March 26, 2020 / 4:56 AM / 11 days ago

RPT-India fwd/annualised dlr premia-Mar 26

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        04.50/09.00        01.00/02.50        03.50/06.50
               05.45%            04.84%             05.65%
                               (Mar 24)
1000        03.75/06.75        02.50/04.50        01.25/02.25
               05.99%            05.99%             05.99%
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 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   01.00/06.00    53.00/63.00    81.50/91.50   110.50/120.50
 1100   01.00/06.00    53.00/63.00    81.50/91.50   109.50/119.50
 1200   01.00/06.00    53.00/63.00    81.50/91.50   109.50/119.50
 1300   01.00/06.00    53.00/63.00    81.50/91.50   109.50/119.50
 1400   01.00/06.00    53.00/63.00    81.50/91.50   109.50/119.50
 1500   01.00/06.00    53.00/63.00    81.50/91.50   109.50/119.50
 1600   01.00/06.00    51.00/61.00    79.50/89.50   107.50/117.50
 1715   01.00/04.00    51.00/61.00    79.50/89.50   107.50/117.50
                               (Mar 24)   
 1715   03.00/08.00    55.50/65.50    82.50/92.50   110.50/120.50
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 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  139.00/149.00 165.00/175.00  190.00/200.00  214.00/224.00
 1100  137.00/147.00 163.00/173.00  188.00/198.00  212.00/222.00
 1200  137.00/147.00 163.00/173.00  188.00/198.00  212.00/222.00
 1300  137.00/147.00 163.00/173.00  188.00/198.00  212.00/222.00
 1400  137.00/147.00 163.00/173.00  188.00/198.00  212.00/222.00
 1500  137.00/147.00 163.00/173.00  188.00/198.00  212.00/222.00
 1600  135.00/145.00 161.00/171.00  186.50/196.50  211.50/221.50
 1715  135.00/145.00 161.00/171.00  186.50/196.50  211.50/221.50 
                               (Mar 24)    
 1715  138.50/148.50 165.50/175.50  190.00/200.00  215.00/225.00
-----------------------------------------------------------------    
 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000 237.50/247.50  265.00/275.00  289.50/299.50  313.00/323.00
 1100 235.50/245.50  263.00/273.00  287.50/297.50  311.00/321.00
 1200 235.50/245.50  263.00/273.00  287.50/297.50  311.00/321.00
 1300 235.50/245.50  263.00/273.00  287.50/297.50  311.00/321.00
 1400 235.50/245.50  263.00/273.00  287.50/297.50  311.00/321.00
 1500 235.50/245.50  263.00/273.00  287.50/297.50  311.00/321.00
 1600 235.00/245.00  262.50/272.50  287.00/297.00  310.00/320.00
 1715 235.00/245.00  262.50/272.50  287.00/297.00  310.00/320.00
                             (Mar 24)    
 1715 239.50/249.50  267.00/277.00  291.50/301.50  315.00/325.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   9.06%    6.98%    6.08%       5.68%     5.35%   5.13%
 1100   9.06%    6.98%    6.03%       5.60%     5.28%   5.08%
 1200   9.08%    6.99%    6.04%       5.61%     5.29%   5.09%
 1300   9.07%    6.99%    6.04%       5.61%     5.29%   5.09%
 1400   9.06%    6.98%    6.03%       5.60%     5.28%   5.08%
 1500   9.06%    6.98%    6.03%       5.60%     5.29%   5.08%
 1600   8.77%    6.84%    5.93%       5.53%     5.23%   5.05%
 1715   8.77%    6.84%    5.94%       5.54%     5.24%   5.05%
                               (Mar 24)    
 1715   8.53%    6.75%    5.87%       5.52%     5.25%   5.03%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.98%    4.85%    4.74%       4.68%     4.62%   4.58%
 1100   4.93%    4.81%    4.70%       4.64%     4.59%   4.55%
 1200   4.94%    4.82%    4.71%       4.65%     4.60%   4.56%
 1300   4.94%    4.82%    4.71%       4.65%     4.60%   4.56%
 1400   4.93%    4.81%    4.71%       4.65%     4.60%   4.55%
 1500   4.94%    4.81%    4.71%       4.65%     4.60%   4.56%
 1600   4.93%    4.81%    4.71%       4.65%     4.59%   4.55%
 1715   4.94%    4.82%    4.71%       4.65%     4.59%   4.55%
                               (Mar 24)    
 1715   4.91%    4.80%    4.70%       4.63%     4.58%   4.54%
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      (CONVERSION RATE - $1 = 75.1500/75.1600 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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