March 16, 2020 / 4:41 AM / 17 days ago

RPT-India fwd/annualised dlr premia-Mar 16

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        01.50/03.00        00.75/01.50        00.75/01.50
               03.69%             03.69%             03.69%
                               (Mar 13)
1000        02.00/05.00        01.50/03.50        00.50/01.50
               02.45%             02.45%             02.45%
-----------------------------------------------------------------
 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   12.00/15.00    46.00/49.00    69.00/72.00   92.50/95.50
 1100   12.50/14.50    45.50/47.50    68.00/70.00   91.75/93.75
 1200   12.00/14.00    46.00/48.00    68.50/70.50   93.00/95.00
 1300   12.00/14.00    45.00/47.00    67.00/69.00   91.00/93.00
 1400   12.00/14.00    44.50/47.50    66.50/69.50   90.50/93.50
 1500   12.00/14.00    44.50/47.50    66.50/69.50   91.00/94.00
 1600   11.50/13.50    44.00/47.00    66.00/69.00   89.50/92.50
 1715   12.50/14.50    46.00/49.00    68.00/71.00   92.00/95.00
                                (Mar 13)   
 1715   11.50/13.50    41.50/43.50    63.00/65.00   87.00/89.00
-----------------------------------------------------------------
 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  118.50/121.50 143.00/146.00  167.50/170.50  191.00/194.00
 1100  117.25/119.25 141.75/143.75  165.50/167.50  188.00/190.00
 1200  118.50/120.50 142.50/144.50  165.50/167.50  189.00/191.00
 1300  116.00/118.00 140.00/142.00  163.00/165.00  186.50/188.50
 1400  115.50/118.50 139.00/142.00  162.00/165.00  185.00/188.00
 1500  115.50/118.50 138.50/141.50  161.50/164.50  184.50/187.50
 1600  114.00/117.00 137.00/140.00  160.00/163.00  183.00/186.00
 1715  117.00/120.00 140.00/143.00  163.50/166.50  187.00/190.00
                                (Mar 13)    
 1715  111.50/113.50 135.00/137.00  158.00/160.00  181.00/183.00 
-----------------------------------------------------------------    
 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000 214.00/217.00  240.50/243.50  264.00/267.00  287.00/290.00
 1100 210.25/212.25  236.25/238.25  259.00/261.00  281.00/283.00
 1200 211.50/213.50  237.50/239.50  261.00/263.00  283.00/285.00
 1300 209.00/211.00  235.00/237.00  258.00/260.00  280.00/282.00
 1400 207.00/210.00  233.00/236.00  256.00/259.00  278.00/281.00
 1500 207.00/210.00  233.00/236.00  256.00/259.00  278.00/281.00
 1600 205.00/208.00  231.00/234.00  254.00/257.00  276.00/279.00
 1715 209.50/212.50  235.50/238.50  259.00/262.00  281.00/284.00
                                (Mar 13)    
 1715 203.50/205.50  229.50/231.50  253.00/255.00  275.00/277.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   5.39%    4.98%    4.56%       4.40%     4.32%   4.26%
 1100   5.30%    4.88%    4.49%       4.34%     4.26%   4.20%
 1200   5.31%    4.91%    4.53%       4.38%     4.29%   4.20%
 1300   5.21%    4.81%    4.44%       4.29%     4.21%   4.14%
 1400   5.21%    4.80%    4.43%       4.28%     4.19%   4.12%
 1500   5.21%    4.80%    4.45%       4.29%     4.18%   4.11%
 1600   5.14%    4.77%    4.39%       4.23%     4.14%   4.07%
 1715   5.39%    4.93%    4.51%       4.34%     4.24%   4.16%
                                (Mar 13)    
 1715   4.70%    4.45%    4.20%       4.11%     4.05%   4.00%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.22%    4.18%    4.15%       4.13%     4.12%   4.11%
 1100   4.15%    4.11%    4.07%       4.04%     4.03%   4.03%
 1200   4.16%    4.12%    4.08%       4.06%     4.05%   4.05%
 1300   4.10%    4.07%    4.04%       4.02%     4.01%   4.01%
 1400   4.08%    4.04%    4.01%       3.99%     3.98%   3.98%
 1500   4.07%    4.04%    4.01%       3.99%     3.98%   3.98%
 1600   4.04%    4.01%    3.98%       3.96%     3.96%   3.96%
 1715   4.12%    4.09%    4.06%       4.04%     4.03%   4.03%
                                (Mar 13)    
 1715   3.98%    3.96%    3.95%       3.94%     3.94%   3.95%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 74.2700/74.2800 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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