January 31, 2020 / 4:44 AM / 19 days ago

RPT-India fwd/annualised dlr premia-(close)-Jan 31

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        01.25/04.25        01.00/03.00        00.25/01.25
               01.60%             01.70%             01.28%
                               (Jan 30)
1000        01.25/04.25        00.25/01.25        01.00/03.00
               01.60%             01.28%             01.70%
-----------------------------------------------------------------
 TIME       FEB           MAR            APR            MAY
-----------------------------------------------------------------
 1000   16.75/18.75    40.50/42.50    71.50/73.50    94.00/96.00
 1100   16.25/18.25    40.00/42.00    71.50/73.50    94.00/96.00
 1200   16.25/18.25    40.25/42.25    71.75/73.75    94.25/96.25
 1300   16.25/18.25    40.25/42.25    71.75/73.75    94.25/96.25
 1400   16.25/18.25    40.25/42.25    71.75/73.75    94.00/96.00
 1500   16.25/18.25    40.25/42.25    71.75/73.75    94.00/96.00
 1600   16.25/18.25    40.25/42.25    71.75/73.75    94.00/96.00
 1715   16.25/18.25    40.25/42.25    71.75/73.75    94.00/96.00
                        (Closing Jan 30)
 1715   17.25/19.25    40.75/42.75    72.25/74.25    94.75/96.75
-----------------------------------------------------------------
 TIME       JUN            JUL           AUG           SEP
-----------------------------------------------------------------
 1000  119.50/121.50  146.00/148.00  171.00/173.00  196.00/198.00
 1100  119.00/121.00  145.25/147.25  170.50/172.50  195.25/197.25
 1200  119.25/121.25  145.75/147.75  171.00/173.00  195.75/197.75
 1300  119.25/121.25  145.75/147.75  171.00/173.00  195.75/197.75
 1400  119.50/121.50  146.00/148.00  171.00/173.00  196.00/198.00
 1500  119.50/121.50  146.00/148.00  171.00/173.00  196.00/198.00
 1600  119.50/121.50  146.00/148.00  171.00/173.00  195.75/197.75
 1715  119.50/121.50  146.00/148.00  171.00/173.00  195.75/197.75
                       (Closing Jan 30)
 1715  120.25/122.25  146.50/148.50  171.75/173.75  196.50/198.50
-----------------------------------------------------------------    
 TIME      OCT            NOV            DEC            JAN
-----------------------------------------------------------------
 1000  221.00/223.00  245.00/247.00  273.00/275.00  298.00/300.00
 1100  220.50/222.50  244.50/246.50  272.75/274.75  297.50/299.50
 1200  221.00/223.00  245.00/247.00  273.25/275.25  298.00/300.00
 1300  221.00/223.00  245.00/247.00  273.25/275.25  298.00/300.00
 1400  221.00/223.00  245.00/247.00  273.00/275.00  298.00/300.00
 1500  221.00/223.00  245.00/247.00  273.00/275.00  298.00/300.00
 1600  221.00/223.00  245.00/247.00  273.25/275.25  298.00/300.00
 1715  221.00/223.00  245.00/247.00  273.25/275.25  298.00/300.00
                       (Closing Jan 30)
 1715  222.00/224.00  246.00/248.00  274.25/276.25  299.00/301.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.78%    3.95%    4.29%       4.21%     4.20%   4.22%
 1100   3.69%    3.92%    4.29%       4.21%     4.17%   4.19%
 1200   3.70%    3.94%    4.30%       4.22%     4.18%   4.21%
 1300   3.70%    3.94%    4.31%       4.22%     4.19%   4.21%
 1400   3.70%    3.95%    4.31%       4.22%     4.20%   4.22%
 1500   3.70%    3.95%    4.31%       4.22%     4.20%   4.22%
 1600   3.70%    3.94%    4.31%       4.22%     4.20%   4.22%
 1715   3.70%    3.95%    4.31%       4.22%     4.20%   4.22%
                       (Closing Jan 30)
 1715   3.73%    3.82%    4.28%       4.21%     4.19%   4.21%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.21%    4.22%    4.23%       4.23%     4.23%   4.24%
 1100   4.19%    4.20%    4.22%       4.22%     4.22%   4.23%
 1200   4.20%    4.21%    4.23%       4.23%     4.23%   4.24%
 1300   4.21%    4.21%    4.24%       4.24%     4.24%   4.25%
 1400   4.21%    4.22%    4.24%       4.24%     4.24%   4.25%
 1500   4.21%    4.22%    4.24%       4.24%     4.24%   4.25%
 1600   4.21%    4.21%    4.23%       4.23%     4.24%   4.24%
 1715   4.21%    4.22%    4.24%       4.24%     4.24%   4.25%
                        (Closing Jan 30)
 1715   4.20%    4.21%    4.23%       4.23%     4.23%   4.24%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.3400/71.3500 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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