January 1, 2020 / 4:50 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 1

             Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000             N/A              N/A           00.25/01.25     
                 N/A              N/A              01.28%
                               (Dec 31)
1000         01.50/02.00      01.50/02.00           N/A     
                03.84%           03.84%             N/A      
-----------------------------------------------------------------
 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   18.50/20.50    38.50/40.50    63.50/65.50   101.00/103.00
 1100   18.25/20.25    38.25/40.25    63.00/65.00   100.25/102.25
 1200   18.50/20.50    38.50/40.50    63.25/65.25   100.50/102.50
 1300   18.50/20.50    38.25/40.25    63.00/65.00   100.25/102.25
 1400   18.50/20.50    38.25/40.25    63.00/65.00   100.25/102.25
 1500   18.75/20.75    38.75/40.75    63.50/65.50   100.50/102.50
 1600   19.00/20.00    39.50/40.50    64.00/65.00   101.00/102.50
 1715   18.75/20.75    39.00/41.00    64.00/66.00   102.00/104.00
                        (Closing Dec 31) 
 1715   19.25/21.25    39.50/41.50    64.25/66.25   102.50/104.50
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 TIME       MAY            JUN            JUL           AUG
-----------------------------------------------------------------
 1000  123.00/125.00  147.00/149.00  174.00/176.00  199.00/201.00
 1100  122.25/124.25  146.75/148.75  173.25/175.25  198.00/200.00
 1200  122.50/124.50  147.25/149.25  173.75/175.75  198.50/200.50
 1300  122.25/124.25  147.00/149.00  173.50/175.50  198.50/200.50
 1400  122.25/124.25  147.00/149.00  173.50/175.50  198.50/200.50
 1500  122.50/124.50  147.25/149.25  173.75/175.75  198.50/200.50
 1600  123.00/124.50  147.50/149.00  174.50/176.00  199.00/200.50
 1715  124.00/126.00  148.75/150.75  175.50/177.50  200.50/202.50
                       (Closing Dec 31)
 1715  124.50/126.50  149.00/151.00  175.50/177.50  200.50/202.50
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 TIME      SEP            OCT            NOV            DEC
-----------------------------------------------------------------
 1000  223.00/225.00  248.50/250.50  271.50/273.50  298.50/300.50
 1100  221.75/223.75  247.25/249.25  270.00/272.00  297.00/299.00
 1200  222.25/224.25  247.75/249.75  270.50/272.50  297.50/299.50
 1300  222.25/224.25  247.75/249.75  270.50/272.50  297.50/299.50
 1400  222.25/224.25  247.75/249.75  270.50/272.50  297.50/299.50
 1500  222.25/224.25  247.75/249.75  270.75/272.75  298.00/300.00
 1600  223.00/224.50  248.50/250.00  271.50/273.00  298.50/300.00
 1715  224.50/226.50  250.00/252.00  273.25/275.25  300.50/302.50
                       (Closing Dec 31)
 1715 224.50/226.50   250.00/252.00  273.00/275.00  300.00/302.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.57%    3.64%    3.84%       4.41%     4.30%   4.24%
 1100   3.53%    3.61%    3.81%       4.37%     4.28%   4.22%
 1200   3.57%    3.63%    3.82%       4.38%     4.29%   4.24%
 1300   3.57%    3.61%    3.81%       4.37%     4.28%   4.23%
 1400   3.57%    3.61%    3.81%       4.37%     4.28%   4.23%
 1500   3.61%    3.65%    3.84%       4.39%     4.29%   4.24%
 1600   3.58%    3.67%    3.84%       4.40%     4.30%   4.24%
 1715   3.62%    3.68%    3.87%       4.45%     4.34%   4.29%
                       (Closing Dec 31)
 1715   3.58%    3.65%    3.84%       4.43%     4.32%   4.26%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.26%    4.25%    4.23%       4.25%     4.24%   4.22%
 1100   4.24%    4.22%    4.21%       4.23%     4.21%   4.20%
 1200   4.25%    4.23%    4.22%       4.24%     4.22%   4.21%
 1300   4.25%    4.23%    4.22%       4.24%     4.22%   4.21%
 1400   4.25%    4.23%    4.22%       4.24%     4.22%   4.21%
 1500   4.26%    4.23%    4.22%       4.24%     4.23%   4.22%
 1600   4.27%    4.24%    4.23%       4.25%     4.23%   4.22%
 1715   4.30%    4.28%    4.27%       4.28%     4.27%   4.26%
                       (Closing Dec 31)
 1715   4.27%    4.26%    4.24%       4.26%     4.24%   4.23%
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      (CONVERSION RATE - $1 = 71.2225/71.2325 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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