January 22, 2020 / 4:42 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 22

              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
               01.28%            01.28%             01.28%
                               (Jan 21)
1000        00.50/02.50        00.25/01.25        00.25/01.25
               01.28%            01.28%             01.28%
-----------------------------------------------------------------
 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   03.25/05.25    22.75/24.75    44.75/46.75   75.75/77.75
 1100   03.50/05.50    23.00/25.00    45.00/47.00   76.00/78.00
 1200   03.50/05.00    23.00/25.00    45.00/47.00   75.75/77.75
 1300   03.25/05.25    23.25/25.25    45.75/47.75   76.75/78.75
 1400   03.50/05.00    23.00/25.00    45.50/47.50   76.50/78.50
 1500   03.25/05.25    23.25/25.25    45.75/47.75   76.75/78.75
 1600   03.25/05.25    23.25/25.25    46.50/48.50   77.50/79.50
 1715   03.50/05.00    23.25/25.25    46.00/48.00   77.25/79.25
                       (Closing Jan 21)
 1715   04.00/05.50    23.75/25.75    46.50/48.50   78.00/80.00
-----------------------------------------------------------------
 TIME       MAY            JUN            JUL           AUG
-----------------------------------------------------------------
 1000   97.75/99.75  121.75/123.75  147.50/149.50  172.25/174.25
 1100   98.25/100.25 122.50/124.50  148.50/150.50  173.25/175.25
 1200   97.75/99.75  122.50/124.50  148.00/150.00  172.75/174.75
 1300   99.00/101.00 123.50/125.50  149.50/151.50  174.25/176.25
 1400   98.50/100.50 123.50/125.50  149.00/151.00  174.00/176.00
 1500   99.00/101.00 123.50/125.50  149.50/151.50  174.25/176.25
 1600   99.50/101.50 124.00/126.00  150.50/152.50  174.50/176.50
 1715   99.50/101.50 124.50/126.50  150.25/152.25  175.25/177.25
                       (Closing Jan 21)
 1715  100.00/102.00 125.00/127.00  150.75/152.75  175.75/177.75
-----------------------------------------------------------------    
 TIME      SEP            OCT            NOV            DEC
-----------------------------------------------------------------
 1000 197.00/199.00  222.00/224.00  245.75/247.75  273.50/275.50
 1100 198.00/200.00  223.00/225.00  246.75/248.75  274.50/276.50
 1200 197.50/199.50  222.50/224.50  246.25/248.25  274.00/276.00
 1300 199.00/201.00  224.00/226.00  247.75/249.75  275.50/277.50
 1400 198.50/200.50  223.25/225.25  247.25/249.25  275.00/277.00
 1500 199.00/201.00  224.25/226.25  248.00/250.00  276.00/278.00
 1600 199.25/201.25  224.50/226.50  248.50/250.50  276.50/278.50
 1715 200.00/202.00  225.00/227.00  249.00/251.00  277.00/279.00
                       (Closing Jan 21)
 1715 200.50/202.50  225.50/227.50  249.50/251.50  277.50/279.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.47%    3.50%    3.97%       4.02%     3.99%   4.02%
 1100   3.51%    3.52%    3.99%       4.04%     4.01%   4.05%
 1200   3.50%    3.52%    3.98%       4.02%     4.01%   4.03%
 1300   3.54%    3.57%    4.03%       4.07%     4.04%   4.07%
 1400   3.50%    3.55%    4.02%       4.05%     4.04%   4.06%
 1500   3.54%    3.57%    4.03%       4.07%     4.04%   4.07%
 1600   3.54%    3.62%    4.07%       4.09%     4.06%   4.10%
 1715   3.54%    3.59%    4.06%       4.09%     4.07%   4.10%
                       (Closing Jan 21)
 1715   3.51%    3.57%    4.04%       4.08%     4.06%   4.09%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.04%    4.06%    4.09%       4.11%     4.11%   4.12% 
 1100   4.06%    4.08%    4.11%       4.12%     4.13%   4.14%
 1200   4.05%    4.07%    4.10%       4.11%     4.12%   4.13%
 1300   4.08%    4.10%    4.13%       4.14%     4.14%   4.15%
 1400   4.07%    4.09%    4.12%       4.13%     4.13%   4.14%
 1500   4.08%    4.10%    4.13%       4.14%     4.15%   4.16%
 1600   4.09%    4.10%    4.14%       4.15%     4.16%   4.16%
 1715   4.11%    4.12%    4.15%       4.16%     4.17%   4.17%
                       (Closing Jan 21)
 1715   4.10%    4.11%    4.14%       4.15%     4.16%   4.17%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.1950/71.2050 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
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below