January 30, 2020 / 4:47 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 30

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        01.25/04.25        00.25/01.25        01.00/03.00
               01.60%             01.28%             01.70%
                               (Jan 29)
1000        00.50/02.50        00.25/01.25        00.25/01.25
               01.28%             01.28%             01.28%
-----------------------------------------------------------------
 TIME       FEB           MAR            APR            MAY
-----------------------------------------------------------------
 1000   17.75/19.75    41.75/43.75    72.75/74.75    95.00/97.00
 1100   17.50/19.50    41.50/43.50    72.75/74.75    95.50/97.50
 1200   17.25/19.25    41.25/43.25    72.50/74.50    95.25/97.25
 1300   17.50/19.50    41.50/43.50    72.75/74.75    95.50/97.50
 1400   17.75/18.75    42.00/43.00    73.50/74.50    96.00/97.50
 1500   17.50/19.50    41.50/43.50    73.25/75.25    96.00/98.00
 1600   17.75/18.75    41.25/43.25    72.75/74.75    95.25/97.25
 1715   17.25/19.25    40.75/42.75    72.25/74.25    94.75/96.75
                       (Closing Jan 29)
 1715   19.50/21.50    43.50/45.50    74.50/76.50    97.75/99.75
-----------------------------------------------------------------
 TIME       JUN            JUL           AUG           SEP
-----------------------------------------------------------------
 1000  120.25/122.25  146.75/148.75  171.75/173.75  196.75/198.75
 1100  120.75/122.75  147.25/149.25  172.50/174.50  197.25/199.25
 1200  120.25/122.25  146.25/148.25  171.25/173.25  196.00/198.00
 1300  120.75/122.75  147.25/149.25  172.25/174.25  197.00/199.00
 1400  121.50/123.00  148.00/149.50  173.00/174.50  198.00/199.50
 1500  121.50/123.50  148.00/150.00  173.25/175.25  198.25/200.25
 1600  120.75/122.75  147.25/149.25  172.25/174.25  197.25/199.25
 1715  120.25/122.25  146.50/148.50  171.75/173.75  196.50/198.50
                       (Closing Jan 29)
 1715  122.75/124.75  149.00/151.00  174.50/176.50  199.25/201.25
-----------------------------------------------------------------    
 TIME      OCT            NOV            DEC            JAN
-----------------------------------------------------------------
 1000  222.25/224.25  246.25/248.25  274.25/276.25  299.00/301.00
 1100  222.75/224.75  246.75/248.75  274.75/276.75  299.50/301.50
 1200  221.25/223.25  245.25/247.25  273.25/275.25  298.00/300.00
 1300  222.25/224.25  246.25/248.25  274.25/276.25  299.00/301.00
 1400  223.00/224.50  247.00/248.50  275.00/276.50  300.00/301.50
 1500  223.75/225.75  247.75/249.75  275.75/277.75  300.50/302.50
 1600  222.50/224.50  246.50/248.50  274.50/276.50  299.50/301.50
 1715  222.00/224.00  246.00/248.00  274.25/276.25  299.00/301.00
                       (Closing Jan 29)
 1715  224.75/226.75  248.75/250.75  276.75/278.75  301.50/303.50
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.83%    3.90%    4.31%       4.22%     4.19%   4.21%
 1100   3.79%    3.88%    4.32%       4.24%     4.21%   4.23%
 1200   3.74%    3.86%    4.30%       4.23%     4.19%   4.20%
 1300   3.78%    3.88%    4.31%       4.23%     4.20%   4.22%
 1400   3.74%    3.88%    4.32%       4.25%     4.22%   4.24%
 1500   3.78%    3.89%    4.34%       4.26%     4.23%   4.25%
 1600   3.74%    3.86%    4.31%       4.23%     4.20%   4.23%
 1715   3.73%    3.82%    4.28%       4.21%     4.19%   4.21%
                       (Closing Jan 29)
 1715   3.75%    3.80%    4.30%       4.25%     4.20%   4.22%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.20%    4.21%    4.24%       4.24%     4.24%   4.24%
 1100   4.22%    4.23%    4.25%       4.25%     4.24%   4.25%
 1200   4.19%    4.20%    4.22%       4.22%     4.22%   4.23%
 1300   4.21%    4.21%    4.23%       4.23%     4.23%   4.24%
 1400   4.22%    4.23%    4.24%       4.24%     4.24%   4.25%
 1500   4.24%    4.24%    4.26%       4.26%     4.26%   4.26%
 1600   4.21%    4.22%    4.24%       4.24%     4.24%   4.25%
 1715   4.20%    4.21%    4.23%       4.23%     4.23%   4.24%
                       (Closing Jan 29)
 1715   4.22%    4.22%    4.25%       4.25%     4.25%   4.26%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.4825/71.4925 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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