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RPT-India fwd/annualised dlr premia-Aug 26

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        00.50/02.50       00.25/01.25        00.25/1.25
               01.23%            01.23%            01.23%
                                (Aug 25)
1010        00.50/02.50       00.25/01.25        00.25/1.25
               01.23%            01.23%            01.23%
------------------------------------------------------------------    
 TIME       AUG            SEP            OCT           NOV
------------------------------------------------------------------
 1005   01.50/02.50    23.75/24.75    47.75/48.75   71.00/72.50
 1100   01.25/02.25    23.75/24.75    47.50/48.50   70.75/72.25
 1200   01.25/02.25    24.00/25.00    48.00/49.00   71.50/73.00
 1300   01.25/03.25    23.75/25.75    47.50/49.50   71.00/73.00
 1415   01.00/03.00    23.75/25.75    47.75/49.75   71.50/73.50
                               (Aug 25) 
 1415   01.75/03.75    24.00/26.00    47.50/49.50   70.75/72.75
------------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
------------------------------------------------------------------
 1005  99.00/100.50 124.50/126.00  148.00/149.50  177.50/179.00
 1100  99.00/100.50 124.50/126.00  148.00/149.50  177.50/179.00
 1200  99.50/101.00 125.00/126.50  148.50/150.00  178.50/180.00
 1300  99.50/101.50 125.00/127.00  149.00/151.00  178.50/180.50
 1415 100.50/102.50 125.50/127.50  150.50/152.50  180.50/182.50
                               (Aug 25) 
 1415  99.25/101.25 124.50/126.50  148.00/150.00  177.00/179.00
------------------------------------------------------------------
 TIME      APR             MAY             JUN          JUL
------------------------------------------------------------------
 1005 212.50/214.00  236.00/237.50  264.50/266.00  289.50/291.00
 1100 214.00/215.50  238.00/239.50  266.50/268.00  291.50/293.00
 1200 215.00/216.50  239.50/241.00  268.00/269.50  293.00/294.50
 1300 215.50/217.50  240.50/242.50  268.75/270.75  294.00/296.00
 1415 218.00/220.00  244.00/246.00  274.00/276.00  300.50/302.50
                               (Aug 25) 
 1415 212.00/214.00  236.00/238.00  264.50/266.50  289.50/291.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.61%    3.82%    3.87%       3.92%     3.99%   4.02%
 1100   3.60%    3.80%    3.86%       3.91%     3.99%   4.01%
 1200   3.64%    3.84%    3.90%       3.93%     4.01%   4.02%
 1300   3.68%    3.83%    3.88%       3.94%     4.01%   4.04%
 1415   3.68%    3.86%    3.91%       3.98%     4.03%   4.09%
                               (Aug 25) 
 1415   3.61%    3.77%    3.83%       3.90%     3.97%   4.00% 
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.07%    4.26%    4.26%       4.26%     4.24%   4.22%
 1100   4.07%    4.29%    4.29%       4.29%     4.27%   4.24%
 1200   4.09%    4.31%    4.32%       4.31%     4.29%   4.26%
 1300   4.09%    4.32%    4.34%       4.32%     4.31%   4.28%
 1415   4.15%    4.38%    4.41%       4.41%     4.41%   4.37%
                               (Aug 25)  
 1415   4.05%    4.23%    4.25%       4.25%     4.23%   4.21%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.2950/74.3050 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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