December 30, 2019 / 4:46 AM / 18 days ago

RPT-India fwd/annualised dlr premia-(close)-Dec 30

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         01.25/04.25      00.25/01.25       01.00/03.00 
                02.13%           01.28%            02.56%    
                               (Dec 27)
1000         01.50/04.00      01.25/02.75       00.25/01.25 
                01.92%           02.13%            01.28%    
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 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   19.75/20.75    40.50/41.50    66.00/67.00   105.00/106.50
 1100   19.50/21.50    39.50/41.50    64.75/66.75   104.75/106.75
 1200   19.50/21.50    39.50/41.50    64.75/66.75   104.75/106.75
 1300   19.50/21.50    39.50/41.50    64.75/66.75   104.75/106.75
 1400   19.50/21.50    40.00/42.00    65.50/67.50   105.50/107.50
 1500   19.75/20.75    40.50/41.50    65.50/66.50   105.00/106.50
 1600   20.00/21.00    40.50/41.50    66.00/67.00   105.50/107.00
 1715   19.50/21.50    40.00/42.00    65.50/67.50   105.25/107.25
                        (Closing Dec 27)
 1715   22.00/24.00    42.75/44.75   68.50/70.50    108.50/110.50
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 TIME       MAY            JUN            JUL           AUG
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 1000  127.00/128.50  151.50/153.00  178.00/179.50  202.50/204.00
 1100  126.75/128.75  151.50/153.50  178.00/180.00  202.50/204.50
 1200  126.75/128.75  151.50/153.50  178.00/180.00  202.50/204.50
 1300  126.75/128.75  151.50/153.50  178.00/180.00  202.50/204.50
 1400  127.50/129.50  152.00/154.00  179.00/181.00  203.50/205.50
 1500  127.00/128.50  151.50/153.00  178.50/180.00  203.25/204.75
 1600  127.50/129.00  152.00/153.50  179.00/180.50  204.00/205.50
 1715  127.25/129.25  151.75/153.75  178.75/180.75  203.25/205.25
                        (Closing Dec 27)
 1715  130.50/132.50  155.00/157.00  181.50/183.50  206.00/208.00
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 TIME      SEP            OCT            NOV            DEC
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 1000 226.00/227.50   251.50/253.00  274.50/276.00  301.50/303.00
 1100 226.00/228.00   251.50/253.50  274.50/276.50  301.50/303.50
 1200 226.00/228.00   251.50/253.50  274.50/276.50  302.00/304.00
 1300 226.00/228.00   251.50/253.50  274.50/276.50  302.00/304.00
 1400 227.00/229.00   252.50/254.50  275.50/277.50  302.50/304.50
 1500 227.00/228.50   252.50/254.00  275.50/277.00  303.00/304.50
 1600 228.00/229.50   253.50/255.00  276.50/278.00  304.00/305.50
 1715 226.75/228.75   252.75/254.75  275.75/277.75  303.00/305.00
                        (Closing Dec 27) 
 1715 229.50/231.50   255.00/257.00  278.00/280.00  305.00/307.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.59%    3.70%    3.92%       4.53%     4.40%   4.33%
 1100   3.62%    3.66%    3.88%       4.52%     4.40%   4.33%
 1200   3.62%    3.65%    3.88%       4.52%     4.40%   4.33%
 1300   3.62%    3.65%    3.88%       4.52%     4.40%   4.33%
 1400   3.63%    3.70%    3.92%       4.55%     4.43%   4.35%
 1500   3.59%    3.70%    3.89%       4.52%     4.40%   4.33%
 1600   3.63%    3.70%    3.92%       4.55%     4.42%   4.34%
 1715   3.63%    3.70%    3.92%       4.55%     4.42%   4.34%
                        (Closing Dec 27) 
 1715   3.79%    3.79%    3.91%       4.63%     4.48%   4.38%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.33%    4.30%    4.27%       4.29%     4.27%   4.25%
 1100   4.34%    4.30%    4.27%       4.29%     4.27%   4.25%
 1200   4.34%    4.30%    4.27%       4.29%     4.27%   4.26%
 1300   4.33%    4.30%    4.27%       4.29%     4.27%   4.26%
 1400   4.36%    4.32%    4.29%       4.30%     4.28%   4.26%
 1500   4.34%    4.31%    4.29%       4.30%     4.28%   4.27%
 1600   4.36%    4.33%    4.31%       4.32%     4.30%   4.28%
 1715   4.36%    4.32%    4.29%       4.31%     4.29%   4.28%
                        (Closing Dec 27)
 1715   4.38%    4.34%    4.30%       4.32%     4.30%   4.28%  
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      (CONVERSION RATE - $1 = 71.3125/71.3225 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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