February 4, 2020 / 4:39 AM / 13 days ago

RPT-India fwd/annualised dlr premia-Feb 4

              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 3)
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   14.25/16.25    37.25/39.25    68.00/70.00   90.00/92.00
 1100   14.25/16.25    37.50/39.50    68.50/70.50   90.50/92.50
 1200   14.25/16.25    37.50/39.50    68.25/70.25   90.25/92.25
 1300   14.50/16.50    37.50/39.50    68.00/70.00   90.00/92.00
 1400   14.50/16.50    37.50/39.50    68.00/70.00   90.00/92.00
 1500   14.25/16.25    37.00/39.00    67.50/69.50   89.25/91.25
 1600   14.25/16.25    37.25/39.25    67.75/69.75   89.75/91.75
 1715   14.50/16.50    37.50/39.50    67.75/69.75   89.50/91.50
                               (Feb 3)
 1715   15.50/17.25    38.75/40.75    69.50/71.50   91.50/93.50
-----------------------------------------------------------------
 TIME       JUN            JUL           AUG           SEP
-----------------------------------------------------------------
 1000  115.00/117.00 141.50/143.50  166.50/168.50  191.50/193.50
 1100  115.50/117.50 142.00/144.00  167.00/169.00  192.00/194.00
 1200  115.25/117.25 141.25/143.25  166.25/168.25  190.75/192.75
 1300  115.00/117.00 141.00/143.00  166.00/168.00  191.00/193.00
 1400  115.00/117.00 141.00/143.00  166.00/168.00  191.00/193.00
 1500  114.00/116.00 140.00/142.00  165.00/167.00  190.00/192.00
 1600  114.50/116.50 140.50/142.50  165.50/167.50  190.50/192.50
 1715  114.50/116.50 140.50/142.50  165.75/167.75  190.50/192.50
                               (Feb 3)
 1715  116.50/118.50 142.75/144.75  168.00/170.00  192.75/194.75
-----------------------------------------------------------------    
 TIME      OCT            NOV            DEC            JAN
-----------------------------------------------------------------
 1000 216.50/218.50  240.50/242.50  268.50/270.50  293.00/295.00
 1100 217.00/219.00  241.00/243.00  269.00/271.00  293.50/295.50
 1200 215.75/217.75  239.75/241.75  267.50/269.50  292.00/294.00
 1300 216.00/218.00  240.00/242.00  268.00/270.00  292.50/294.50
 1400 216.00/218.00  240.00/242.00  268.00/270.00  292.50/294.50
 1500 215.00/217.00  239.00/241.00  267.00/269.00  291.50/293.50
 1600 215.50/217.50  239.50/241.50  267.50/269.50  292.00/294.00
 1715 215.50/217.50  239.50/241.50  267.50/269.50  292.00/294.00
                               (Feb 3)
 1715 218.00/220.00  242.00/244.00  270.00/272.00  294.50/296.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.59%    3.82%    4.19%       4.12%     4.11%   4.15%
 1100   3.59%    3.84%    4.22%       4.14%     4.13%   4.16%
 1200   3.60%    3.84%    4.21%       4.13%     4.12%   4.15%
 1300   3.63%    3.84%    4.19%       4.12%     4.11%   4.14%
 1400   3.63%    3.84%    4.19%       4.12%     4.11%   4.14%
 1500   3.57%    3.79%    4.16%       4.08%     4.07%   4.11%
 1600   3.58%    3.81%    4.17%       4.10%     4.09%   4.12%
 1715   3.63%    3.82%    4.17%       4.09%     4.09%   4.12%
                               (Feb 3)
 1715   3.66%    3.87%    4.22%       4.14%     4.13%   4.16%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.15%    4.17%    4.19%       4.20%     4.20%   4.21%
 1100   4.16%    4.18%    4.20%       4.21%     4.21%   4.22%
 1200   4.15%    4.16%    4.18%       4.19%     4.19%   4.20%
 1300   4.14%    4.16%    4.19%       4.19%     4.20%   4.21%
 1400   4.14%    4.16%    4.19%       4.19%     4.20%   4.21%
 1500   4.12%    4.14%    4.16%       4.17%     4.18%   4.19%
 1600   4.12%    4.14%    4.17%       4.18%     4.18%   4.19%
 1715   4.13%    4.14%    4.17%       4.18%     4.18%   4.19%
                               (Feb 3)
 1715   4.16%    4.17%    4.20%       4.20%     4.20%   4.21%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.2650/71.2750 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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