March 4, 2020 / 4:51 AM / a month ago

RPT-India fwd/annualised dlr premia-Mar 4

              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
               01.25%             01.25%             01.25%
                               (Mar 3)
1000        00.50/02.50        00.25/01.25        00.25/01.25
               01.26%             01.26%             01.26%
-----------------------------------------------------------------
 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   20.00/22.00    48.50/50.50    70.00/72.00    94.50/96.50
 1100   20.00/22.00    48.75/50.75    70.25/72.25    94.50/96.50
 1200   20.00/22.00    48.00/50.00    69.00/71.00    93.00/95.00
 1300   20.00/22.00    49.00/51.00    70.00/72.00    94.00/96.00
 1400   20.00/22.00    47.50/49.50    68.50/70.50    92.50/94.50
 1500   20.00/22.00    47.25/49.25    68.25/70.25    91.50/93.50
 1600   20.00/22.00    47.50/49.50    68.50/70.50    92.00/94.00
 1715   19.75/21.75    46.75/48.75    68.00/70.00    91.50/93.50
                               (Mar 3) 
 1715   19.25/21.25    46.50/48.50    67.50/69.50    91.75/93.75
-----------------------------------------------------------------
 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  119.50/121.50 143.50/145.50  167.00/169.00  192.50/194.50
 1100  120.00/122.00 144.00/146.00  167.50/169.50  192.50/194.50
 1200  117.00/119.00 140.50/142.50  163.50/165.50  188.00/190.00
 1300  119.00/121.00 142.50/144.50  165.50/167.50  190.50/192.50
 1400  117.00/119.00 140.50/142.50  163.50/165.50  188.00/190.00
 1500  115.50/117.50 139.00/141.00  162.00/164.00  186.00/188.00
 1600  116.00/118.00 139.50/141.50  162.50/164.50  186.50/188.50
 1715  115.50/117.50 139.00/141.00  162.00/164.00  186.50/188.50
                               (Mar 3)  
 1715  116.50/118.50 140.00/142.00  163.50/165.50  188.50/190.50
-----------------------------------------------------------------    
 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000 216.00/218.00  243.50/245.50  268.50/270.50  292.00/294.00
 1100 216.00/218.00  243.00/245.00  268.00/270.00  291.00/293.00
 1200 211.00/213.00  238.50/240.50  263.50/265.50  286.50/288.50
 1300 213.50/215.50  240.50/242.50  265.50/267.50  289.00/291.00
 1400 211.00/213.00  238.00/240.00  263.00/265.00  286.00/288.00
 1500 209.00/211.00  235.75/237.75  260.50/262.50  283.00/285.00
 1600 209.50/211.50  236.00/238.00  260.00/262.00  282.50/284.50
 1715 209.50/211.50  236.50/238.50  260.50/262.50  283.00/285.00
                               (Mar 3)  
 1715 212.00/214.00  239.50/241.50  264.50/266.50  287.50/289.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.31%    4.41%    4.17%       4.10%     4.08%   4.04%
 1100   4.31%    4.42%    4.17%       4.09%     4.08%   4.04%
 1200   4.27%    4.34%    4.09%       4.01%     3.98%   3.94%
 1300   4.31%    4.42%    4.15%       4.06%     4.04%   3.99%
 1400   4.26%    4.31%    4.07%       4.00%     3.98%   3.95%
 1500   4.25%    4.28%    4.05%       3.96%     3.93%   3.90%
 1600   4.27%    4.32%    4.08%       3.99%     3.96%   3.93%
 1715   4.21%    4.26%    4.05%       3.97%     3.94%   3.92%
                               (Mar 3)  
 1715   4.02%    4.17%    3.99%       3.95%     3.95%   3.92%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.03%    4.07%    4.06%       4.07%     4.08%   4.09%
 1100   4.04%    4.06%    4.05%       4.05%     4.07%   4.07%
 1200   3.93%    3.96%    3.96%       3.97%     3.99%   4.00%
 1300   3.98%    4.01%    4.00%       4.00%     4.03%   4.03%
 1400   3.94%    3.96%    3.96%       3.97%     3.99%   4.00%
 1500   3.90%    3.92%    3.92%       3.93%     3.95%   3.96%
 1600   3.93%    3.95%    3.94%       3.94%     3.96%   3.96%
 1715   3.92%    3.94%    3.95%       3.95%     3.96%   3.97% 
                               (Mar 3)  
 1715   3.93%    3.97%    3.97%       3.98%     4.01%   4.01%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 73.2150/73.2250 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
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