March 19, 2020 / 5:28 AM / 22 days ago

RPT-India fwd/annualised dlr premia-Mar 19

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        02.00/05.00        00.50/01.50        01.50/03.50
               02.44%            02.44%             02.44%
                               (Mar 18)
1000        01.00/03.00        00.50/01.50        00.50/01.50
               02.47%            02.47%             02.47%
-----------------------------------------------------------------
 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   07.50/09.50    42.50/45.50    66.75/69.75   94.00/97.00
 1100   07.50/09.50    43.25/46.25    68.00/71.00   95.50/98.50
 1200   07.50/09.50    42.50/45.50    67.00/70.00   94.50/97.50
 1300   07.00/09.00    40.75/43.75    65.25/68.25   92.25/95.25
 1400   07.00/09.00    40.50/43.50    64.50/67.50   91.50/94.50
 1500   07.00/09.00    40.50/43.50    65.00/68.00   92.00/95.00
 1600   07.00/09.00    41.00/44.00    65.50/68.50   92.50/95.50
 1715   07.00/09.00    41.00/44.00    65.00/68.00   92.00/95.00
                               (Mar 18)   
 1715   10.00/12.00    42.50/44.50    66.50/68.50   92.50/94.50
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 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  121.50/124.50 148.50/151.50  174.50/177.50  199.00/202.00
 1100  123.00/126.00 150.00/153.00  176.00/179.00  201.00/204.00
 1200  122.50/125.50 149.00/152.00  175.00/178.00  199.50/202.50
 1300  120.00/123.00 147.50/150.50  173.50/176.50  198.00/201.00
 1400  118.50/121.50 145.00/148.00  170.50/173.50  194.50/197.50
 1500  119.00/122.00 145.00/148.00  170.00/173.00  194.00/197.00
 1600  119.50/122.50 146.00/149.00  172.00/175.00  196.00/199.00
 1715  119.50/122.50 146.00/149.00  171.50/174.50  196.00/199.00
                               (Mar 18)    
 1715  118.50/120.50 143.50/145.50  167.50/169.50  191.00/193.00
-----------------------------------------------------------------    
 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000 223.00/226.00  251.00/254.00  275.00/278.00  298.00/301.00
 1100 225.50/228.50  254.00/257.00  278.50/281.50  302.00/305.00
 1200 223.50/226.50  251.50/254.50  276.50/279.50  300.00/303.00
 1300 222.00/225.00  250.00/253.00  275.00/278.00  298.00/301.00
 1400 217.50/220.50  244.50/247.50  268.50/271.50  291.00/294.00
 1500 217.50/220.50  245.50/248.50  269.50/272.50  292.00/295.00
 1600 219.50/222.50  247.00/250.00  271.00/274.00  294.00/297.00
 1715 219.50/222.50  247.00/250.00  271.00/274.00  294.00/297.00
                             (Mar 18)    
 1715 213.50/215.50  240.00/242.00  263.50/265.50  286.00/288.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   5.61%    5.00%    4.74%       4.63%     4.55%   4.50%
 1100   5.70%    5.09%    4.81%       4.68%     4.60%   4.54%
 1200   5.60%    5.01%    4.75%       4.65%     4.56%   4.50%
 1300   5.37%    4.88%    4.64%       4.56%     4.51%   4.46%
 1400   5.34%    4.83%    4.60%       4.51%     4.44%   4.39% 
 1500   5.34%    4.86%    4.63%       4.52%     4.44%   4.38%
 1600   5.40%    4.89%    4.65%       4.54%     4.46%   4.42%
 1715   5.41%    4.87%    4.63%       4.54%     4.47%   4.42%
                               (Mar 18)    
 1715   5.18%    4.84%    4.55%       4.44%     4.36%   4.29%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.45%    4.40%    4.36%       4.32%     4.29%   4.26%
 1100   4.49%    4.44%    4.40%       4.37%     4.35%   4.31%
 1200   4.45%    4.40%    4.35%       4.33%     4.31%   4.28%
 1300   4.42%    4.37%    4.33%       4.31%     4.28%   4.27%
 1400   4.34%    4.28%    4.24%       4.21%     4.19%   4.17%
 1500   4.33%    4.28%    4.25%       4.23%     4.20%   4.19%
 1600   4.37%    4.32%    4.28%       4.25%     4.22%   4.21%
 1715   4.38%    4.33%    4.28%       4.25%     4.23%   4.22%
                               (Mar 18)    
 1715   4.24%    4.19%    4.15%       4.13%     4.11%   4.10%
----------------------------------------------------------------
       (CONVERSION RATE - $1 = 74.9900/75.0000 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

 (Created by Aditi Mankar)
  
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