December 18, 2019 / 4:42 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 18

            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 
                01.28%           01.28%            01.28%    
                               (Dec 17)
1000         00.50/02.50      00.25/01.25       00.25/01.25 
                01.29%           01.29%            01.29%    
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000   07.00/08.50    29.00/31.00    50.00/52.00   74.50/76.50
 1100   06.75/08.25    28.75/30.75    49.75/51.75   74.75/76.75
 1200   06.75/08.25    29.00/31.00    50.00/52.00   74.50/76.50
 1300   07.00/09.00    29.50/31.50    50.25/52.25   75.00/77.00
 1400   06.75/08.25    29.25/31.25    50.50/52.50   75.00/77.00
 1500   06.75/08.25    29.00/31.00    50.25/52.25   74.75/76.75
 1600   06.75/08.25    29.00/31.00    50.00/52.00   74.50/76.50
 1715   06.50/08.50    29.00/31.00    50.50/52.50   75.00/77.00
                        (Closing Dec 17) 
 1715   07.00/09.00    29.50/31.50    50.75/52.75   75.75/77.75
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 TIME       APR           MAY           JUN           JUL
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 1000  114.50/116.50 137.50/139.50  162.50/164.50  190.00/192.00
 1100  114.00/116.00 136.50/138.50  162.00/164.00  190.00/192.00
 1200  114.00/116.00 137.00/139.00  162.00/164.00  190.00/192.00
 1300  115.50/117.50 138.50/140.50  164.00/166.00  192.00/194.00
 1400  114.50/116.50 137.50/139.50  163.00/165.00  190.50/192.50
 1500  114.75/116.75 137.75/139.75  162.75/164.75  190.25/192.25
 1600  114.50/116.50 137.50/139.50  163.00/165.00  190.50/192.50
 1715  115.00/117.00 138.50/140.50  164.00/166.00  192.00/194.00
                        (Closing Dec 17) 
 1715  116.00/118.00 139.50/141.50  165.00/167.00  193.00/195.00
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 TIME       AUG           SEP           OCT           NOV
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 1000 215.50/217.50  239.50/241.50  265.00/267.00  288.50/290.50
 1100 215.50/217.50  239.50/241.50  264.50/266.50  288.00/290.00
 1200 215.50/217.50  239.50/241.50  264.75/266.75  288.00/290.00
 1300 217.50/219.50  241.50/243.50  267.00/269.00  290.50/292.50
 1400 216.00/218.00  240.00/242.00  265.50/267.50  289.00/291.00
 1500 215.75/217.75  239.75/241.75  265.00/267.00  288.50/290.50
 1600 216.00/218.00  240.00/242.00  265.50/267.50  289.00/291.00
 1715 217.50/219.50  241.50/243.50  267.00/269.00  290.50/292.50
                        (Closing Dec 17) 
 1715 218.50/220.50  243.00/245.00  268.50/270.50  292.00/294.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.66%    3.73%    3.78%       4.30%     4.44%   4.36%
 1100   3.62%    3.71%    3.79%       4.29%     4.41%   4.35%
 1200   3.65%    3.73%    3.79%       4.29%     4.42%   4.35%
 1300   3.73%    3.75%    3.81%       4.34%     4.47%   4.40%
 1400   3.68%    3.76%    3.81%       4.31%     4.44%   4.38%
 1500   3.65%    3.74%    3.80%       4.31%     4.45%   4.37%
 1600   3.65%    3.73%    3.79%       4.30%     4.44%   4.38%
 1715   3.65%    3.76%    3.82%       4.33%     4.47%   4.41%
                        (Closing Dec 17) 
 1715   3.62%    3.73%    3.81%       4.33%     4.48%   4.42%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.38%    4.37%    4.34%       4.34%     4.34%   4.32%
 1100   4.38%    4.37%    4.34%       4.34%     4.33%   4.31%
 1200   4.38%    4.37%    4.34%       4.34%     4.33%   4.32%
 1300   4.43%    4.41%    4.38%       4.38%     4.37%   4.35%
 1400   4.40%    4.38%    4.35%       4.35%     4.35%   4.33%
 1500   4.39%    4.38%    4.35%       4.35%     4.34%   4.33%
 1600   4.40%    4.38%    4.35%       4.35%     4.35%   4.33%
 1715   4.43%    4.42%    4.38%       4.39%     4.37%   4.36%
                        (Closing Dec 17)
 1715   4.44%    4.42%    4.39%       4.40%     4.39%   4.36%
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      (CONVERSION RATE - $1 = 70.9700/70.9800 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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