March 23, 2020 / 4:59 AM / 6 days ago

RPT-India fwd/annualised dlr premia-Mar 23

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        02.50/05.50        01.00/02.00        01.50/03.50
               04.00%            04.80%             03.60%
                               (Mar 20)
1000        02.00/05.00        01.50/03.50        00.50/01.50
               02.44%            02.44%             02.44%
-----------------------------------------------------------------
 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   05.50/10.50    55.50/60.50    82.00/87.00  110.50/115.50
 1100   08.50/09.50    56.75/66.75    82.00/92.00  110.50/120.50
 1200   05.50/10.50    60.00/70.00    90.00/100.00 120.00/130.00
 1300   03.00/13.00    58.00/68.00    85.50/95.50  114.50/124.50
 1400   04.00/14.00    55.00/65.00    82.00/92.00  110.00/120.00
 1500   04.50/12.50    55.50/63.50    82.50/90.50  110.50/118.50
 1600   04.00/14.00    55.00/65.00    82.00/92.00  110.00/120.00
 1715   08.50/10.50    55.00/65.00    82.50/92.50  112.00/122.00
                               (Mar 20)   
 1715   06.00/08.00    41.50/44.50    66.50/69.50   94.00/97.00
-----------------------------------------------------------------
 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  139.00/144.00 166.00/171.00  193.00/198.00  218.50/223.50
 1100  139.00/149.00 166.25/176.25  193.00/203.00  219.00/229.00
 1200  147.00/157.00 174.00/184.00  204.00/214.00  229.50/239.50
 1300  143.00/153.00 170.00/180.00  196.00/206.00  222.00/232.00
 1400  138.00/148.00 165.00/175.00  190.00/200.00  215.50/225.50
 1500  138.50/146.50 165.50/173.50  190.50/198.50  216.00/224.00
 1600  138.00/148.00 165.00/175.00  190.00/200.00  215.50/225.50
 1715  140.00/150.00 167.00/177.00  192.00/202.00  217.50/227.50
                               (Mar 20)    
 1715  121.50/124.50 148.50/151.50  174.50/177.50  199.00/202.00
-----------------------------------------------------------------    
 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000 243.00/248.00  271.50/276.50  297.00/302.00  321.00/326.00
 1100 244.50/254.50  274.00/284.00  300.00/310.00  325.00/335.00
 1200 254.50/264.50  284.00/294.00  309.00/319.00  335.00/345.00
 1300 247.50/257.50  275.50/285.50  301.00/311.00  325.00/335.00
 1400 239.50/249.50  267.00/277.00  291.50/301.50  315.00/325.00
 1500 240.00/248.00  267.50/275.50  292.50/300.50  316.00/324.00
 1600 239.50/249.50  267.00/277.00  291.50/301.50  315.00/325.00
 1715 241.50/251.50  269.00/279.00  293.50/303.50  317.00/327.00
                             (Mar 20)    
 1715 223.00/226.00  251.00/254.00  275.00/278.00  298.00/301.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   7.95%    6.44%    5.71%       5.38%     5.15%   5.00%
 1100   8.47%    6.64%    5.84%       5.48%     5.24%   5.07%
 1200   8.91%    7.25%    6.34%       5.81%     5.49%   5.35%
 1300   8.63%    6.90%    6.05%       5.64%     5.36%   5.15%
 1400   8.24%    6.63%    5.82%       5.45%     5.20%   4.99%
 1500   8.15%    6.58%    5.79%       5.42%     5.18%   4.97%
 1600   8.23%    6.62%    5.82%       5.44%     5.20%   4.99%
 1715   8.22%    6.64%    5.89%       5.50%     5.24%   5.03%
                               (Mar 20)    
 1715   5.60%    5.04%    4.76%       4.64%     4.56%   4.50%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.90%    4.79%    4.71%       4.66%     4.61%   4.56%
 1100   4.97%    4.87%    4.79%       4.74%     4.70%   4.65%
 1200   5.21%    5.07%    4.97%       4.89%     4.85%   4.80%
 1300   5.04%    4.93%    4.82%       4.76%     4.70%   4.66%
 1400   4.89%    4.78%    4.68%       4.61%     4.56%   4.53%
 1500   4.87%    4.76%    4.66%       4.61%     4.55%   4.52%
 1600   4.89%    4.77%    4.67%       4.61%     4.56%   4.52%
 1715   4.92%    4.80%    4.69%       4.63%     4.57%   4.54%
                               (Mar 20)    
 1715   4.45%    4.40%    4.35%       4.32%     4.29%   4.27%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 76.2500/76.3000 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)
  
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below