December 23, 2019 / 4:43 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Dec 23

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         01.00/03.50      00.25/01.25       00.75/02.25 
                01.71%           01.28%            01.92%    
                               (Dec 20)
1000         01.25/04.00      01.00/02.75       00.25/01.25 
                01.61%           01.71%            01.28%    
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 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000   02.75/04.25    25.75/27.75    46.25/48.25   70.75/72.75
 1100   02.75/04.25    26.00/28.00    46.50/48.50   71.00/73.00
 1200   02.75/04.25    26.00/28.00    46.50/48.50   71.25/73.25
 1300   02.75/04.25    26.00/28.00    46.75/48.75   71.50/73.50
 1400   02.50/04.00    26.00/28.00    46.50/48.50   71.00/73.00
 1500   02.75/04.25    26.00/28.00    46.75/48.75   71.50/73.50
 1600   02.75/04.25    26.00/28.00    46.75/48.75   71.50/73.50
 1715   02.75/04.25    26.00/28.00    46.50/48.50   71.50/73.50
                       (Closing Dec 20)
 1715   04.00/05.50    27.25/29.25    47.75/49.75   72.50/74.50
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 TIME       APR           MAY           JUN           JUL
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 1000  109.25/111.25 130.75/132.75  154.75/156.75  181.75/183.75
 1100  109.50/111.50 131.00/133.00  155.00/157.00  182.00/184.00
 1200  110.25/112.25 131.75/133.75  156.25/158.25  183.50/185.50
 1300  110.50/112.50 132.00/134.00  156.75/158.75  183.75/185.75
 1400  110.00/112.00 132.00/134.00  156.00/158.00  183.00/185.00
 1500  110.75/112.75 132.50/134.50  157.25/159.25  184.25/186.25
 1600  111.00/113.00 133.00/135.00  157.75/159.75  184.75/186.75
 1715  111.00/113.00 132.75/134.75  157.75/159.75  184.75/186.75
                       (Closing Dec 20)
 1715  111.00/113.00 132.50/134.50  157.00/159.00  184.00/186.00
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 TIME       AUG           SEP           OCT           NOV
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 1000 206.25/208.25  229.75/231.75  255.00/257.00  278.00/280.00
 1100 206.50/208.50  230.00/232.00  255.25/257.25  278.50/280.50
 1200 208.50/210.50  232.00/234.00  257.50/259.50  281.00/283.00
 1300 208.75/210.75  232.25/234.25  257.75/259.75  281.00/283.00
 1400 208.00/210.00  232.00/234.00  257.50/259.50  280.50/282.50
 1500 209.75/211.75  233.25/235.25  258.75/260.75  282.00/284.00
 1600 210.25/212.25  233.75/235.75  259.25/261.25  282.50/284.50
 1715 210.25/212.25  233.75/235.75  259.25/261.25  282.50/284.50
                       (Closing Dec 20) 
 1715 208.75/210.75  232.25/234.25  257.75/259.75  281.00/283.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.81%    3.79%    3.83%       4.44%     4.37%   4.28%
 1100   3.84%    3.81%    3.84%       4.45%     4.38%   4.29%
 1200   3.84%    3.81%    3.85%       4.48%     4.40%   4.32%
 1300   3.84%    3.83%    3.87%       4.48%     4.41%   4.33%
 1400   3.84%    3.81%    3.84%       4.47%     4.41%   4.32%
 1500   3.84%    3.83%    3.87%       4.50%     4.43%   4.35%
 1600   3.84%    3.83%    3.87%       4.51%     4.45%   4.36%
 1715   3.84%    3.81%    3.87%       4.50%     4.44%   4.36%
                       (Closing Dec 20) 
 1715   3.80%    3.79%    3.84%       4.39%     4.37%   4.30%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.30%    4.27%    4.24%       4.26%     4.25%   4.24%
 1100   4.30%    4.28%    4.25%       4.26%     4.25%   4.24%
 1200   4.34%    4.32%    4.28%       4.30%     4.29%   4.28%
 1300   4.34%    4.32%    4.29%       4.30%     4.29%   4.28%
 1400   4.33%    4.31%    4.28%       4.30%     4.28%   4.27%
 1500   4.36%    4.34%    4.31%       4.32%     4.31%   4.29%
 1600   4.37%    4.35%    4.32%       4.33%     4.32%   4.30%
 1715   4.37%    4.35%    4.32%       4.33%     4.31%   4.30%
                       (Closing Dec 20)
 1715   4.33%    4.30%    4.26%       4.28%     4.27%   4.25%
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      (CONVERSION RATE - $1 = 71.1750/71.1850 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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