February 14, 2020 / 4:44 AM / 5 days ago

RPT-India fwd/annualised dlr premia-Feb 14

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        01.50/03.00        01.50/03.00            N/A
               01.92%             01.92%              N/A
                               (Feb 13)
1000        02.25/04.75        00.25/01.25        02.00/03.50
               02.30%             01.28%             02.56%
-----------------------------------------------------------------
 TIME       FEB           MAR            APR            MAY
-----------------------------------------------------------------
 1000   04.75/06.75    25.75/27.75    50.75/52.75   71.00/73.00
 1100   05.00/06.50    26.00/28.00    51.25/53.25   71.50/73.50
 1200   05.00/07.00    26.00/28.00    51.00/53.00   71.25/73.25
 1300   05.50/07.00    26.25/28.25    51.25/53.25   71.25/73.25
 1400   05.25/06.75    26.00/28.00    51.00/53.00   71.25/73.25
 1500   05.00/07.00    26.00/28.00    51.00/53.00   71.25/73.25
 1600   05.25/06.75    26.00/28.00    51.00/53.00   71.25/73.25
 1715   05.00/07.00    26.00/28.00    51.25/53.25   71.50/73.50
                             (Feb 13)
 1715   05.00/07.00    26.25/28.25    51.50/53.50   71.75/73.75
-----------------------------------------------------------------
 TIME       JUN            JUL           AUG           SEP
-----------------------------------------------------------------
 1000   93.50/95.50  116.50/118.50  139.50/141.50  161.50/163.50
 1100   94.00/96.00  117.50/119.50  140.50/142.50  163.00/165.00
 1200   93.75/95.75  116.75/118.75  139.75/141.75  162.25/164.25
 1300   93.50/95.50  116.75/118.75  139.50/141.50  161.75/163.75
 1400   93.50/95.50  117.00/119.00  139.75/141.75  162.00/164.00
 1500   93.75/95.75  116.75/118.75  139.75/141.75  162.25/164.25
 1600   93.50/95.50  116.50/118.50  139.25/141.25  161.50/163.50
 1715   93.75/95.75  117.00/119.00  139.75/141.75  162.25/164.25
                             (Feb 13)
 1715   94.25/96.25  117.75/119.75  140.50/142.50  163.00/165.00
-----------------------------------------------------------------    
 TIME      OCT            NOV            DEC            JAN
-----------------------------------------------------------------
 1000 184.25/186.25  206.75/208.75  233.00/235.00  255.50/257.50
 1100 186.50/188.50  209.00/211.00  235.00/237.00  257.50/259.50
 1200 185.25/187.25  207.75/209.75  234.00/236.00  256.50/258.50
 1300 185.00/187.00  207.50/209.50  233.50/235.50  256.00/258.00
 1400 185.50/187.50  208.00/210.00  234.00/236.00  256.50/258.50
 1500 185.25/187.25  207.75/209.75  234.00/236.00  256.50/258.50
 1600 184.50/186.50  207.00/209.00  233.00/235.00  255.50/257.50
 1715 185.50/187.50  208.00/210.00  234.25/236.25  257.00/259.00
                             (Feb 13)
 1715 186.50/188.50  209.00/211.00  235.00/237.00  257.50/259.50    
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.22%    3.58%    3.66%       3.64%     3.66%   3.68%
 1100   3.24%    3.62%    3.68%       3.66%     3.68%   3.70%
 1200   3.26%    3.60%    3.67%       3.65%     3.66%   3.68%
 1300   3.30%    3.62%    3.67%       3.64%     3.66%   3.68%
 1400   3.26%    3.60%    3.67%       3.64%     3.67%   3.69%
 1500   3.26%    3.60%    3.67%       3.65%     3.66%   3.68%
 1600   3.26%    3.60%    3.67%       3.64%     3.65%   3.67%
 1715   3.26%    3.62%    3.68%       3.65%     3.67%   3.69%
                             (Feb 13)
 1715   3.29%    3.64%    3.70%       3.67%     3.69%   3.71%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.69%    3.72%    3.75%       3.77%     3.79%   3.81%
 1100   3.72%    3.76%    3.79%       3.80%     3.82%   3.83%
 1200   3.70%    3.74%    3.76%       3.78%     3.80%   3.82%
 1300   3.69%    3.73%    3.76%       3.78%     3.79%   3.81%
 1400   3.70%    3.74%    3.77%       3.79%     3.80%   3.82%
 1500   3.70%    3.74%    3.77%       3.78%     3.80%   3.82%
 1600   3.69%    3.72%    3.75%       3.77%     3.79%   3.81%
 1715   3.70%    3.74%    3.77%       3.79%     3.81%   3.83%
                             (Feb 13)
 1715   3.72%    3.76%    3.79%       3.81%     3.82%   3.84%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.3600/71.3700 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
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