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RPT-India fwd/annualised dlr premia-Aug 28

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1020        01.25/04.25       01.00/03.00        00.25/01.25
               01.54%            01.65%            01.24%
                                (Aug 27)    
1020        01.25/04.25       00.25/01.25        01.00/03.00
               01.53%            01.23%            01.64%
------------------------------------------------------------------    
 TIME       SEP            OCT           NOV            DEC 
------------------------------------------------------------------
 1005   21.50/22.50    45.50/46.50    69.00/70.00   97.00/98.50
 1100   21.25/22.25    44.50/45.50    68.00/69.00   96.00/97.50
 1200   20.50/22.50    43.50/45.50    66.50/68.50   94.50/96.50
 1300   21.25/22.25    44.50/45.50    67.50/68.50   95.00/96.50
 1415   20.75/22.75    44.00/46.00    67.00/69.00   95.00/97.00
                              (Aug 27) 
 1415   22.00/24.00    45.50/47.50    69.00/71.00   97.00/99.00
------------------------------------------------------------------
 TIME      JAN            FEB            MAR           APR
------------------------------------------------------------------
 1005  122.00/123.50 145.50/147.00  174.50/176.00  212.50/214.00
 1100  121.00/122.50 144.50/146.00  173.50/175.00  211.50/213.00
 1200  119.00/121.00 143.00/145.00  172.50/174.50  209.50/211.50
 1300  119.50/121.00 142.50/144.00  171.50/173.00  209.50/211.00
 1415  119.25/121.25 143.00/145.00  172.00/174.00  209.50/211.50
                               (Aug 27) 
 1415  121.50/123.50 145.50/147.50  174.50/176.50  212.00/214.00
------------------------------------------------------------------
 TIME      MAY             JUN          JUL             AUG
------------------------------------------------------------------
 1005 237.50/239.00  266.50/268.00  292.50/294.00  320.50/322.00
 1100 236.50/238.00  265.50/267.00  291.50/293.00  319.50/321.00
 1200 234.00/236.00  262.50/264.50  289.00/291.00  317.00/319.00
 1300 234.50/236.00  263.50/265.00  289.50/291.00  317.50/319.00
 1415 234.00/236.00  263.50/265.50  290.00/292.00  318.00/320.00
                              (Aug 27) 
 1415 237.00/239.00  266.25/268.25  292.50/294.50  320.50/322.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.76%    3.93%    3.96%       4.00%     4.05%   4.07%
 1100   3.73%    3.86%    3.92%       3.98%     4.03%   4.05%
 1200   3.70%    3.83%    3.87%       3.94%     3.99%   4.03%
 1300   3.74%    3.86%    3.89%       3.94%     3.99%   4.01%
 1415   3.74%    3.86%    3.90%       3.95%     3.99%   4.03%
                              (Aug 27) 
 1415   3.79%    3.90%    3.93%       3.97%     4.01%   4.05%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.16%    4.37%    4.38%       4.37%     4.37%   4.36%
 1100   4.15%    4.37%    4.38%       4.37%     4.37%   4.37%
 1200   4.14%    4.35%    4.35%       4.34%     4.35%   4.35%
 1300   4.11%    4.34%    4.35%       4.35%     4.34%   4.34%
 1415   4.13%    4.34%    4.35%       4.36%     4.36%   4.36%
                              (Aug 27)  
 1415   4.09%    4.35%    4.36%       4.36%     4.36%   4.36%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.3850/73.3950 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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