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RPT-India fwd/annualised dlr premia-Aug 18

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        00.50/02.50       00.25/01.25        00.25/1.25
               01.22%            01.22%             01.22%
                                (Aug 17)
1010        00.50/02.50       00.25/01.25        00.25/1.25
               01.22%            01.22%             01.22%
------------------------------------------------------------------    
 TIME       AUG            SEP            OCT           NOV
------------------------------------------------------------------
 1000   07.50/08.50    30.50/31.50    53.50/54.50   77.00/78.50
 1100   06.50/08.50    29.00/31.00    52.75/54.75   76.25/78.25
 1200   06.50/08.50    29.00/31.00    52.75/54.75   76.25/78.25
 1300   06.50/08.50    29.00/31.00    52.25/54.25   75.50/77.50
 1415   06.50/08.50    29.00/31.00    52.50/54.50   76.00/78.00
                                 (Aug 17) 
 1415   07.25/09.25    29.75/31.75    53.25/55.25   76.50/78.50
------------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
------------------------------------------------------------------
 1000  104.00/105.50 128.00/129.50  150.50/152.00  177.50/179.00
 1100  103.75/105.75 127.75/129.75  150.75/152.75  178.00/180.00
 1200  103.75/105.75 128.25/130.25  151.25/153.25  178.75/180.75
 1300  102.50/104.50 126.50/128.50  149.50/151.50  177.00/179.00
 1415  103.25/105.25 127.75/129.75  150.75/152.75  178.25/180.25
                                 (Aug 17) 
 1415  104.00/106.00 128.50/130.50  151.50/153.50  178.50/180.50
------------------------------------------------------------------
 TIME      APR             MAY             JUN          JUL
------------------------------------------------------------------
 1000 208.50/210.00  231.00/232.50  258.00/259.50  282.50/284.00
 1100 209.00/211.00  232.00/234.00  259.00/261.00  283.50/285.50
 1200 209.75/211.75  232.50/234.50  259.25/261.25  284.00/286.00
 1300 208.00/210.00  230.75/232.75  257.50/259.50  282.00/284.00
 1415 209.25/211.25  232.00/234.00  258.75/260.75  283.50/285.50
                                 (Aug 17) 
 1415 209.00/211.00  231.75/233.75  258.25/260.25  282.50/284.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1000   3.68%    3.75%    3.82%       3.84%     3.87%   3.88%
 1100   3.54%    3.71%    3.80%       3.83%     3.87%   3.89%
 1200   3.54%    3.71%    3.79%       3.83%     3.88%   3.91%
 1300   3.55%    3.68%    3.76%       3.79%     3.83%   3.86%
 1415   3.55%    3.70%    3.79%       3.82%     3.87%   3.90%
                                 (Aug 17) 
 1415   3.54%    3.69%    3.77%       3.81%     3.86%   3.89%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1000   3.90%    3.99%    4.03%       4.02%     4.02%   4.01%
 1100   3.91%    4.01%    4.05%       4.04%     4.04%   4.03%
 1200   3.93%    4.02%    4.06%       4.04%     4.04%   4.04%
 1300   3.89%    3.99%    4.03%       4.02%     4.02%   4.01%
 1415   3.92%    4.02%    4.05%       4.04%     4.04%   4.03%
                                 (Aug 17)  
 1415   3.90%    3.99%    4.02%       4.01%     4.01%   4.00%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.7550/74.7650 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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