March 5, 2020 / 4:53 AM / a month ago

RPT-India fwd/annualised dlr premia-Mar 5

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        01.50/04.25        00.25/01.25        01.25/03.00
               01.86%             01.24%             02.07%
                               (Mar 4)
1000        00.50/02.50        00.25/01.25        00.25/01.25
               01.25%             01.25%             01.25%
-----------------------------------------------------------------
 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   17.50/19.50    45.00/47.00    66.00/68.00   90.00/92.00
 1100   17.00/19.00    45.00/47.00    66.00/68.00   89.50/91.50
 1200   17.00/19.00    45.00/47.00    65.50/67.50   89.00/91.00
 1300   17.00/19.00    44.00/46.00    65.00/67.00   88.50/90.50
 1400   17.00/19.00    44.25/46.25    65.25/67.25   89.00/91.00
 1500   17.00/19.00    44.00/46.00    65.00/67.00   88.50/90.50
 1600   16.50/18.50    43.50/45.50    64.50/66.50   88.00/90.00
 1715   16.75/18.75    43.75/45.75    64.75/66.75   88.50/90.50
                                (Mar 4) 
 1715   19.75/21.75    46.75/48.75    68.00/70.00   91.50/93.50
-----------------------------------------------------------------
 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  114.50/116.50 138.00/140.00  161.00/163.00  185.50/187.50
 1100  113.50/115.50 137.00/139.00  160.00/162.00  184.50/186.50
 1200  113.00/115.00 136.50/138.50  159.50/161.50  183.50/185.50
 1300  112.50/114.50 136.50/138.50  160.00/162.00  184.00/186.00
 1400  113.00/115.00 136.50/138.50  159.50/161.50  183.50/185.50
 1500  113.00/115.00 136.50/138.50  160.00/162.00  184.00/186.00
 1600  112.00/114.00 135.50/137.50  158.50/160.50  182.25/184.25
 1715  112.50/114.50 136.00/138.00  159.00/161.00  183.00/185.00
                               (Mar 4)  
 1715  115.50/117.50 139.00/141.00  162.00/164.00  186.50/188.50
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 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000 208.50/210.50  235.50/237.50  259.50/261.50  282.00/284.00
 1100 207.50/209.50  234.00/236.00  258.00/260.00  280.50/282.50
 1200 206.50/208.50  233.50/235.50  257.50/259.50  280.00/282.00
 1300 206.50/208.50  233.00/235.00  257.00/259.00  279.50/281.50
 1400 206.50/208.50  233.00/235.00  257.00/259.00  279.50/281.50
 1500 206.50/208.50  233.00/235.00  257.00/259.00  279.50/281.50
 1600 205.00/207.00  231.50/233.50  255.50/257.50  278.00/280.00
 1715 205.50/207.50  232.00/234.00  256.00/258.00  278.50/280.50
                               (Mar 4)  
 1715 209.50/211.50  236.50/238.50  260.50/262.50  283.00/285.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.29%    4.25%    4.06%       3.99%     3.97%   3.94%
 1100   4.24%    4.27%    4.07%       3.98%     3.95%   3.92%
 1200   4.25%    4.26%    4.05%       3.97%     3.94%   3.92%
 1300   4.20%    4.20%    4.02%       3.95%     3.93%   3.92%
 1400   4.21%    4.21%    4.03%       3.96%     3.93%   3.91%
 1500   4.20%    4.19%    4.01%       3.95%     3.94%   3.92%
 1600   4.12%    4.15%    3.99%       3.92%     3.90%   3.89%
 1715   4.15%    4.17%    4.00%       3.94%     3.91%   3.89%
                               (Mar 4)  
 1715   4.21%    4.26%    4.05%       3.97%     3.94%   3.92%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.94%    3.96%    3.96%       3.96%     3.97%   3.97%
 1100   3.92%    3.95%    3.95%       3.95%     3.96%   3.96%
 1200   3.92%    3.94%    3.94%       3.95%     3.96%   3.96%
 1300   3.93%    3.94%    3.93%       3.94%     3.95%   3.96%
 1400   3.91%    3.93%    3.93%       3.93%     3.94%   3.95%
 1500   3.92%    3.94%    3.93%       3.94%     3.95%   3.95%
 1600   3.89%    3.90%    3.90%       3.91%     3.93%   3.93%
 1715   3.90%    3.91%    3.91%       3.91%     3.93%   3.93%
                               (Mar 4)  
 1715   3.92%    3.94%    3.95%       3.95%     3.96%   3.97% 
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 73.3000/73.3300 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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