February 12, 2020 / 4:45 AM / 7 days ago

RPT-India fwd/annualised dlr premia-Feb 12

              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 11)
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   08.25/10.25    29.75/31.75    56.50/58.50   77.00/79.00
 1100   08.50/10.00    30.00/32.00    56.50/58.50   77.00/79.00
 1200   08.25/10.25    30.00/32.00    56.50/58.50   77.00/79.00
 1300   08.25/10.25    30.00/32.00    56.50/58.50   77.00/79.00
 1400   08.25/09.75    29.50/31.50    56.00/58.00   76.50/78.50
 1500   08.25/09.75    29.75/31.75    56.50/58.50   77.00/79.00
 1600   08.25/09.75    29.75/31.75    56.50/58.50   77.00/79.00
 1715   08.00/09.75    29.50/31.50    56.00/58.00   76.50/78.50
                             (Feb 11)
 1715   08.50/10.50    30.25/32.25    57.00/59.00   77.50/79.50
-----------------------------------------------------------------
 TIME       JUN            JUL           AUG           SEP
-----------------------------------------------------------------
 1000  100.00/102.00 124.00/126.00  147.00/149.00  170.00/172.00
 1100  100.00/102.00 124.00/126.00  147.00/149.00  170.00/172.00
 1200  100.00/102.00 124.00/126.00  147.00/149.00  170.00/172.00
 1300  100.00/102.00 124.00/126.00  147.00/149.00  170.00/172.00
 1400   99.50/101.50 123.50/125.50  146.50/148.50  169.25/171.25
 1500  100.00/102.00 124.00/126.00  147.00/149.00  170.00/172.00
 1600  100.00/102.00 124.00/126.00  147.00/149.00  170.00/172.00
 1715   99.50/101.50 123.50/125.50  146.50/148.50  169.50/171.50
                             (Feb 11)
 1715  100.50/102.50 124.25/126.25  147.50/149.50  170.50/172.50
-----------------------------------------------------------------    
 TIME      OCT            NOV            DEC            JAN
-----------------------------------------------------------------
 1000 194.00/196.00  217.00/219.00  243.50/245.50  266.50/268.50
 1100 194.00/196.00  217.00/219.00  243.50/245.50  266.50/268.50
 1200 194.00/196.00  216.50/218.50  243.00/245.00  266.00/268.00
 1300 194.00/196.00  216.50/218.50  243.00/245.00  266.00/268.00
 1400 193.00/195.00  215.50/217.50  242.00/244.00  265.00/267.00
 1500 194.00/196.00  217.00/219.00  243.50/245.50  266.50/268.50
 1600 194.00/196.00  216.50/218.50  243.00/245.00  266.00/268.00
 1715 193.00/195.00  215.75/217.75  242.50/244.50  265.50/267.50
                             (Feb 11)
 1715 194.00/196.00  216.75/218.75  243.50/245.50  266.50/268.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.42%    3.71%    3.84%       3.79%     3.80%   3.81%
 1100   3.44%    3.72%    3.84%       3.79%     3.80%   3.81%
 1200   3.44%    3.72%    3.84%       3.79%     3.79%   3.81%
 1300   3.44%    3.71%    3.83%       3.79%     3.79%   3.81%
 1400   3.37%    3.67%    3.80%       3.76%     3.77%   3.79%
 1500   3.39%    3.70%    3.83%       3.78%     3.79%   3.81%
 1600   3.39%    3.70%    3.83%       3.78%     3.79%   3.81%
 1715   3.36%    3.67%    3.80%       3.76%     3.77%   3.79%
                              (Feb 11)
 1715   3.36%    3.66%    3.82%       3.78%     3.78%   3.80%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.82%    3.85%    3.89%       3.90%     3.91%   3.92%
 1100   3.82%    3.85%    3.89%       3.90%     3.91%   3.92%
 1200   3.82%    3.85%    3.88%       3.89%     3.90%   3.92%
 1300   3.82%    3.85%    3.88%       3.89%     3.90%   3.91%
 1400   3.80%    3.83%    3.86%       3.87%     3.88%   3.90%
 1500   3.81%    3.85%    3.88%       3.89%     3.90%   3.92%
 1600   3.81%    3.84%    3.87%       3.88%     3.90%   3.91%
 1715   3.80%    3.83%    3.86%       3.87%     3.89%   3.90%
                             (Feb 11)
 1715   3.81%    3.84%    3.86%       3.88%     3.89%   3.91%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.3300/71.3400 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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