February 11, 2020 / 4:38 AM / 14 days ago

RPT-India fwd/annualised dlr premia-Feb 11

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        00.50/02.50        00.25/01.25        00.25/01.25
               01.28%             01.28%             01.28%
                               (Feb 10)
1000        00.50/02.50        00.25/01.25        00.25/01.25
               01.28%             01.28%             01.28%
-----------------------------------------------------------------
 TIME       FEB           MAR            APR            MAY
-----------------------------------------------------------------
 1000   09.50/11.00    31.00/33.00    58.00/60.00   79.00/81.00
 1100   09.25/10.75    30.50/32.50    57.50/59.50   78.50/80.50
 1200   09.25/10.75    30.50/32.50    58.00/60.00   79.00/81.00
 1300   09.00/11.00    31.00/33.00    58.00/60.00   79.00/81.00
 1400   09.25/10.75    30.50/32.50    58.00/60.00   79.00/81.00
 1500   09.00/10.50    30.00/32.00    57.00/59.00   78.00/80.00
 1600   08.50/10.50    30.00/32.00    57.00/59.00   77.50/79.50
 1715   08.50/10.50    30.25/32.25    57.00/59.00   77.50/79.50
                             (Feb 10)
 1715   09.25/11.25    31.00/33.00    58.25/60.25   79.00/81.00
-----------------------------------------------------------------
 TIME       JUN            JUL           AUG           SEP
-----------------------------------------------------------------
 1000  102.00/104.00 126.50/128.50  150.00/152.00  173.00/175.00
 1100  101.50/103.50 126.00/128.00  149.50/151.50  172.50/174.50
 1200  102.00/104.00 126.50/128.50  150.00/152.00  173.50/175.50
 1300  102.25/104.25 126.75/128.75  150.50/152.50  173.50/175.50
 1400  102.00/104.00 126.50/128.50  150.00/152.00  173.00/175.00
 1500  101.00/103.00 125.00/127.00  148.00/150.00  171.00/173.00
 1600  100.50/102.50 124.00/126.00  147.00/149.00  169.75/171.75
 1715  100.50/102.50 124.25/126.25  147.50/149.50  170.50/172.50
                             (Feb 10)
 1715  102.00/104.00 126.00/128.00  149.00/151.00  172.00/174.00
-----------------------------------------------------------------    
 TIME      OCT            NOV            DEC            JAN
-----------------------------------------------------------------
 1000 197.00/199.00  220.00/222.00  246.50/248.50  270.00/272.00
 1100 196.50/198.50  219.50/221.50  246.00/248.00  269.50/271.50
 1200 197.50/199.50  220.50/222.50  247.00/249.00  270.50/272.50
 1300 197.50/199.50  220.50/222.50  247.50/249.50  270.50/272.50
 1400 197.00/199.00  220.00/222.00  246.50/248.50  270.00/272.00
 1500 195.00/197.00  218.00/220.00  244.50/246.50  267.50/269.50
 1600 193.25/195.25  216.00/218.00  243.00/245.00  266.00/268.00
 1715 194.00/196.00  216.75/218.75  243.50/245.50  266.50/268.50
                             (Feb 10)
 1715 196.00/198.00  219.00/221.00  246.00/248.00  269.00/271.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.49%    3.73%    3.90%       3.84%     3.84%   3.87%
 1100   3.43%    3.69%    3.87%       3.82%     3.83%   3.85%
 1200   3.43%    3.71%    3.90%       3.84%     3.84%   3.87%
 1300   3.47%    3.73%    3.89%       3.85%     3.85%   3.88%
 1400   3.43%    3.71%    3.89%       3.84%     3.84%   3.87%
 1500   3.36%    3.64%    3.83%       3.80%     3.80%   3.81%
 1600   3.34%    3.64%    3.82%       3.78%     3.78%   3.79%
 1715   3.36%    3.66%    3.82%       3.78%     3.78%   3.80%
                             (Feb 10)
 1715   3.37%    3.68%    3.86%       3.81%     3.81%   3.82%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.87%    3.90%    3.93%       3.94%     3.95%   3.96%
 1100   3.86%    3.89%    3.92%       3.93%     3.94%   3.96%
 1200   3.88%    3.91%    3.94%       3.94%     3.96%   3.97%
 1300   3.88%    3.91%    3.93%       3.95%     3.96%   3.97%
 1400   3.87%    3.89%    3.92%       3.93%     3.95%   3.96%
 1500   3.82%    3.85%    3.88%       3.90%     3.91%   3.92%
 1600   3.79%    3.82%    3.85%       3.87%     3.89%   3.90%
 1715   3.81%    3.84%    3.86%       3.88%     3.89%   3.91%
                             (Feb 10)
 1715   3.83%    3.86%    3.89%       3.91%     3.92%   3.93%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.2800/71.2900 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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