February 3, 2020 / 4:47 AM / 13 days ago

RPT-India fwd/annualised dlr premia-Feb 3

              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%
                               (Jan 31)
1000        01.25/04.25        01.00/03.00        00.25/01.25
               01.60%             01.70%             01.28%
-----------------------------------------------------------------
 TIME       FEB           MAR            APR            MAY
-----------------------------------------------------------------
 1000   15.75/17.75    39.50/41.50    71.00/73.00   93.25/95.25
 1100   15.75/17.75    39.25/41.25    71.00/73.00   93.25/95.25
 1200   15.50/17.50    39.00/41.00    70.00/72.00   92.25/94.25
 1300   15.25/17.25    39.00/41.00    70.00/72.00   92.25/94.25
 1400   15.50/17.50    38.75/40.75    69.75/71.75   92.25/94.25
 1500   16.00/17.00    39.00/40.00    70.00/71.50   92.00/93.50
 1600   15.25/17.25    38.75/40.75    69.50/71.50   91.75/93.75
 1715   15.50/17.25    38.75/40.75    69.50/71.50   91.50/93.50
                        (closing Jan 31)
 1715   16.25/18.25    40.25/42.25    71.75/73.75   94.00/96.00
-----------------------------------------------------------------
 TIME       JUN            JUL           AUG           SEP
-----------------------------------------------------------------
 1000  118.50/120.50 145.00/147.00  170.00/172.00  195.00/197.00
 1100  118.50/120.50 145.00/147.00  170.00/172.00  195.00/197.00
 1200  117.50/119.50 144.00/146.00  169.00/171.00  194.00/196.00
 1300  117.50/119.50 144.00/146.00  169.50/171.50  194.00/196.00
 1400  117.50/119.50 144.00/146.00  169.00/171.00  194.00/196.00
 1500  117.00/118.50 143.50/145.00  168.50/170.00  193.50/195.00
 1600  116.75/118.75 143.25/145.25  168.50/170.50  193.25/195.25
 1715  116.50/118.50 142.75/144.75  168.00/170.00  192.75/194.75
                        (closing Jan 31)
 1715  119.50/121.50 146.00/148.00  171.00/173.00  195.75/197.75
-----------------------------------------------------------------    
 TIME      OCT            NOV            DEC            JAN
-----------------------------------------------------------------
 1000 220.00/222.00  244.00/246.00  272.00/274.00  297.00/299.00
 1100 220.00/222.00  244.00/246.00  272.00/274.00  297.00/299.00
 1200 219.00/221.00  243.00/245.00  271.00/273.00  296.00/298.00
 1300 219.00/221.00  243.00/245.00  271.25/273.25  296.00/298.00
 1400 219.00/221.00  243.00/245.00  271.00/273.00  296.00/298.00
 1500 219.00/220.50  243.00/244.50  271.00/272.50  295.50/297.00
 1600 218.25/220.25  242.25/244.25  270.25/272.25  295.00/297.00
 1715 218.00/220.00  242.00/244.00  270.00/272.00  294.50/296.50
                        (closing Jan 31)
 1715 221.00/223.00  245.00/247.00  273.25/275.25  298.00/300.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.73%    3.94%    4.30%       4.20%     4.18%   4.20%
 1100   3.72%    3.92%    4.30%       4.21%     4.18%   4.21%
 1200   3.68%    3.88%    4.24%       4.16%     4.15%   4.18%
 1300   3.64%    3.89%    4.24%       4.16%     4.15%   4.18%
 1400   3.67%    3.86%    4.23%       4.16%     4.15%   4.18%
 1500   3.66%    3.85%    4.23%       4.14%     4.13%   4.16%
 1600   3.64%    3.87%    4.22%       4.15%     4.13%   4.16%
 1715   3.66%    3.87%    4.22%       4.14%     4.13%   4.16%
                        (closing Jan 31)
 1715   3.70%    3.95%    4.31%       4.22%     4.20%   4.22%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.19%    4.20%    4.22%       4.22%     4.22%   4.23%
 1100   4.20%    4.21%    4.22%       4.22%     4.22%   4.24%
 1200   4.17%    4.18%    4.20%       4.20%     4.21%   4.22%
 1300   4.18%    4.18%    4.20%       4.21%     4.21%   4.22%
 1400   4.17%    4.18%    4.20%       4.20%     4.21%   4.22%
 1500   4.16%    4.17%    4.20%       4.20%     4.20%   4.21%
 1600   4.17%    4.18%    4.20%       4.20%     4.20%   4.21%
 1715   4.16%    4.17%    4.20%       4.20%     4.20%   4.21%
                        (closing Jan 31)
 1715   4.21%    4.22%    4.24%       4.24%     4.24%   4.25%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.3275/71.3375 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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