March 17, 2020 / 4:47 AM / 17 days ago

RPT-India fwd/annualised dlr premia-Mar 17

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        01.00/03.00        00.50/01.50        00.50/01.50
               02.46%             02.46%             02.46%
                               (Mar 16)
1000        01.50/03.00        00.75/01.50        00.75/01.50
               03.69%             03.69%             03.69%
-----------------------------------------------------------------
 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   11.75/13.75    45.50/48.50    67.50/70.50   91.50/94.50
 1100   11.00/13.00    45.50/48.50    67.50/70.50   91.00/94.00
 1200   11.50/13.50    46.50/49.50    69.50/72.50   94.50/97.50
 1300   11.50/13.50    46.00/49.00    69.00/72.00   94.00/97.00
 1400   11.50/13.50    46.00/49.00    69.00/72.00   94.00/97.00
 1500   11.50/13.50    46.00/49.00    69.00/72.00   94.00/97.00
 1600   10.50/12.50    43.50/46.50    66.50/69.50   91.00/94.00
 1715   11.00/13.00    43.50/45.50    66.75/68.75   91.75/93.75
                                (Mar 16)   
 1715   12.50/14.50    46.00/49.00    68.00/71.00   92.00/95.00
-----------------------------------------------------------------
 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  117.00/120.00 140.50/143.50  163.50/165.50  187.00/190.00
 1100  116.50/119.50 139.50/142.50  163.00/166.00  185.50/188.50
 1200  121.00/124.00 144.00/147.00  167.50/170.50  190.00/193.00
 1300  120.50/123.50 143.50/146.50  167.00/170.00  189.50/192.50
 1400  120.50/123.50 144.00/147.00  168.50/171.50  191.00/194.00
 1500  120.50/123.50 144.00/147.00  168.50/171.50  191.00/194.00
 1600  117.00/120.00 141.00/144.00  165.00/168.00  188.50/191.50
 1715  116.50/118.50 141.00/143.00  165.00/167.00  187.50/189.50
                                (Mar 16)    
 1715  117.00/120.00 140.00/143.00  163.50/166.50  187.00/190.00
-----------------------------------------------------------------    
 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000 209.00/212.00  235.00/238.00  258.00/261.00  280.00/283.00
 1100 207.50/210.50  233.00/236.00  256.00/259.00  278.00/281.00
 1200 212.00/215.00  237.00/240.00  260.00/263.00  282.00/285.00
 1300 211.50/214.50  236.50/239.50  259.50/262.50  281.50/284.50
 1400 212.50/215.50  237.50/240.50  260.50/263.50  282.00/285.00
 1500 212.50/215.50  237.50/240.50  260.50/263.50  282.00/285.00
 1600 210.00/213.00  234.50/237.50  257.50/260.50  279.00/282.00
 1715 209.50/211.50  234.50/236.50  257.00/259.00  278.50/280.50
                                (Mar 16)    
 1715 209.50/212.50  235.50/238.50  259.00/262.00  281.00/284.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   5.48%    4.96%    4.54%       4.39%     4.28%   4.19%
 1100   5.45%    4.97%    4.53%       4.37%     4.26%   4.18%
 1200   5.58%    5.10%    4.69%       4.54%     4.40%   4.30%
 1300   5.53%    5.06%    4.66%       4.52%     4.39%   4.28%
 1400   5.52%    5.05%    4.65%       4.51%     4.39%   4.31%
 1500   5.51%    5.05%    4.65%       4.50%     4.39%   4.30%
 1600   5.20%    4.84%    4.49%       4.37%     4.28%   4.21%
 1715   5.17%    4.81%    4.50%       4.34%     4.26%   4.20%
                                (Mar 16)    
 1715   5.39%    4.93%    4.51%       4.34%     4.24%   4.16%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.16%    4.11%    4.07%       4.05%     4.04%   4.03%
 1100   4.14%    4.09%    4.05%       4.03%     4.01%   4.01%
 1200   4.24%    4.18%    4.12%       4.09%     4.07%   4.06%
 1300   4.23%    4.17%    4.11%       4.08%     4.06%   4.05%
 1400   4.25%    4.18%    4.12%       4.09%     4.06%   4.05%
 1500   4.25%    4.18%    4.12%       4.09%     4.06%   4.05%
 1600   4.18%    4.13%    4.06%       4.03%     4.01%   4.01%
 1715   4.15%    4.10%    4.05%       4.02%     4.00%   3.99%
                                (Mar 16)    
 1715   4.12%    4.09%    4.06%       4.04%     4.03%   4.03%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 74.2500/74.2600 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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