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RPT-India fwd/annualised dlr premia-Aug 17

                 Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010        00.50/02.50       00.25/01.25        00.25/1.25
               01.22%            01.22%             01.22%
                                (Aug 14)
1010        02.00/04.00       01.50/03.00        00.50/1.00
               02.44%            02.44%             02.44%
------------------------------------------------------------------    
 TIME       AUG            SEP            OCT           NOV
------------------------------------------------------------------
 1010   07.50/09.50    30.00/32.00    53.00/55.00   75.75/77.75
 1100   07.25/09.25    29.75/31.75    52.75/54.75   75.50/77.50
 1200   07.25/09.25    29.50/31.50    53.00/55.00   76.00/78.00
 1300   07.25/09.25    29.75/31.75    53.00/55.00   76.25/78.25
 1415   07.25/09.25    29.75/31.75    53.25/55.25   76.50/78.50
                                 (Aug 14) 
 1415   07.75/09.75    30.25/32.25    53.50/55.50   76.25/78.25 
------------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
------------------------------------------------------------------
 1010  102.75/104.75 125.75/127.75  148.25/150.25  175.00/177.00
 1100  102.50/104.50 125.75/127.75  148.25/150.25  174.75/176.75
 1200  103.25/105.25 126.50/128.50  149.00/151.00  175.50/177.50
 1300  103.50/105.50 127.00/129.00  149.75/151.75  176.75/178.75
 1415  104.00/106.00 128.50/130.50  151.50/153.50  178.50/180.50
                                 (Aug 14) 
 1415  103.25/105.25 126.25/128.25  148.75/150.75  175.75/177.75
------------------------------------------------------------------
 TIME      APR             MAY             JUN          JUL
------------------------------------------------------------------
 1010 205.75/207.75  228.50/230.50  255.50/257.50  280.00/282.00
 1100 205.25/207.25  228.00/230.00  255.00/257.00  279.50/281.50
 1200 206.25/208.25  229.00/231.00  256.00/258.00  280.50/282.50
 1300 207.50/209.50  230.25/232.25  257.25/259.25  282.00/284.00
 1415 209.00/211.00  231.75/233.75  258.25/260.25  282.50/284.50
                                 (Aug 14) 
 1415 206.75/208.75  229.75/231.75  257.00/259.00  281.50/283.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.58%    3.68%    3.74%       3.77%     3.79%   3.81%
 1100   3.54%    3.66%    3.72%       3.76%     3.78%   3.81%
 1200   3.52%    3.67%    3.75%       3.78%     3.81%   3.83%
 1300   3.54%    3.69%    3.77%       3.81%     3.85%   3.87%
 1415   3.54%    3.69%    3.77%       3.81%     3.86%   3.89%
                                 (Aug 14) 
 1415   3.50%    3.65%    3.72%       3.75%     3.78%   3.80%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.83%    3.92%    3.97%       3.97%     3.97%   3.97%
 1100   3.82%    3.91%    3.96%       3.96%     3.96%   3.96%
 1200   3.84%    3.93%    3.98%       3.98%     3.98%   3.98%
 1300   3.88%    3.97%    4.00%       4.00%     4.00%   3.99%
 1415   3.90%    3.99%    4.02%       4.01%     4.01%   4.00%
                                 (Aug 14)  
 1415   3.82%    3.92%    3.97%       3.98%     3.98%   3.98%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.8850/74.8950 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 Bank Of Baroda,Canara 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

 (Created by Aditi Mankar)
  
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