December 16, 2019 / 4:45 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Dec 16

            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 
                01.29%           01.29%            01.29%    
                                (Dec 13)
1000         01.75/04.00      01.25/02.75       00.50/01.25 
                02.26%           02.15%            02.58%    
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000   07.75/09.75    28.75/30.75    49.75/51.75   74.25/76.25
 1100   07.75/09.75    28.50/30.50    49.25/51.25   73.25/75.25
 1200   07.75/09.25    28.50/30.50    49.25/51.25   73.00/75.00
 1300   07.50/09.50    28.50/30.50    49.25/51.25   73.25/75.25
 1400   07.50/09.00    28.50/30.50    49.50/51.50   73.25/75.25
 1500   07.50/09.00    28.50/30.50    49.50/51.50   73.25/75.25
 1600   07.75/09.25    29.00/31.00    50.00/52.00   74.00/76.00
 1715   07.50/09.50    29.00/31.00    50.00/52.00   75.00/77.00
                       (Closing Dec 13)
 1715   08.25/10.25    29.50/31.50    50.50/52.50   75.00/77.00
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 TIME       APR           MAY           JUN           JUL
-----------------------------------------------------------------
 1000  113.00/115.00 134.50/136.50  159.00/161.00  185.00/187.00
 1100  112.00/114.00 133.50/135.50  158.00/160.00  184.00/186.00
 1200  111.50/113.50 133.00/135.00  158.00/160.00  184.50/186.50
 1300  112.00/114.00 133.75/135.75  158.25/160.25  184.25/186.25
 1400  112.25/114.25 134.00/136.00  159.00/161.00  185.50/187.50
 1500  112.25/114.25 134.00/136.00  159.00/161.00  185.50/187.50
 1600  113.00/115.00 135.00/137.00  160.00/162.00  186.50/188.50
 1715  114.50/116.50 137.00/139.00  162.00/164.00  188.50/190.50
                       (Closing Dec 13)
 1715  114.00/116.00 135.75/137.75  160.50/162.50  186.50/188.50
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 TIME       AUG           SEP           OCT           NOV
-----------------------------------------------------------------
 1000 210.00/212.00  234.00/236.00  258.25/260.25  281.50/283.50
 1100 209.00/211.00  232.75/234.75  256.50/258.50  279.50/281.50
 1200 209.50/211.50  232.50/234.50  257.00/259.00  280.00/282.00
 1300 209.75/211.75  233.75/235.75  258.00/260.00  281.00/283.00
 1400 211.00/213.00  234.50/236.50  259.00/261.00  282.00/284.00
 1500 211.00/213.00  234.50/236.50  259.50/261.50  282.50/284.50
 1600 212.00/214.00  235.50/237.50  260.50/262.50  283.50/285.50
 1715 214.00/216.00  238.00/240.00  263.00/265.00  286.50/288.50
                       (Closing Dec 13)
 1715 212.25/214.25  236.00/238.00  260.25/262.25  283.50/285.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.48%    3.60%    3.70%       4.20%     4.32%   4.25%
 1100   3.45%    3.55%    3.65%       4.15%     4.27%   4.21%
 1200   3.44%    3.55%    3.64%       4.14%     4.26%   4.21%
 1300   3.44%    3.56%    3.65%       4.15%     4.28%   4.22%
 1400   3.43%    3.57%    3.65%       4.16%     4.29%   4.24%
 1500   3.43%    3.57%    3.65%       4.16%     4.29%   4.23%
 1600   3.49%    3.61%    3.69%       4.19%     4.32%   4.26%
 1715   3.49%    3.61%    3.72%       4.24%     4.38%   4.32%
                       (Closing Dec 13)
 1715   3.48%    3.60%    3.70%       4.14%     4.33%   4.27%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.25%    4.24%    4.23%       4.23%     4.22%   4.21%
 1100   4.22%    4.21%    4.19%       4.19%     4.18%   4.17%
 1200   4.23%    4.22%    4.20%       4.20%     4.19%   4.18%
 1300   4.23%    4.23%    4.21%       4.22%     4.21%   4.20%
 1400   4.25%    4.25%    4.23%       4.23%     4.22%   4.21%
 1500   4.25%    4.25%    4.23%       4.23%     4.23%   4.22%
 1600   4.27%    4.27%    4.25%       4.25%     4.24%   4.23%
 1715   4.32%    4.31%    4.29%       4.29%     4.29%   4.27%
                       (Closing Dec 13)
 1715   4.26%    4.27%    4.25%       4.25%     4.24%   4.23%
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      (CONVERSION RATE - $1 = 70.9900/71.0000 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, Central bank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@refinitiv.com
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