March 6, 2020 / 4:39 AM / 23 days ago

RPT-India fwd/annualised dlr premia-Mar 6

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        03.25/05.25        02.00/03.25        01.25/02.00
               03.21%             03.29%             03.09%
                               (Mar 5)
1000        01.50/04.25        00.25/01.25        01.25/03.00
               01.86%             01.24%             02.07%
-----------------------------------------------------------------
 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   18.00/20.00    46.00/48.00    67.00/69.00   91.00/93.00
 1100   17.00/19.00    44.00/46.00    65.00/67.00   89.00/91.00
 1200   17.50/19.50    45.00/47.00    66.00/68.00   90.00/92.00
 1300   17.00/19.00    45.00/47.00    66.00/68.00   90.00/92.00
 1400   17.00/19.00    45.50/47.50    66.50/68.50   90.50/92.50
 1500   17.00/19.00    45.00/47.00    66.00/68.00   90.00/92.00
 1600   17.50/19.50    46.00/48.00    67.00/69.00   91.50/93.50
 1715   17.50/19.50    46.00/48.00    67.00/69.00   91.50/93.50
                               (Mar 5) 
 1715   16.75/18.75    43.75/45.75    64.75/66.75   88.50/90.50
-----------------------------------------------------------------
 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  115.50/117.50 139.50/141.50  163.00/165.00  187.50/189.50
 1100  113.25/115.25 137.25/139.25  160.50/162.50  184.50/186.50
 1200  114.50/116.50 138.00/140.00  161.50/163.50  185.50/187.50
 1300  115.00/117.00 138.50/140.50  162.00/164.00  186.50/188.50
 1400  115.50/117.50 139.50/141.50  163.00/165.00  187.00/189.00
 1500  115.00/117.00 138.50/140.50  161.50/163.50  185.50/187.50
 1600  117.00/119.00 141.00/143.00  164.50/166.50  189.00/191.00
 1715  117.00/119.00 141.00/143.00  164.50/166.50  188.50/190.50
                               (Mar 5)  
 1715  112.50/114.50 136.00/138.00  159.00/161.00  183.00/185.00
-----------------------------------------------------------------    
 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000 210.50/212.50  237.50/239.50  262.00/264.00  285.00/287.00
 1100 207.25/209.25  234.25/236.25  258.00/260.00  281.00/283.00
 1200 208.50/210.50  235.00/237.00  259.00/261.00  282.00/284.00
 1300 209.50/211.50  236.50/238.50  260.50/262.50  283.50/285.50
 1400 210.00/212.00  237.00/239.00  261.00/263.00  284.00/286.00
 1500 208.50/210.50  235.00/237.00  259.00/261.00  282.00/284.00
 1600 212.00/214.00  239.00/241.00  263.50/265.50  286.50/288.50
 1715 211.50/213.50  238.50/240.50  263.00/265.00  286.00/288.00
                                (Mar 5)  
 1715 205.50/207.50  232.00/234.00  256.00/258.00  278.50/280.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.66%    4.45%    4.17%       4.07%     4.04%   4.00%
 1100   4.46%    4.30%    4.08%       4.00%     3.98%   3.95%
 1200   4.57%    4.38%    4.13%       4.05%     4.01%   3.98%
 1300   4.52%    4.38%    4.13%       4.06%     4.03%   3.99%
 1400   4.56%    4.43%    4.17%       4.08%     4.05%   4.02%
 1500   4.52%    4.38%    4.13%       4.06%     4.03%   3.98%
 1600   4.62%    4.46%    4.19%       4.11%     4.09%   4.05%
 1715   4.62%    4.46%    4.19%       4.12%     4.09%   4.05%
                               (Mar 5)  
 1715   4.15%    4.17%    4.00%       3.94%     3.91%   3.89%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.00%    4.01%    4.00%       4.00%     4.01%   4.01%
 1100   3.95%    3.96%    3.95%       3.96%     3.97%   3.97%
 1200   3.97%    3.98%    3.97%       3.97%     3.98%   3.99%
 1300   3.99%    4.00%    3.99%       3.99%     4.00%   4.01%
 1400   4.02%    4.02%    4.01%       4.01%     4.02%   4.02%
 1500   3.97%    3.98%    3.97%       3.97%     3.98%   3.99%
 1600   4.04%    4.04%    4.03%       4.03%     4.04%   4.04%
 1715   4.04%    4.03%    4.02%       4.02%     4.03%   4.03%
                               (Mar 5)  
 1715   3.90%    3.91%    3.91%       3.91%     3.93%   3.93%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 73.7900/73.8000 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