December 27, 2019 / 4:54 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 27

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         01.50/04.00      01.25/02.75       00.25/01.25 
                01.92%           02.13%            01.28%    
                               (Dec 26)
1000         01.50/04.00      00.25/01.25       01.25/02.75 
                01.92%           01.28%            02.13%    
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 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   23.00/24.00    44.00/45.00   69.00/70.00   109.00/110.50
 1100   22.00/24.00    42.50/44.50   68.50/70.50   108.50/110.50
 1200   21.75/23.75    42.25/44.25   68.00/70.00   108.00/110.00
 1300   21.75/23.75    42.25/44.25   68.00/70.00   108.00/110.00
 1400   22.50/23.50    43.50/44.50   69.50/70.50   109.00/111.00
 1500   22.00/24.00    42.75/44.75   68.75/70.75   109.00/111.00
 1600   22.50/23.50    43.50/44.50   69.00/70.00   108.50/110.00
 1715   22.00/24.00    42.75/44.75   68.50/70.50   108.50/110.50
                        (Closing Dec 26)
 1715   23.75/25.75    44.50/46.50   70.50/72.50   110.75/112.75 
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 TIME       MAY            JUN            JUL           AUG
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 1000  131.00/132.50  155.00/156.50  182.00/183.50 206.50/208.00
 1100  130.50/132.50  155.00/157.00  181.50/183.50 206.00/208.00
 1200  129.50/131.50  154.00/156.00  180.50/182.50 205.00/207.00
 1300  130.00/132.00  154.50/156.50  181.00/183.00 205.50/207.50
 1400  131.00/133.00  155.50/157.50  182.50/184.50 207.25/209.25
 1500  131.00/133.00  155.75/157.75  182.75/184.75 207.25/209.25
 1600  130.50/132.00  155.00/156.50  182.00/183.50 206.50/208.00
 1715  130.50/132.50  155.00/157.00  181.50/183.50 206.00/208.00
                        (Closing Dec 26)
 1715  132.50/134.50  157.00/159.00  184.00/186.00 208.50/210.50  
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 TIME      SEP            OCT            NOV            DEC
-----------------------------------------------------------------
 1000 230.00/231.50  255.50/257.00  278.50/280.00  306.00/307.50
 1100 229.50/231.50  255.00/257.00  278.00/280.00  305.00/307.00
 1200 228.50/230.50  254.00/256.00  277.00/279.00  304.00/306.00
 1300 229.00/231.00  254.50/256.50  277.50/279.50  304.50/306.50
 1400 231.00/233.00  256.50/258.50  279.50/281.50  306.50/308.50
 1500 230.75/232.75  256.25/258.25  279.25/281.25  306.50/308.50
 1600 230.00/231.50  255.50/257.00  278.50/280.00  305.50/307.00
 1715 229.50/231.50  255.00/257.00  278.00/280.00  305.00/307.00
                        (Closing Dec 26) 
 1715 232.00/234.00  257.50/259.50  280.50/282.50   00.25/01.25
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.88%    3.86%    3.91%       4.65%     4.50%   4.38%
 1100   3.80%    3.78%    3.91%       4.63%     4.49%   4.39%
 1200   3.76%    3.76%    3.89%       4.62%     4.46%   4.36%
 1300   3.76%    3.76%    3.88%       4.61%     4.47%   4.38%
 1400   3.80%    3.82%    3.94%       4.65%     4.50%   4.40%
 1500   3.79%    3.79%    3.92%       4.65%     4.50%   4.40%
 1600   3.79%    3.81%    3.90%       4.62%     4.47%   4.38%
 1715   3.79%    3.79%    3.91%       4.63%     4.48%   4.38%
                        (Closing Dec 26) 
 1715   3.96%    3.88%    3.98%       4.69%     4.52%   4.42%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.40%    4.35%    4.31%       4.33%     4.31%   4.29%
 1100   4.39%    4.35%    4.31%       4.33%     4.30%   4.28%
 1200   4.37%    4.33%    4.29%       4.31%     4.29%   4.27%
 1300   4.38%    4.34%    4.30%       4.32%     4.30%   4.28%
 1400   4.41%    4.37%    4.33%       4.35%     4.32%   4.30%
 1500   4.41%    4.36%    4.33%       4.34%     4.32%   4.30%
 1600   4.39%    4.34%    4.31%       4.32%     4.30%   4.28%
 1715   4.38%    4.34%    4.30%       4.32%     4.30%   4.28%  
                        (Closing Dec 26)
 1715   4.42%    4.38%    4.34%       4.35%     4.33%   4.31%
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      (CONVERSION RATE - $1 = 71.3550/71.3650 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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