January 17, 2020 / 4:40 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 17

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         02.00/03.50      02.00/03.50           N/A      
                02.57%           02.57%             N/A 
                               (Jan 16)
1000         02.25/04.75      00.25/01.25       02.00/03.50     
                02.32%           01.29%            02.58%
-----------------------------------------------------------------
 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   05.75/07.25    25.75/27.75    49.00/51.00   82.50/84.50
 1100   05.75/07.25    25.75/27.75    49.00/51.00   82.50/84.50
 1200   06.00/07.50    25.50/27.50    49.00/51.00   82.75/84.75
 1300   06.00/07.50    25.50/27.50    49.00/51.00   82.75/84.75
 1400   06.00/07.00    26.00/27.00    49.25/50.25   82.50/84.00
 1500   06.25/07.25    26.00/27.00    49.25/50.25   82.50/84.00
 1600   06.00/07.50    25.50/27.50    49.00/51.00   82.50/84.50
 1715   06.00/07.50    25.50/27.50    49.00/51.00   82.50/84.50
                       (Closing Jan 16)
 1715   06.25/07.75    25.75/27.75    49.25/51.25   83.00/85.00
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 TIME       MAY            JUN            JUL           AUG
-----------------------------------------------------------------
 1000  105.50/107.50 131.00/133.00  158.00/160.00  183.00/185.00
 1100  105.50/107.50 131.00/133.00  158.00/160.00  183.00/185.00
 1200  105.50/107.50 130.75/132.75  157.00/159.00  182.50/184.50
 1300  105.50/107.50 130.75/132.75  157.00/159.00  182.50/184.50
 1400  105.00/106.50 130.50/132.00  157.00/158.50  182.00/183.50
 1500  105.00/106.50 130.00/131.50  156.50/158.00  182.00/183.50
 1600  105.00/107.00 130.00/132.00  156.50/158.50  182.00/184.00
 1715  105.00/107.00 130.00/132.00  156.50/158.50  182.00/184.00
                       (Closing Jan 16)
 1715  106.00/108.00 131.00/133.00  157.50/159.50  183.00/185.00
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 TIME      SEP            OCT            NOV            DEC
-----------------------------------------------------------------
 1000 208.00/210.00  233.50/235.50  257.75/259.75  286.00/288.00
 1100 208.00/210.00  233.50/235.50  257.75/259.75  286.00/288.00
 1200 207.25/209.25  232.75/234.75  257.25/259.25  285.50/287.50
 1300 207.25/209.25  232.75/234.75  257.25/259.25  285.50/287.50
 1400 207.00/208.50  232.50/234.00  257.00/258.50  285.50/287.00
 1500 207.00/208.50  232.50/234.00  256.75/258.25  285.00/286.50
 1600 206.75/208.75  232.25/234.25  256.75/258.75  285.00/287.00
 1715 206.75/208.75  232.25/234.25  256.75/258.75  285.00/287.00
                       (Closing Jan 16)
 1715 207.75/209.75  233.25/235.25  257.75/259.75  286.00/288.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.61%    3.67%    4.15%       4.26%     4.22%   4.25%
 1100   3.61%    3.67%    4.15%       4.26%     4.22%   4.25%
 1200   3.58%    3.66%    4.16%       4.26%     4.21%   4.22%
 1300   3.58%    3.66%    4.16%       4.26%     4.21%   4.22%
 1400   3.57%    3.64%    4.13%       4.23%     4.19%   4.21%
 1500   3.58%    3.64%    4.13%       4.23%     4.18%   4.20%
 1600   3.58%    3.66%    4.15%       4.24%     4.19%   4.21%
 1715   3.58%    3.65%    4.14%       4.23%     4.19%   4.20%
                       (Closing Jan 16)
 1715   3.62%    3.68%    4.18%       4.28%     4.23%   4.24%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.25%    4.25%    4.27%       4.28%     4.28%   4.28%
 1100   4.25%    4.25%    4.27%       4.28%     4.28%   4.28%
 1200   4.23%    4.23%    4.25%       4.27%     4.27%   4.27%
 1300   4.23%    4.23%    4.25%       4.27%     4.27%   4.27%
 1400   4.21%    4.21%    4.24%       4.26%     4.26%   4.26%
 1500   4.21%    4.22%    4.24%       4.25%     4.25%   4.26%
 1600   4.22%    4.22%    4.24%       4.26%     4.26%   4.26%
 1715   4.21%    4.22%    4.24%       4.25%     4.26%   4.26%
                       (Closing Jan 16)
 1715   4.25%    4.25%    4.27%       4.28%     4.28%   4.28%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.0800/71.0900 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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