March 27, 2020 / 4:52 AM / a day ago

India fwd/annualised dlr premia-Mar 27

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        04.00/07.00        03.00/04.50        01.00/02.50
               04.89%            04.89%             04.89%
                               (Mar 26)
1000        04.50/09.00        01.00/02.50        03.50/06.50
               05.45%            04.84%             05.65%
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 TIME       APR            MAY            JUN            JUL
-----------------------------------------------------------------
 1000   43.50/49.50    70.00/78.00    99.50/107.50  127.00/137.00
 1100   43.00/53.00    68.00/78.00    94.00/104.00  118.50/128.50
 1200   44.00/54.00    70.00/80.00    96.00/106.00  121.50/131.50
 1300   46.00/56.00    71.00/81.00    98.00/108.00  124.00/134.00
 1400   48.00/58.00    73.00/83.00   100.00/110.00  126.00/136.00
 1500   48.00/58.00    75.00/85.00   103.00/113.00  130.00/140.00
 1600   52.50/58.50    78.50/86.50   107.50/115.50  134.00/144.00
 1715   53.00/63.00    80.50/90.50   107.50/117.50  134.00/144.00 
                               (Mar 26)   
 1715   51.00/61.00    79.50/89.50   107.50/117.50  135.00/145.00
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 TIME       AUG           SEP             OCT            NOV
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 1000  151.75/161.75 175.50/185.50  198.75/208.75  221.75/231.75
 1100  143.00/153.00 166.50/176.50  190.00/200.00  212.00/222.00
 1200  147.00/157.00 170.50/180.50  195.00/205.00  217.00/227.00
 1300  149.00/159.00 173.00/183.00  198.00/208.00  221.00/231.00
 1400  151.00/161.00 175.50/185.50  200.00/210.00  223.00/233.00
 1500  155.50/165.50 180.50/190.50  205.00/215.00  228.00/238.00
 1600  159.50/169.50 184.50/194.50  209.00/219.00  232.50/242.50
 1715  160.00/170.00 185.00/195.00  210.00/220.00  233.25/243.25
                               (Mar 26)    
 1715  161.00/171.00  186.50/196.50  211.50/221.50 235.00/245.00 
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 TIME      DEC            JAN             FEB            MAR
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 1000 248.25/258.25  271.50/281.50  293.50/303.50  321.00/331.00
 1100 238.50/248.50  261.00/271.00  283.00/293.00  310.00/320.00
 1200 243.50/253.50  266.00/276.00  288.00/298.00  315.00/325.00
 1300 247.00/257.00  267.50/277.50  289.00/299.00  318.00/328.00
 1400 250.00/260.00  272.50/282.50  294.00/304.00  320.00/330.00
 1500 255.00/265.00  278.00/288.00  300.00/310.00  327.00/337.00
 1600 259.50/269.50  283.00/293.00  305.50/315.50  332.00/342.00
 1715 260.50/270.50  284.00/294.00  306.00/316.00  333.00/343.00  
                              (Mar 26)    
 1715 262.50/272.50  287.00/297.00  310.00/320.00   01.00/04.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   7.58%    6.14%    5.56%       5.29%     5.01%   4.83%
 1100   7.84%    6.06%    5.33%       4.96%     4.74%   4.59%
 1200   7.97%    6.20%    5.42%       5.06%     4.85%   4.68%
 1300   8.27%    6.26%    5.50%       5.14%     4.90%   4.73%
 1400   8.58%    6.42%    5.60%       5.21%     4.95%   4.79%
 1500   8.57%    6.58%    5.76%       5.37%     5.09%   4.92%
 1600   8.97%    6.78%    5.94%       5.52%     5.21%   5.02%
 1715   9.43%    7.07%    6.03%       5.56%     5.26%   5.06%
                               (Mar 26)    
 1715   8.77%    6.84%    5.94%       5.54%     5.24%   5.05%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.70%    4.60%    4.51%       4.45%     4.40%   4.37%
 1100   4.51%    4.41%    4.34%       4.29%     4.25%   4.23%
 1200   4.60%    4.49%    4.41%       4.35%     4.31%   4.28%
 1300   4.66%    4.56%    4.46%       4.36%     4.31%   4.30%
 1400   4.70%    4.59%    4.50%       4.43%     4.37%   4.32%
 1500   4.81%    4.69%    4.59%       4.52%     4.46%   4.41%
 1600   4.89%    4.78%    4.66%       4.59%     4.54%   4.48%
 1715   4.95%    4.82%    4.71%       4.64%     4.57%   4.52%
                               (Mar 26)    
 1715   4.94%    4.82%    4.71%       4.65%     4.59%   4.55%
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      (CONVERSION RATE - $1 = 74.8500/74.8600 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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