January 9, 2020 / 4:52 AM / 9 days ago

RPT-India fwd/annualised dlr premia-(close)-Jan 9

              Cash Spot        Cash Tom           Tom Next
----------------------------------------------------------------
               Bid/Ask          Bid/Ask           Bid/Ask
(in IST)  
1000         01.25/04.00      00.25/01.25       01.00/02.75     
                01.60%           01.28%            01.70%
                               (Jan 8)
1000         00.50/02.50      00.25/01.25       00.25/01.25     
                01.27%           01.27%            01.27%
-----------------------------------------------------------------
 TIME       JAN            FEB           MAR            APR
-----------------------------------------------------------------
 1000   11.50/13.50    31.25/33.25    55.25/57.25   90.75/92.75
 1100   11.50/13.00    31.50/33.50    55.50/57.50   91.50/93.50
 1200   11.75/13.25    31.75/33.75    55.75/57.75   92.00/94.00
 1300   11.75/13.25    31.75/33.75    55.75/57.75   91.75/93.75
 1400   11.50/13.50    31.50/33.50    55.50/57.50   91.75/93.75
 1500   11.50/13.00    31.50/33.50    55.50/57.50   91.25/93.25
 1600   11.50/13.00    31.50/33.50    55.50/57.50   91.00/93.00
 1715   11.50/13.50    31.25/33.25    55.25/57.25   90.75/92.75
                       (Closing Jan 8)
 1715   13.75/15.75    33.75/35.75    57.75/59.75   93.50/95.50
-----------------------------------------------------------------
 TIME       MAY            JUN            JUL           AUG
-----------------------------------------------------------------
 1000  113.50/115.50 138.50/140.50  164.50/166.50  189.50/191.50
 1100  114.50/116.50 139.50/141.50  166.00/168.00  190.50/192.50
 1200  115.00/117.00 140.00/142.00  166.50/168.50  191.00/193.00
 1300  114.75/116.75 139.75/141.75  166.25/168.25  190.75/192.75
 1400  114.50/116.50 139.75/141.75  166.00/168.00  191.00/193.00
 1500  113.75/115.75 138.75/140.75  165.25/167.25  189.75/191.75
 1600  113.50/115.50 138.50/140.50  165.00/167.00  189.50/191.50
 1715  113.50/115.50 138.50/140.50  164.75/166.75  189.25/191.25
                       (Closing Jan 8)
 1715  116.25/118.25 141.25/143.25  167.50/169.50  192.50/194.50
-----------------------------------------------------------------    
 TIME      SEP            OCT            NOV            DEC
-----------------------------------------------------------------
 1000 214.00/216.00  239.00/241.00  262.25/264.25  290.00/292.00
 1100 215.00/217.00  240.00/242.00  263.50/265.50  291.00/293.00
 1200 215.50/217.50  240.50/242.50  264.00/266.00  291.50/293.50
 1300 215.25/217.25  240.50/242.50  264.00/266.00  291.50/293.50
 1400 215.50/217.50  240.50/242.50  263.75/265.75  291.50/293.50
 1500 214.25/216.25  239.50/241.50  263.00/265.00  290.50/292.50
 1600 214.00/216.00  239.50/241.50  263.00/265.00  290.50/292.50
 1715 213.50/215.50  238.50/240.50  261.75/263.75  289.50/291.50
                       (Closing Jan 8)
 1715 217.00/219.00  242.00/244.00  265.25/267.25  293.00/295.00
-----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.57%    3.64%    4.02%       4.30%     4.24%   4.22%
 1100   3.57%    3.66%    4.05%       4.34%     4.27%   4.26%
 1200   3.61%    3.68%    4.07%       4.36%     4.29%   4.27%
 1300   3.61%    3.68%    4.06%       4.35%     4.28%   4.26%
 1400   3.59%    3.66%    4.05%       4.34%     4.27%   4.26%
 1500   3.57%    3.66%    4.04%       4.32%     4.25%   4.23%
 1600   3.57%    3.66%    4.04%       4.31%     4.24%   4.23%
 1715   3.58%    3.65%    4.03%       4.32%     4.25%   4.24%
                       (Closing Jan 8)
 1715   3.60%    3.65%    4.02%       4.30%     4.24%   4.22%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   4.22%    4.21%    4.22%       4.22%     4.21%   4.21%
 1100   4.25%    4.23%    4.24%       4.24%     4.23%   4.23%
 1200   4.27%    4.24%    4.25%       4.25%     4.24%   4.24%
 1300   4.25%    4.23%    4.24%       4.25%     4.24%   4.23%
 1400   4.25%    4.24%    4.24%       4.24%     4.23%   4.23%
 1500   4.23%    4.21%    4.22%       4.23%     4.22%   4.22%
 1600   4.23%    4.21%    4.23%       4.24%     4.23%   4.22%
 1715   4.24%    4.22%    4.22%       4.23%     4.22%   4.22%
                       (Closing Jan 8)
 1715   4.22%    4.21%    4.21%       4.22%     4.21%   4.20%
----------------------------------------------------------------
      (CONVERSION RATE - $1 = 71.2100/71.2200 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, Central bank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@refinitiv.com
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