March 2, 2020 / 4:49 AM / in a month

RPT-India fwd/annualised dlr premia-Mar 2

              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
               01.26%             01.26%             01.26%
                               (Feb 28)
1000        01.25/03.75        01.00/02.50        00.25/01.25
               01.59%             01.69%             01.27%
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 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   20.00/21.50    47.50/49.50    69.00/71.00    92.00/94.00
 1100   20.00/21.50    46.50/48.50    67.50/69.50    90.50/92.50
 1200   20.00/21.50    47.00/49.00    68.50/70.50    92.00/94.00
 1300   20.00/21.50    46.50/48.50    67.50/69.50    91.00/93.00
 1400   20.00/21.50    46.50/48.50    67.50/69.50    90.50/92.50
 1500   19.50/21.00    46.50/48.50    67.50/69.50    91.00/93.00
 1600   19.75/21.75    46.75/48.75    67.50/69.50    91.50/93.50
 1715   20.50/22.00    48.00/50.00    68.50/70.50   92.50/94.50
                               (Feb 28) 
 1715   19.25/21.25    45.50/47.50    66.25/68.25    90.00/92.00
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 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  117.00/119.00 141.00/143.00  164.50/166.50  189.00/191.00
 1100  115.50/117.50 139.50/141.50  163.00/165.00  187.50/189.50
 1200  117.00/119.00 141.00/143.00  164.50/166.50  189.00/191.00
 1300  115.50/117.50 139.00/141.00  162.00/164.00  186.50/188.50
 1400  115.00/117.00 138.50/140.50  161.50/163.50  186.00/188.00
 1500  116.00/118.00 139.50/141.50  163.00/165.00  187.50/189.50
 1600  116.00/118.00 139.75/141.75  163.25/165.25  187.75/189.75
 1715  117.50/119.50 141.50/143.50  165.00/167.00  190.00/192.00
                               (Feb 28)  
 1715  114.00/116.00 137.50/139.50  161.00/163.00  185.00/187.00
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 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000 212.00/214.00  239.00/241.00  264.00/266.00  287.00/289.00
 1100 210.50/212.50  237.50/239.50  262.50/264.50  285.50/287.50
 1200 212.00/214.00  239.00/241.00  264.00/266.00  287.00/289.00
 1300 209.50/211.50  236.50/238.50  261.50/263.50  285.00/287.00
 1400 209.00/211.00  236.00/238.00  261.00/263.00  284.00/286.00
 1500 210.50/212.50  237.50/239.50  262.50/264.50  285.50/287.50
 1600 211.00/213.00  238.00/240.00  262.75/264.75  286.00/288.00
 1715 213.50/215.50  240.50/242.50  265.50/267.50  288.50/290.50
                               (Feb 28)  
 1715 208.00/210.00  235.25/237.25  259.25/261.25  282.00/284.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.05%    4.27%    4.08%       3.99%     4.00%   3.99%
 1100   4.01%    4.17%    4.00%       3.93%     3.95%   3.94%
 1200   4.03%    4.22%    4.06%       3.98%     4.00%   3.98%
 1300   4.01%    4.18%    4.00%       3.94%     3.95%   3.93%
 1400   4.02%    4.18%    4.01%       3.93%     3.94%   3.92%
 1500   3.95%    4.17%    4.00%       3.94%     3.96%   3.94%
 1600   4.01%    4.18%    4.00%       3.95%     3.95%   3.94%
 1715   4.09%    4.26%    4.04%       3.98%     3.99%   3.97%
                               (Feb 28)  
 1715   3.73%    4.03%    3.90%       3.87%     3.88%   3.87%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.99%    4.02%    4.02%       4.02%     4.05%   4.06%
 1100   3.95%    3.99%    3.99%       4.00%     4.02%   4.03%
 1200   3.99%    4.01%    4.01%       4.02%     4.04%   4.05%
 1300   3.93%    3.97%    3.97%       3.98%     4.01%   4.03%
 1400   3.93%    3.96%    3.97%       3.98%     4.01%   4.02%
 1500   3.95%    3.98%    3.99%       3.99%     4.02%   4.03%
 1600   3.95%    3.98%    3.99%       3.99%     4.02%   4.03%
 1715   3.98%    4.01%    4.02%       4.02%     4.04%   4.05%
                               (Feb 28)  
 1715   3.89%    3.92%    3.93%       3.95%     3.97%   3.98%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 72.7250/72.7350 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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