March 24, 2020 / 4:48 AM / 9 days ago

RPT-India fwd/annualised dlr premia-Mar 24

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        03.75/06.75        02.50/04.50        01.25/02.25
               05.99%            05.99%             05.99%
                               (Mar 23)
1000        02.50/05.50        01.00/02.00        01.50/03.50
               04.00%            04.80%             03.60%
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 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   03.00/11.00    55.50/65.50    84.00/94.00   113.50/123.50
 1100   05.50/13.50    61.50/71.50    90.00/100.00  119.50/129.50
 1200   05.50/13.50    61.50/71.50    90.00/100.00  119.50/129.50
 1300   05.50/13.50    61.50/71.50    90.00/100.00  119.50/129.50
 1400   03.50/11.50    57.50/67.50    86.50/94.50   117.00/127.00
 1500   04.50/10.50    55.50/65.50    84.50/94.50   117.00/127.00
 1600   03.00/11.00    56.00/66.00    86.00/96.00   115.00/125.00
 1715   03.00/08.00    55.50/65.50    82.50/92.50   110.50/120.50    
                               (Mar 23)   
 1715   08.50/10.50    55.00/65.00    82.50/92.50   112.00/122.00
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 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  142.00/152.00 169.00/179.00  194.50/204.50  219.50/229.50
 1100  148.50/158.50 175.00/185.00  200.50/210.50  225.00/235.00
 1200  148.50/158.50 175.00/185.00  200.50/210.50  225.00/235.00
 1300  148.50/158.50 175.00/185.00  200.50/210.50  225.00/235.00
 1400  145.50/155.50 172.00/182.00  197.50/207.50  222.00/232.00
 1500  144.00/154.00 171.00/181.00  196.00/206.00  220.00/230.00
 1600  143.50/153.50 170.00/180.00  195.00/205.00  220.00/230.00
 1715  138.50/148.50 165.50/175.50  190.00/200.00  215.00/225.00
                               (Mar 23)    
 1715  140.00/150.00 167.00/177.00  192.00/202.00  217.50/227.50
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 TIME      NOV            DEC             JAN            FEB
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 1000 244.00/254.00  272.00/282.00  296.50/306.50  320.00/330.00
 1100 249.00/259.00  276.50/286.50  301.00/311.00  325.00/335.00
 1200 249.00/259.00  276.50/286.50  301.00/311.00  325.00/335.00
 1300 249.00/259.00  276.50/286.50  301.00/311.00  325.00/335.00
 1400 246.00/256.00  273.50/283.50  298.00/308.00  322.00/332.00
 1500 244.00/254.00  271.50/281.50  296.00/306.00  322.00/332.00
 1600 244.00/254.00  272.00/282.00  296.50/306.50  320.00/330.00
 1715 239.50/249.50  267.00/277.00  291.50/301.50  315.00/325.00
                             (Mar 23)    
 1715 241.50/251.50  269.00/279.00  293.50/303.50  317.00/327.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   8.53%    6.84%    6.00%       5.63%     5.34%   5.13%
 1100   9.40%    7.31%    6.30%       5.88%     5.53%   5.28%
 1200   9.40%    7.31%    6.30%       5.88%     5.53%   5.28%
 1300   9.40%    7.31%    6.30%       5.88%     5.53%   5.28%
 1400   8.80%    6.95%    6.16%       5.76%     5.43%   5.20%
 1500   8.53%    6.87%    6.16%       5.71%     5.40%   5.16%
 1600   8.59%    6.98%    6.07%       5.69%     5.37%   5.14%
 1715   8.53%    6.75%    5.87%       5.52%     5.25%   5.03%
                               (Mar 23)    
 1715   8.22%    6.64%    5.89%       5.50%     5.24%   5.03%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.99%    4.87%    4.77%       4.70%     4.64%   4.59%
 1100   5.11%    4.97%    4.85%       4.77%     4.71%   4.66%
 1200   5.11%    4.97%    4.85%       4.77%     4.71%   4.66%
 1300   5.11%    4.97%    4.85%       4.77%     4.71%   4.66%
 1400   5.04%    4.91%    4.79%       4.72%     4.66%   4.62%
 1500   8.53%    6.87%    6.16%       5.71%     5.40%   5.16%
 1600   5.00%    4.87%    4.76%       4.69%     4.63%   4.59%
 1715   4.91%    4.80%    4.70%       4.63%     4.58%   4.54%
                               (Mar 23)    
 1715   4.92%    4.80%    4.69%       4.63%     4.57%   4.54%
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      (CONVERSION RATE - $1 = 75.8800/75.8900 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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