March 9, 2020 / 4:42 AM / in 21 days

RPT-India fwd/annualised dlr premia-Mar 9

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        01.25/03.75        01.00/02.50        00.25/01.50
               02.05%             02.47%             01.23%
                               (Mar 6)
1000        03.25/05.25        02.00/03.25        01.25/02.00
               03.21%             03.29%             03.09%
-----------------------------------------------------------------
 TIME       MAR            APR            MAY            JUN
-----------------------------------------------------------------
 1000   18.00/20.00    46.50/48.50    67.75/69.75   92.00/94.00
 1100   18.00/20.00    47.00/49.00    68.00/70.00   92.50/94.50
 1200   18.00/20.00    47.00/49.00    68.00/70.00   92.50/94.50
 1300   18.50/20.50    47.50/49.50    68.50/70.50   93.00/95.00
 1400   18.00/20.00    47.50/49.50    68.50/70.50   93.00/95.00
 1500   18.00/20.00    47.00/49.00    68.00/70.00   92.00/94.00
 1600   18.00/20.00    47.00/49.00    68.00/70.00   92.00/94.00
 1715   17.50/19.50    46.50/48.50    67.50/69.50   91.50/93.50
                                (Mar 6) 
 1715   17.50/19.50    46.00/48.00    67.00/69.00   91.50/93.50
-----------------------------------------------------------------
 TIME       JUL           AUG             SEP            OCT
-----------------------------------------------------------------
 1000  117.50/119.50 141.75/143.75  165.50/167.50  190.50/192.50
 1100  118.00/120.00 142.00/144.00  165.50/167.50  190.00/192.00
 1200  118.00/120.00 142.50/144.50  166.50/168.50  191.00/193.00
 1300  118.50/120.50 142.50/144.50  166.00/168.00  191.00/193.00
 1400  118.50/120.50 142.50/144.50  166.00/168.00  191.00/193.00
 1500  117.50/119.50 141.50/143.50  165.00/167.00  190.00/192.00
 1600  117.50/119.50 141.50/143.50  165.00/167.00  189.50/191.50
 1715  117.00/119.00 141.00/143.00  164.50/166.50  189.00/191.00
                               (Mar 6)  
 1715  117.00/119.00 141.00/143.00  164.50/166.50  188.50/190.50
-----------------------------------------------------------------    
 TIME      NOV            DEC             JAN            FEB
-----------------------------------------------------------------
 1000 213.50/215.50  240.50/242.50  265.00/267.00  288.00/290.00
 1100 213.00/215.00  240.00/242.00  265.00/267.00  288.00/290.00
 1200 214.00/216.00  241.00/243.00  265.50/267.50  288.50/290.50
 1300 214.00/216.00  241.00/243.00  266.00/268.00  289.00/291.00
 1400 214.00/216.00  241.00/243.00  265.50/267.50  288.50/290.50
 1500 213.00/215.00  240.00/242.00  264.50/266.50  287.50/289.50
 1600 212.50/214.50  239.50/241.50  264.00/266.00  287.00/289.00
 1715 212.00/214.00  239.00/241.00  263.50/265.50  286.50/288.50
                                (Mar 6)  
 1715 211.50/213.50  238.50/240.50  263.00/265.00  286.00/288.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.83%    4.55%    4.25%       4.16%     4.12%   4.08%
 1100   4.87%    4.58%    4.27%       4.18%     4.14%   4.08%
 1200   4.87%    4.58%    4.27%       4.18%     4.14%   4.10%
 1300   4.94%    4.62%    4.30%       4.19%     4.15%   4.09%
 1400   4.89%    4.62%    4.30%       4.19%     4.15%   4.09%
 1500   4.87%    4.59%    4.26%       4.16%     4.12%   4.07%
 1600   4.86%    4.58%    4.26%       4.15%     4.12%   4.07%
 1715   4.78%    4.54%    4.23%       4.13%     4.10%   4.05%
                               (Mar 6)  
 1715   4.62%    4.46%    4.19%       4.12%     4.09%   4.05%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.08%    4.08%    4.06%       4.06%     4.06%   4.06%
 1100   4.07%    4.07%    4.05%       4.05%     4.06%   4.06%
 1200   4.10%    4.09%    4.07%       4.07%     4.07%   4.07%
 1300   4.08%    4.09%    4.06%       4.06%     4.07%   4.07%
 1400   4.08%    4.08%    4.06%       4.06%     4.06%   4.07%
 1500   4.07%    4.07%    4.05%       4.05%     4.06%   4.06%
 1600   4.06%    4.05%    4.04%       4.04%     4.04%   4.05%
 1715   4.04%    4.04%    4.03%       4.03%     4.03%   4.04%
                                (Mar 6)  
 1715   4.04%    4.03%    4.02%       4.02%     4.03%   4.03%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 74.0850/74.0950 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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