February 25, 2020 / 4:41 AM / a month ago

RPT-India fwd/annualised dlr premia-Feb 25

              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
               01.27%             01.27%             01.27%
                               (Feb 24)
1000        00.50/02.50        00.25/01.25        00.25/01.25
               01.27%             01.27%             01.27%
-----------------------------------------------------------------
 TIME       FEB           MAR            APR            MAY
-----------------------------------------------------------------
 1000   00.50/01.50    22.00/24.00    47.50/49.50   67.50/69.50
 1100   00.25/01.25    21.75/23.75    46.75/48.75   67.00/69.00
 1200   00.25/01.25    21.50/23.50    47.00/49.00   67.00/69.00
 1300   00.50/01.50    22.00/24.00    47.00/49.00   67.25/69.25
 1400   00.25/01.25    21.50/23.50    47.00/49.00   67.00/69.00
 1500   00.25/01.25    21.75/23.75    47.00/49.00   67.25/69.25
 1600   00.50/01.50    21.50/23.50    46.50/48.50   66.50/68.50
 1715   00.25/01.25    21.50/23.50    46.50/48.50   66.50/68.50
                               (Feb 24)
 1715   00.50/02.00    22.25/24.25    47.00/49.00   67.25/69.25
-----------------------------------------------------------------
 TIME       JUN            JUL           AUG           SEP
-----------------------------------------------------------------
 1000   90.50/92.50   114.00/116.00  137.00/139.00  159.50/161.50
 1100   90.00/92.00   113.50/115.50  136.50/138.50  159.25/161.25
 1200   90.00/92.00   113.50/115.50  136.75/138.75  159.50/161.50
 1300   90.25/92.25   113.50/115.50  136.50/138.50  159.00/161.00
 1400   90.00/92.00   113.50/115.50  136.50/138.50  159.00/161.00
 1500   90.25/92.25   113.50/115.50  136.50/138.50  159.00/161.00
 1600   89.00/91.00   112.00/114.00  134.75/136.75  157.00/159.00
 1715   89.00/91.00   112.25/114.25  135.25/137.25  157.50/159.50
                               (Feb 24)
 1715   90.25/92.25   113.50/115.50  136.50/138.50  159.25/161.25
-----------------------------------------------------------------    
 TIME      OCT            NOV            DEC            JAN
-----------------------------------------------------------------
 1000  183.00/185.00  205.50/207.50  232.00/234.00  255.00/257.00
 1100  182.50/184.50  205.00/207.00  231.50/233.50  254.50/256.50
 1200  182.50/184.50  205.25/207.25  232.00/234.00  255.00/257.00
 1300  182.50/184.50  205.25/207.25  232.00/234.00  255.00/257.00
 1400  182.50/184.50  205.25/207.25  232.00/234.00  255.00/257.00
 1500  182.50/184.50  205.25/207.25  232.00/234.00  255.00/257.00
 1600  180.00/182.00  202.50/204.50  229.00/231.00  251.50/253.50
 1715  180.50/182.50  203.00/205.00  229.50/231.50  252.50/254.50
                               (Feb 24)
 1715  182.50/184.50  205.50/207.50  232.00/234.00  255.00/257.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.55%    3.89%    3.79%       3.75%     3.77%   3.77%
 1100   3.50%    3.83%    3.76%       3.73%     3.75%   3.75%
 1200   3.46%    3.85%    3.76%       3.73%     3.75%   3.76%
 1300   3.55%    3.85%    3.77%       3.74%     3.75%   3.75%
 1400   3.47%    3.85%    3.76%       3.73%     3.75%   3.76%
 1500   3.50%    3.85%    3.77%       3.74%     3.75%   3.76%
 1600   3.47%    3.81%    3.73%       3.69%     3.70%   3.71%
 1715   3.46%    3.81%    3.73%       3.69%     3.71%   3.72%
                               (Feb 24)
 1715   3.46%    3.78%    3.73%       3.70%     3.72%   3.73%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.77%    3.81%    3.83%       3.84%     3.86%   3.87%
 1100   3.77%    3.80%    3.82%       3.83%     3.85%   3.86%
 1200   3.77%    3.80%    3.82%       3.84%     3.86%   3.87%
 1300   3.76%    3.80%    3.82%       3.84%     3.86%   3.87%
 1400   3.76%    3.80%    3.83%       3.84%     3.86%   3.87%
 1500   3.76%    3.80%    3.82%       3.84%     3.86%   3.87%
 1600   3.71%    3.75%    3.77%       3.79%     3.80%   3.82%
 1715   3.73%    3.76%    3.78%       3.80%     3.82%   3.84%
                                (Feb 24)
 1715   3.74%    3.78%    3.81%       3.82%     3.84%   3.85%
----------------------------------------------------------------
   (CONVERSION RATE - $1 = 71.8800/71.8900 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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