December 20, 2019 / 4:37 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Dec 20

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         01.25/04.00      01.00/02.75       00.25/01.25 
                01.61%           01.71%            01.28%    
                               (Dec 19)
1000         01.25/04.00      00.25/01.25       01.00/02.75 
                01.61%           01.29%            01.72%    
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000   04.00/05.50    27.00/29.00    48.00/50.00   73.00/75.00
 1100   04.25/05.75    27.50/29.50    48.50/50.50   73.00/75.00
 1200   04.50/06.00    27.75/29.75    48.75/50.75   73.25/75.25
 1300   04.25/05.75    27.75/29.75    48.50/50.50   73.25/75.25
 1400   04.50/06.00    27.75/29.75    48.50/50.50   73.00/75.00
 1500   04.50/06.00    27.50/29.50    48.50/50.50   73.00/75.00
 1600   04.25/05.75    27.00/29.00    48.00/50.00   72.50/74.50
 1715   04.00/05.50    27.25/29.25    47.75/49.75   72.50/74.50
                       (Closing Dec 19)
 1715   05.00/06.50    28.50/30.50    49.50/51.50   74.50/76.50
-----------------------------------------------------------------
 TIME       APR           MAY           JUN           JUL
-----------------------------------------------------------------
 1000  112.00/114.00 134.50/136.50  159.00/161.00  186.00/188.00
 1100  112.00/114.00 134.00/136.00  158.00/160.00  185.00/187.00
 1200  112.00/114.00 134.00/136.00  158.50/160.50  186.00/188.00
 1300  112.25/114.25 134.00/136.00  158.50/160.50  185.50/187.50
 1400  111.50/113.50 133.50/135.50  158.00/160.00  184.50/186.50
 1500  111.25/113.25 133.25/135.25  157.25/159.25  184.25/186.25
 1600  111.50/113.50 133.50/135.50  158.00/160.00  185.00/187.00
 1715  111.00/113.00 132.50/134.50  157.00/159.00  184.00/186.00
                       (Closing Dec 19)
 1715  113.50/115.50 136.50/138.50  161.50/163.50  189.00/191.00
-----------------------------------------------------------------    
 TIME       AUG           SEP           OCT           NOV
-----------------------------------------------------------------
 1000 211.00/213.00  234.50/236.50  259.75/261.75  283.00/285.00
 1100 210.00/212.00  233.50/235.50  259.00/261.00  282.50/284.50
 1200 211.00/213.00  234.50/236.50  259.75/261.75  283.00/285.00
 1300 210.50/212.50  234.00/236.00  259.50/261.50  282.50/284.50
 1400 209.50/211.50  233.00/235.00  258.25/260.25  281.50/283.50
 1500 209.25/211.25  232.75/234.75  258.00/260.00  281.00/283.00
 1600 209.50/211.50  233.00/235.00  258.25/260.25  281.50/283.50
 1715 208.75/210.75  232.25/234.25  257.75/259.75  281.00/283.00
                       (Closing Dec 19) 
 1715 214.50/216.50  238.50/240.50  263.75/265.75  287.00/289.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.77%    3.81%    3.87%       4.43%     4.44%   4.36%
 1100   3.84%    3.85%    3.87%       4.42%     4.42%   4.33%
 1200   3.88%    3.87%    3.88%       4.43%     4.42%   4.34%
 1300   3.87%    3.85%    3.88%       4.43%     4.42%   4.34%
 1400   3.88%    3.85%    3.87%       4.40%     4.40%   4.33%
 1500   3.85%    3.85%    3.87%       4.40%     4.39%   4.31%
 1600   3.78%    3.81%    3.84%       4.40%     4.41%   4.33%
 1715   3.80%    3.79%    3.84%       4.39%     4.37%   4.30%
                       (Closing Dec 19) 
 1715   3.87%    3.87%    3.91%       4.44%     4.48%   4.41%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.38%    4.35%    4.31%       4.32%     4.30%   4.29%
 1100   4.35%    4.32%    4.29%       4.30%     4.29%   4.27%
 1200   4.37%    4.34%    4.30%       4.31%     4.30%   4.28%
 1300   4.36%    4.33%    4.29%       4.31%     4.29%   4.27%
 1400   4.34%    4.31%    4.27%       4.29%     4.27%   4.26%
 1500   4.33%    4.30%    4.27%       4.28%     4.27%   4.25%
 1600   4.35%    4.31%    4.28%       4.29%     4.28%   4.26%
 1715   4.33%    4.30%    4.26%       4.28%     4.27%   4.25%
                        (Closing Dec 19)
 1715   4.43%    4.40%    4.37%       4.37%     4.36%   4.34%
-----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.1200/71.1300 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
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