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RPT-India fwd/annualised dlr premia-Aug 19

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1020        00.50/02.50       00.25/01.25        00.25/1.25
               01.22%            01.22%             01.22%
                                (Aug 18)
1000        00.50/02.50       00.25/01.25        00.25/1.25
               01.22%            01.22%             01.22%
------------------------------------------------------------------    
 TIME       AUG            SEP            OCT           NOV
------------------------------------------------------------------
 1020   05.75/07.75    28.25/30.25    51.75/53.75   75.25/77.25
 1100   06.50/07.50    29.50/30.50    52.50/53.50   76.00/77.50
 1200   05.75/07.75    28.50/30.50    52.25/54.25   76.00/78.00
 1300   06.50/07.50    29.75/30.75    53.25/54.25   76.75/78.25
 1415   05.75/07.75    29.00/31.00    53.50/55.50   78.00/80.00
                                (Aug 18) 
 1415   06.50/08.50    29.00/31.00    52.50/54.50   76.00/78.00
------------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
------------------------------------------------------------------
 1020  102.75/104.75 127.00/129.00  150.00/152.00  177.50/179.50
 1100  102.50/104.00 127.50/129.00  150.00/151.50  177.50/179.00
 1200  103.75/105.75 128.25/130.25  151.25/153.25  178.75/180.75
 1300  103.50/105.00 128.50/130.00  151.50/153.00  179.00/180.50
 1415  106.25/108.25 131.00/133.00  154.50/156.50  182.00/184.00
                                (Aug 18) 
 1415  103.25/105.25 127.75/129.75  150.75/152.75  178.25/180.25
------------------------------------------------------------------
 TIME      APR             MAY             JUN          JUL
------------------------------------------------------------------
 1020 208.50/210.50  231.50/233.50  258.50/260.50  283.00/285.00
 1100 209.00/210.50  232.00/233.50  259.00/260.50  283.50/285.00
 1200 210.25/212.25  233.25/235.25  260.25/262.25  285.00/287.00
 1300 211.50/213.00  234.50/236.00  261.50/263.00  286.50/288.00
 1415 214.00/216.00  237.00/239.00  264.25/266.25  289.00/291.00
                                (Aug 18) 
 1415 209.25/211.25  232.00/234.00  258.75/260.75  283.50/285.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1020   3.55%    3.70%    3.79%       3.83%     3.87%   3.90%
 1100   3.64%    3.74%    3.82%       3.82%     3.88%   3.90%
 1200   3.57%    3.74%    3.83%       3.86%     3.91%   3.93%
 1300   3.66%    3.78%    3.85%       3.85%     3.90%   3.93%
 1415   3.62%    3.82%    3.92%       3.96%     3.99%   4.01%
                                 (Aug 18) 
 1415   3.55%    3.70%    3.79%       3.82%     3.87%   3.90%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1020   3.92%    4.03%    4.06%       4.05%     4.05%   4.04%
 1100   3.92%    4.03%    4.06%       4.06%     4.05%   4.04%
 1200   3.95%    4.06%    4.09%       4.08%     4.07%   4.06%
 1300   3.94%    4.07%    4.10%       4.09%     4.08%   4.08%
 1415   4.02%    4.13%    4.15%       4.14%     4.13%   4.11%
                                (Aug 18)  
 1415   3.92%    4.02%    4.05%       4.04%     4.04%   4.03%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.8200/74.8300 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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