December 26, 2019 / 4:47 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Dec 26

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         01.50/04.00      00.25/01.25       01.25/02.75 
                01.92%           01.28%            02.13%    
                               (Dec 24)
1000         01.00/03.50      00.75/02.25       00.25/01.25 
                01.71%           01.92%            01.28%    
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000   00.25/01.75    24.50/26.50    45.50/47.50   71.50/73.50
 1100   00.25/01.75    24.00/26.00    44.75/46.75   70.50/72.50
 1200   00.25/01.75    24.00/26.00    44.50/46.50   70.25/72.25
 1300   00.25/01.75    24.00/26.00    44.50/46.50   70.25/72.25
 1400   00.25/01.75    24.00/26.00    44.75/46.75   70.50/72.50
 1500   00.25/01.75    23.75/25.75    44.50/46.50   70.50/72.50
 1600   00.50/01.00    24.00/25.00    45.25/46.25   71.00/72.50
 1715   00.25/01.25    23.75/25.75    44.50/46.50   70.50/72.50
                       (Closing Dec 24)
 1715   02.00/03.50    26.75/28.75    47.50/49.50   73.00/75.00
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 TIME       APR           MAY           JUN           JUL
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 1000  112.00/114.00 134.00/136.00  158.50/160.50  185.50/187.50
 1100  111.00/113.00 132.75/134.75  157.00/159.00  183.50/185.50
 1200  110.50/112.50 132.50/134.50  157.00/159.00  184.00/186.00
 1300  110.50/112.50 132.50/134.50  157.00/159.00  184.00/186.00
 1400  110.75/112.75 132.75/134.75  157.50/159.50  184.50/186.50
 1500  110.75/112.75 132.75/134.75  157.50/159.50  184.50/186.50
 1600  111.00/112.50 133.00/134.50  157.50/159.00  184.50/186.00
 1715  110.75/112.75 132.50/134.50  157.00/159.00  184.00/186.00
                       (Closing Dec 24)
 1715  113.00/115.00 135.00/137.00  160.00/162.00  187.00/189.00
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 TIME       AUG           SEP           OCT           NOV
-----------------------------------------------------------------
 1000 210.00/212.00  233.50/235.50  259.00/261.00  282.00/284.00
 1100 208.00/210.00  231.50/233.50  257.00/259.00  280.00/282.00
 1200 208.50/210.50  232.00/234.00  257.50/259.50  280.50/282.50
 1300 208.50/210.50  232.00/234.00  257.50/259.50  280.50/282.50
 1400 209.00/211.00  232.50/234.50  258.00/260.00  281.00/283.00
 1500 209.25/211.25  233.00/235.00  258.50/260.50  281.50/283.50
 1600 209.00/210.50  232.50/234.00  258.00/259.50  281.00/282.50
 1715 208.50/210.50  232.00/234.00  257.50/259.50  280.50/282.50
                       (Closing Dec 24) 
 1715 212.00/214.00  235.50/237.50  261.00/263.00  284.00/286.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   4.08%    3.97%    4.04%       4.74%     4.58%   4.46%
 1100   4.00%    3.91%    3.98%       4.70%     4.54%   4.42%
 1200   4.00%    3.88%    3.96%       4.68%     4.53%   4.42%
 1300   4.00%    3.88%    3.96%       4.68%     4.53%   4.42%
 1400   4.00%    3.91%    3.98%       4.69%     4.54%   4.44%
 1500   3.96%    3.88%    3.98%       4.69%     4.54%   4.44%
 1600   3.92%    3.90%    3.99%       4.69%     4.53%   4.43%
 1715   3.96%    3.88%    3.98%       4.69%     4.52%   4.42%
                       (Closing Dec 24) 
 1715   4.05%    3.95%    3.99%       4.62%     4.53%   4.44%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.46%    4.41%    4.37%       4.38%     4.35%   4.34%
 1100   4.42%    4.37%    4.33%       4.35%     4.32%   4.31%
 1200   4.43%    4.38%    4.34%       4.36%     4.33%   4.32%
 1300   4.43%    4.38%    4.34%       4.36%     4.33%   4.32%
 1400   4.44%    4.39%    4.35%       4.36%     4.34%   4.32%
 1500   4.44%    4.40%    4.36%       4.37%     4.35%   4.33%
 1600   4.43%    4.38%    4.34%       4.36%     4.33%   4.32%
 1715   4.42%    4.38%    4.34%       4.35%     4.33%   4.31%
                       (Closing Dec 24)
 1715   4.44%    4.40%    4.36%       4.37%     4.34%   4.33%
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      (CONVERSION RATE - $1 = 71.3100/71.3200 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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