January 13, 2020 / 4:38 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 13

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         00.50/02.50      00.25/01.25       00.25/01.25     
                01.29%           01.29%            01.29%
                               (Jan 10)
1000         01.25/03.75      01.00/02.50       00.25/01.25     
                01.60%           01.71%            01.28%
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 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   10.00/11.50    30.00/32.00    53.50/55.50   88.00/90.00
 1100   09.75/11.75    29.50/31.50    53.00/55.00   87.25/89.25
 1200   09.75/11.75    29.50/31.50    53.00/55.00   87.25/89.25
 1300   09.75/11.75    29.50/31.50    53.00/55.00   87.25/89.25
 1400   09.75/11.75    29.50/31.50    53.00/55.00   87.25/89.25
 1500   09.75/11.75    29.50/31.50    53.00/55.00   87.25/89.25
 1600   10.00/11.00    30.00/31.00    53.50/54.50   87.00/88.50
 1715   09.75/11.50    29.50/31.50    53.25/55.25   87.50/89.50
                       (Closing Jan 10)
 1715   10.75/12.75    30.50/32.50    54.25/56.25   89.00/91.00
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 TIME       MAY            JUN            JUL           AUG
-----------------------------------------------------------------
 1000  111.00/113.00 136.00/138.00  162.00/164.00  186.50/188.50
 1100  110.00/112.00 135.00/137.00  160.75/162.75  185.50/187.50
 1200  110.00/112.00 135.00/137.00  160.75/162.75  185.50/187.50
 1300  110.00/112.00 135.00/137.00  161.00/163.00  186.00/188.00
 1400  109.75/111.75 134.75/136.75  160.50/162.50  185.50/187.50
 1500  109.75/111.75 134.75/136.75  160.50/162.50  185.50/187.50
 1600  109.50/111.00 134.50/136.00  160.50/162.00  185.00/186.50
 1715  110.25/112.25 135.25/137.25  161.25/163.25  186.25/188.25
                       (Closing Jan 10)
 1715  111.50/113.50 136.50/138.50  162.25/164.25  187.00/189.00
-----------------------------------------------------------------    
 TIME      SEP            OCT            NOV            DEC
-----------------------------------------------------------------
 1000 211.00/213.00  236.00/238.00  259.50/261.50  287.50/289.50
 1100 210.00/212.00  235.00/237.00  258.50/260.50  286.50/288.50
 1200 210.00/212.00  235.00/237.00  258.50/260.50  286.50/288.50
 1300 210.50/212.50  235.50/237.50  259.00/261.00  287.00/289.00
 1400 210.00/212.00  235.00/237.00  258.50/260.50  286.50/288.50
 1500 210.00/212.00  235.00/237.00  258.50/260.50  286.50/288.50
 1600 209.50/211.00  235.00/236.50  258.50/260.00  286.50/288.00
 1715 210.75/212.75  236.00/238.00  259.50/261.50  287.50/289.50
                       (Closing Jan 10)
 1715 211.50/213.50  236.50/238.50  260.00/262.00  288.00/290.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.60%    3.67%    4.06%       4.30%     4.25%   4.23%
 1100   3.56%    3.63%    4.03%       4.26%     4.22%   4.21%
 1200   3.55%    3.63%    4.03%       4.26%     4.21%   4.20%
 1300   3.55%    3.63%    4.02%       4.26%     4.21%   4.20%
 1400   3.55%    3.63%    4.03%       4.25%     4.21%   4.20%
 1500   3.56%    3.63%    4.03%       4.26%     4.21%   4.20%
 1600   3.54%    3.63%    4.01%       4.23%     4.19%   4.19%
 1715   3.55%    3.64%    4.04%       4.27%     4.22%   4.21%
                       (Closing Jan 10)
 1715   3.59%    3.66%    4.06%       4.29%     4.23%   4.22%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.23%    4.22%    4.23%       4.24%     4.23%   4.24%
 1100   4.20%    4.20%    4.21%       4.22%     4.22%   4.23%
 1200   4.20%    4.20%    4.21%       4.22%     4.22%   4.23%
 1300   4.21%    4.21%    4.22%       4.23%     4.22%   4.23%
 1400   4.20%    4.20%    4.21%       4.22%     4.22%   4.23%
 1500   4.20%    4.20%    4.21%       4.22%     4.22%   4.23%
 1600   4.19%    4.18%    4.20%       4.22%     4.22%   4.22%
 1715   4.22%    4.21%    4.23%       4.23%     4.23%   4.24%
                       (Closing Jan 10)
 1715   4.21%    4.21%    4.22%       4.22%     4.22%   4.23%
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      (CONVERSION RATE - $1 = 70.8600/70.8700 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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