February 26, 2020 / 4:43 AM / in a month

RPT-India fwd/annualised dlr premia-Feb 26

              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 25)
1000        00.50/02.50        00.25/01.25        00.25/01.25
               01.27%             01.27%             01.27%
-----------------------------------------------------------------
 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   20.50/22.00    45.50/47.50    65.50/67.50    87.50/89.50
 1100   21.00/22.50    46.00/48.00    66.00/68.00    88.00/90.00
 1200   21.00/23.00    45.75/47.75    66.00/68.00    88.00/90.00
 1300   21.00/23.00    45.75/47.75    65.75/67.75    88.25/90.25
 1400   21.00/22.50    46.00/48.00    66.00/68.00    88.00/90.00
 1500   21.00/23.00    45.50/47.50    65.50/67.50    87.75/89.75
 1600   20.50/22.50    45.50/47.50    65.50/67.50    87.75/89.75
 1715   21.00/23.00    45.75/47.75    66.00/68.00    88.50/90.50
                               (Feb 25)
 1715   21.50/23.50    46.50/48.50    66.50/68.50    89.00/91.00
-----------------------------------------------------------------
 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  110.50/112.50  133.50/135.50  155.75/157.75  178.75/180.75
 1100  111.00/113.00  134.00/136.00  156.50/158.50  179.50/181.50
 1200  111.00/113.00  134.00/136.00  156.25/158.25  179.50/181.50
 1300  111.25/113.25  134.25/136.25  156.25/158.25  179.50/181.50
 1400  111.00/113.00  134.00/136.00  156.25/158.25  179.25/181.25
 1500  110.75/112.75  133.75/135.75  156.00/158.00  179.00/181.00
 1600  111.00/113.00  134.00/136.00  156.25/158.25  179.25/181.25
 1715  111.50/113.50  134.50/136.50  156.75/158.75  180.00/182.00
                               (Feb 25)
 1715  112.25/114.25  135.25/137.25  157.50/159.50  180.50/182.50
-----------------------------------------------------------------    
 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000  201.00/203.00  227.50/229.50  250.50/252.50  272.50/274.50
 1100  202.00/204.00  228.50/230.50  251.50/253.50  273.50/275.50
 1200  201.50/203.50  228.00/230.00  251.00/253.00  273.00/275.00
 1300  201.50/203.50  228.00/230.00  251.00/253.00  273.00/275.00
 1400  201.50/203.50  228.00/230.00  250.50/252.50  272.00/274.00
 1500  201.00/203.00  227.50/229.50  250.50/252.50  272.00/274.00
 1600  201.50/203.50  228.00/230.00  251.00/253.00  273.00/275.00
 1715  202.00/204.00  228.50/230.50  251.50/253.50  273.50/275.50
                               (Feb 25)
 1715  203.00/205.00  229.50/231.50  252.50/254.50   00.25/01.25 
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.38%    3.81%    3.72%       3.66%     3.68%   3.70%
 1100   3.46%    3.86%    3.74%       3.68%     3.70%   3.71%
 1200   3.50%    3.84%    3.75%       3.68%     3.70%   3.71%
 1300   3.50%    3.84%    3.73%       3.69%     3.71%   3.72%
 1400   3.46%    3.86%    3.75%       3.69%     3.71%   3.72%
 1500   3.50%    3.82%    3.72%       3.68%     3.70%   3.71%
 1600   3.42%    3.82%    3.72%       3.67%     3.70%   3.72%
 1715   3.50%    3.84%    3.75%       3.71%     3.72%   3.73%
                               (Feb 25)
 1715   3.46%    3.81%    3.73%       3.69%     3.71%   3.72%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.71%    3.75%    3.76%       3.79%     3.81%   3.82%
 1100   3.73%    3.76%    3.78%       3.80%     3.82%   3.84%
 1200   3.72%    3.76%    3.77%       3.79%     3.82%   3.83%
 1300   3.72%    3.76%    3.78%       3.80%     3.82%   3.83%
 1400   3.73%    3.76%    3.78%       3.80%     3.81%   3.82%
 1500   3.72%    3.76%    3.77%       3.79%     3.81%   3.82%
 1600   3.72%    3.76%    3.78%       3.80%     3.82%   3.83%
 1715   3.74%    3.78%    3.79%       3.81%     3.83%   3.84%
                               (Feb 25)
 1715   3.73%    3.76%    3.78%       3.80%     3.82%   3.84%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.6600/71.6700 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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