January 15, 2020 / 4:41 AM / 13 days ago

RPT-India fwd/annualised dlr premia-(close)-Jan 15

              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 14)
1000         00.50/02.50      00.25/01.25       00.25/01.25     
                01.29%           01.29%            01.29%
-----------------------------------------------------------------
 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   08.50/10.00    28.50/30.50    52.00/54.00   86.50/88.50
 1100   08.75/10.25    28.50/30.50    52.00/54.00   86.00/88.00
 1200   08.50/10.50    28.50/30.50    51.75/53.75   86.00/88.00
 1300   08.50/10.50    28.50/30.50    51.75/53.75   85.75/87.75
 1400   09.00/10.50    28.75/30.75    52.00/54.00   86.00/88.00
 1500   09.00/10.50    28.75/30.75    52.00/54.00   86.00/88.00
 1600   08.50/10.50    28.50/30.50    52.00/54.00   86.00/88.00
 1715   08.75/10.75    28.75/30.75    52.00/54.00   86.25/88.25
                       (Closing Jan 14)
 1715   09.25/11.25    29.00/31.00    52.50/54.50   86.75/88.75
-----------------------------------------------------------------
 TIME       MAY            JUN            JUL           AUG
-----------------------------------------------------------------
 1000  109.00/111.00 134.00/136.00  160.00/162.00  185.00/187.00
 1100  108.75/110.75 134.00/136.00  160.00/162.00  185.00/187.00
 1200  108.75/110.75 134.00/136.00  160.00/162.00  185.00/187.00
 1300  108.50/110.50 133.75/135.75  160.00/162.00  185.00/187.00
 1400  108.75/110.75 134.00/136.00  160.50/162.50  185.50/187.50
 1500  108.75/110.75 134.00/136.00  160.50/162.50  185.50/187.50
 1600  109.00/111.00 134.25/136.25  160.25/162.25  185.50/187.50
 1715  109.25/111.25 134.50/136.50  160.75/162.75  186.00/188.00
                       (Closing Jan 14)
 1715  109.50/111.50 134.75/136.75  160.75/162.75  185.75/187.75 
-----------------------------------------------------------------    
 TIME      SEP            OCT            NOV            DEC
-----------------------------------------------------------------
 1000 210.00/212.00  235.50/237.50  259.00/261.00  287.00/289.00
 1100 210.00/212.00  235.00/237.00  258.50/260.50  286.50/288.50
 1200 209.75/211.75  235.00/237.00  259.00/261.00  287.00/289.00
 1300 209.75/211.75  235.00/237.00  259.00/261.00  287.00/289.00
 1400 210.50/212.50  236.00/238.00  260.00/262.00  288.00/290.00
 1500 210.50/212.50  236.00/238.00  260.00/262.00  288.00/290.00
 1600 210.25/212.25  235.50/237.50  259.50/261.50  287.50/289.50
 1715 210.75/212.75  236.00/238.00  260.25/262.25  288.50/290.50
                       (Closing Jan 14)
 1715 210.25/212.25  235.50/237.50  259.50/261.50  287.50/289.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.58%    3.66%    4.10%       4.28%     4.23%   4.22%
 1100   3.60%    3.66%    4.09%       4.27%     4.22%   4.22%
 1200   3.60%    3.65%    4.08%       4.27%     4.23%   4.22%
 1300   3.60%    3.65%    4.08%       4.26%     4.22%   4.22%
 1400   3.64%    3.68%    4.09%       4.27%     4.23%   4.23%
 1500   3.64%    3.68%    4.09%       4.27%     4.23%   4.23%
 1600   3.60%    3.67%    4.09%       4.28%     4.24%   4.23%
 1715   3.64%    3.68%    4.10%       4.29%     4.25%   4.25%
                       (Closing Jan 14)
 1715   3.58%    3.65%    4.06%       4.26%     4.22%   4.22%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.22%    4.22%    4.25%       4.25%     4.25%   4.25%
 1100   4.22%    4.22%    4.24%       4.24%     4.24%   4.24%
 1200   4.22%    4.22%    4.24%       4.25%     4.25%   4.25%
 1300   4.22%    4.22%    4.24%       4.25%     4.25%   4.25%
 1400   4.24%    4.24%    4.26%       4.27%     4.27%   4.27%
 1500   4.24%    4.24%    4.26%       4.27%     4.27%   4.27%
 1600   4.23%    4.23%    4.25%       4.26%     4.26%   4.26%
 1715   4.25%    4.25%    4.26%       4.27%     4.28%   4.28%
                       (Closing Jan 14)
 1715   4.22%    4.22%    4.23%       4.24%     4.24%   4.25%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 70.8100/70.8200 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.
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail: rru.data@refinitiv.com
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