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RPT-India fwd/annualised dlr premia-Nov 2

            Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
            Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010      00.50/02.50       00.25/01.25        00.25/01.25
             01.23%            01.23%             01.23%      
                               (Oct 29)    
1005      01.75/04.25       01.25/03.25        00.50/01.00
             01.73%            01.54%             02.46%      
------------------------------------------------------------------    
 TIME       NOV            DEC           JAN                FEB 
------------------------------------------------------------------
 1010   14.00/16.00    37.25/39.25    58.25/60.25   78.50/80.50
 1100   14.25/16.25    37.50/39.50    58.50/60.50   78.75/80.75
 1200   14.25/16.25    37.50/39.50    58.50/60.50   78.75/80.75
 1300   15.00/16.00    38.00/39.00    59.50/60.50   79.00/80.50
 1415   14.25/16.25    37.75/39.75    59.00/61.00   79.25/81.25
                               (Oct 29)    
 1415   14.50/16.50    37.75/39.75    58.75/60.75   79.25/81.25 
------------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
------------------------------------------------------------------
 1010  104.00/106.00 139.50/141.50  162.50/164.50  189.50/191.50
 1100  103.75/105.75 138.75/140.75  161.75/163.75  188.75/190.75
 1200  104.00/106.00 139.25/141.25  162.25/164.25  189.25/191.25
 1300  104.50/106.00 140.00/141.50  163.00/164.50  190.00/191.50
 1415  104.25/106.25 139.50/141.50  162.50/164.50  189.50/191.50
                                (Oct 29)    
 1415  105.00/107.00 140.50/142.50  163.50/165.50  190.50/192.50
------------------------------------------------------------------
 TIME      JUL             AUG          SEP             OCT
------------------------------------------------------------------
 1010 214.50/216.50  241.00/243.00  265.75/267.75  290.00/292.00
 1100 213.75/215.75  240.00/242.00  264.75/266.75  289.00/291.00
 1200 214.25/216.25  240.75/242.75  265.50/267.50  289.50/291.50
 1300 215.00/216.50  241.50/243.00  266.00/267.50  290.50/292.00
 1415 214.50/216.50  241.00/243.00  265.75/267.75  290.00/292.00
                               (Oct 29)    
 1415 215.50/217.50  242.00/244.00  266.75/268.75  291.00/293.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.24%    3.31%    3.39%       3.44%     3.58%   3.90%
 1100   3.27%    3.33%    3.40%       3.44%     3.57%   3.87%
 1200   3.28%    3.33%    3.41%       3.45%     3.58%   3.89%
 1300   3.31%    3.33%    3.42%       3.45%     3.59%   3.90%
 1415   3.28%    3.35%    3.43%       3.47%     3.59%   3.90%
                               (Oct 29)    
 1415   3.22%    3.31%    3.39%       3.45%     3.60%   3.92%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.92%    3.93%    3.95%       3.96%     3.97%   3.98%
 1100   3.90%    3.91%    3.93%       3.94%     3.95%   3.96%
 1200   3.91%    3.93%    3.95%       3.96%     3.97%   3.98%
 1300   3.92%    3.94%    3.95%       3.96%     3.97%   3.98%
 1415   3.91%    3.93%    3.95%       3.96%     3.97%   3.98%
                               (Oct 29)    
 1415   3.94%    3.95%    3.97%       3.98%     3.99%   4.00%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 74.4250/74.4350 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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