December 31, 2019 / 4:48 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 31

             Cash Spot        Cash Tom         Tom Next
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               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         01.50/02.00      01.50/02.00           N/A     
                03.84%           03.84%             N/A      
                               (Dec 30)
1000         01.25/04.25      00.25/01.25       01.00/03.00 
                02.13%           01.28%            02.56%  
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 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   19.50/21.50    40.00/42.00    65.50/67.50   105.50/107.50
 1100   19.50/21.50    39.50/41.50    64.50/66.50   103.00/105.00
 1200   19.50/21.50    39.75/41.75    65.00/67.00   103.50/105.50
 1300   19.50/21.50    39.50/41.50    64.50/66.50   103.00/105.00
 1400   19.25/21.25    39.25/41.25    64.25/66.25   103.25/105.25
 1500   19.75/20.75    40.00/41.00    65.00/66.00   103.00/104.50
 1600   19.75/20.75    40.00/41.00    65.00/66.00   103.00/104.50
 1715   19.25/21.25    39.50/41.50    64.25/66.25   102.50/104.50
                        (Closing Dec 30)
 1715   19.50/21.50    40.00/42.00    65.50/67.50   105.25/107.25
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 TIME       MAY            JUN            JUL           AUG
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 1000  127.50/129.50  152.25/154.25  179.25/181.25  203.75/205.75
 1100  125.00/127.00  149.75/151.75  176.75/178.75  201.50/203.50
 1200  125.50/127.50  150.25/152.25  177.25/179.25  202.00/204.00
 1300  125.00/127.00  149.50/151.50  176.50/178.50  201.25/203.25
 1400  125.25/127.25  149.75/151.75  176.25/178.25  201.00/203.00
 1500  125.00/126.50  149.50/151.00  176.00/177.50  201.00/202.50
 1600  125.00/126.50  149.50/151.00  176.00/177.50  201.00/202.50
 1715  124.50/126.50  149.00/151.00  175.50/177.50  200.50/202.50
                        (Closing Dec 30)
 1715  127.25/129.25  151.75/153.75  178.75/180.75  203.25/205.25
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 TIME      SEP            OCT            NOV            DEC
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 1000 227.50/229.50   253.50/255.50  276.50/278.50  304.00/306.00
 1100 225.25/227.25   250.75/252.75  273.75/275.75  301.00/303.00
 1200 225.75/227.75   251.25/253.25  274.25/276.25  301.50/303.50
 1300 225.25/227.25   250.75/252.75  273.75/275.75  301.00/303.00
 1400 225.00/227.00   250.75/252.75  273.75/275.75  301.00/303.00
 1500 225.00/226.50   251.00/252.50  274.00/275.50  301.00/302.50
 1600 225.00/226.50   250.50/252.00  273.50/275.00  300.50/302.00
 1715 224.50/226.50   250.00/252.00  273.00/275.00  300.00/302.00
                        (Closing Dec 30) 
 1715 226.75/228.75   252.75/254.75  275.75/277.75  303.00/305.00
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.63%    3.70%    3.93%       4.56%     4.43%   4.36%
 1100   3.62%    3.66%    3.86%       4.46%     4.35%   4.29%
 1200   3.63%    3.68%    3.89%       4.48%     4.37%   4.30%
 1300   3.62%    3.66%    3.86%       4.46%     4.35%   4.28%
 1400   3.58%    3.63%    3.85%       4.47%     4.36%   4.29%
 1500   3.59%    3.66%    3.86%       4.44%     4.34%   4.27%
 1600   3.59%    3.65%    3.86%       4.44%     4.34%   4.27%
 1715   3.58%    3.65%    3.84%       4.43%     4.32%   4.26%
                        (Closing Dec 30) 
 1715   3.63%    3.70%    3.92%       4.55%     4.42%   4.34%
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 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.37%    4.33%    4.31%       4.33%     4.31%   4.29%
 1100   4.31%    4.28%    4.26%       4.28%     4.26%   4.25%
 1200   4.32%    4.29%    4.27%       4.29%     4.27%   4.26%
 1300   4.30%    4.28%    4.26%       4.28%     4.26%   4.25%
 1400   4.30%    4.27%    4.26%       4.28%     4.26%   4.25%
 1500   4.29%    4.27%    4.25%       4.28%     4.26%   4.24%
 1600   4.28%    4.27%    4.25%       4.27%     4.25%   4.24%
 1715   4.27%    4.26%    4.24%       4.26%     4.24%   4.23%
                         (Closing Dec 30)
 1715   4.36%    4.32%    4.29%       4.31%     4.29%   4.28%
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      (CONVERSION RATE - $1 = 71.3800/71.3900 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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