January 10, 2020 / 4:42 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 10

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         01.25/03.75      01.00/02.50       00.25/01.25     
                01.60%           01.71%            01.28%
                               (Jan 9)
1000         01.25/04.00      00.25/01.25       01.00/02.75     
                01.60%           01.28%            01.70%
-----------------------------------------------------------------
 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   10.75/12.75    30.50/32.50    54.50/56.50   89.75/91.75
 1100   10.75/12.25    30.50/32.50    54.50/56.50   89.50/91.50
 1200   10.75/12.25    30.50/32.50    54.25/56.25   89.00/91.00
 1300   11.00/12.50    30.75/32.75    54.50/56.50   89.00/91.00
 1400   10.75/12.75    30.50/32.50    54.25/56.25   89.00/91.00
 1500   10.75/12.75    30.50/32.50    54.50/56.50   89.50/91.50
 1600   10.75/12.75    30.50/32.50    54.25/56.25   89.00/91.00
 1715   10.75/12.75    30.50/32.50    54.25/56.25   89.00/91.00
                       (Closing Jan 9)
 1715   11.50/13.50    31.25/33.25    55.25/57.25   90.75/92.75
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 TIME       MAY            JUN            JUL           AUG
-----------------------------------------------------------------
 1000  112.50/114.50 137.75/139.75  164.00/166.00  188.50/190.50
 1100  112.50/114.50 137.50/139.50  163.50/165.50  188.00/190.00
 1200  111.50/113.50 136.50/138.50  162.50/164.50  187.00/189.00
 1300  111.50/113.50 136.50/138.50  162.50/164.50  187.00/189.00
 1400  111.75/113.75 136.75/138.75  162.25/164.25  187.00/189.00
 1500  112.25/114.25 137.25/139.25  163.00/165.00  187.50/189.50
 1600  111.50/113.50 136.50/138.50  162.25/164.25  187.00/189.00
 1715  111.50/113.50 136.50/138.50  162.25/164.25  187.00/189.00
                       (Closing Jan 9)
 1715  113.50/115.50 138.50/140.50  164.75/166.75  189.25/191.25
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 TIME      SEP            OCT            NOV            DEC
-----------------------------------------------------------------
 1000 213.00/215.00  238.00/240.00  261.25/263.25  289.00/291.00
 1100 212.00/214.00  237.50/239.50  261.00/263.00  289.00/291.00
 1200 211.00/213.00  236.50/238.50  260.00/262.00  288.00/290.00
 1300 211.50/213.50  236.50/238.50  260.00/262.00  288.00/290.00
 1400 211.50/213.50  236.50/238.50  260.00/262.00  288.00/290.00
 1500 212.00/214.00  237.00/239.00  260.50/262.50  288.50/290.50
 1600 211.50/213.50  236.50/238.50  260.00/262.00  288.00/290.00
 1715 211.50/213.50  236.50/238.50  260.00/262.00  288.00/290.00
                       (Closing Jan 9)
 1715 213.50/215.50  238.50/240.50  261.75/263.75  289.50/291.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.58%    3.66%    4.08%       4.32%     4.26%   4.25%
 1100   3.56%    3.66%    4.07%       4.31%     4.25%   4.24%
 1200   3.56%    3.65%    4.05%       4.28%     4.22%   4.21%
 1300   3.60%    3.67%    4.06%       4.28%     4.22%   4.21%
 1400   3.58%    3.66%    4.06%       4.29%     4.23%   4.21%
 1500   3.58%    3.67%    4.07%       4.31%     4.25%   4.23%
 1600   3.59%    3.66%    4.06%       4.29%     4.23%   4.21%
 1715   3.59%    3.66%    4.06%       4.29%     4.23%   4.22%
                       (Closing Jan 9)
 1715   3.58%    3.65%    4.03%       4.32%     4.25%   4.24%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.24%    4.23%    4.24%       4.24%     4.23%   4.23%
 1100   4.23%    4.21%    4.22%       4.23%     4.23%   4.23%
 1200   4.21%    4.19%    4.20%       4.21%     4.21%   4.21%
 1300   4.20%    4.19%    4.20%       4.21%     4.21%   4.21%
 1400   4.21%    4.20%    4.21%       4.22%     4.22%   4.22%
 1500   4.22%    4.21%    4.22%       4.22%     4.22%   4.22%
 1600   4.21%    4.20%    4.22%       4.22%     4.22%   4.22%
 1715   4.21%    4.21%    4.22%       4.22%     4.22%   4.23%
                       (Closing Jan 9)
 1715   4.24%    4.22%    4.22%       4.23%     4.22%   4.22%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.9375/70.9475 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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