       3.87%     3.90%   3.91%
 1300   3.95%    3.93%    3.92%       3.91%     3.95%   4.00%
 1415   3.96%    3.94%    3.93%       3.92%     3.96%   4.01%
                                (May 6)   
 1415   3.86%    3.85%    3.84%       3.84%     3.87%   3.94%
----------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.5400/75.5500 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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