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RPT-India fwd/annualised dlr premia-Oct 1

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        01.50/04.50       01.25/03.25        00.25/01.25
               01.49%            01.55%             01.24%
                                 (Sep 30)    
1015        01.75/04.75       00.50/01.50        01.25/03.25
               01.73%            02.47%             01.55%
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC            JAN 
------------------------------------------------------------------
 1000   15.25/17.25    37.50/39.50    64.25/66.25   87.75/89.75
 1100   15.25/17.25    37.25/39.25    64.00/66.00   87.50/89.50
 1200   16.00/17.00    38.00/39.00    64.50/65.50   88.50/90.00
 1300   15.25/17.25    37.25/39.25    64.00/66.00   87.50/89.50
 1415   15.25/17.25    37.25/39.25    64.25/66.25   87.75/89.75
                                 (Sep 30)    
 1415   16.50/18.50    38.75/40.75    65.50/67.50   89.00/91.00
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1000  110.00/112.00 136.50/138.50  175.00/177.00  198.75/200.75
 1100  109.75/111.75 136.75/138.75  175.25/177.25  198.75/200.75
 1200  110.50/112.00 137.00/138.50  175.50/177.00  199.50/201.00
 1300  110.00/112.00 137.00/139.00  175.50/177.50  199.25/201.25
 1415  110.25/112.25 137.25/139.25  175.50/177.50  199.25/201.25
                                 (Sep 30)     
 1415  111.25/113.25 138.00/140.00  176.00/178.00  199.50/201.50
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1000 226.50/228.50  252.00/254.00  279.00/281.00  304.50/306.50
 1100 226.50/228.50  251.75/253.75  278.75/280.75  304.00/306.00
 1200 227.00/228.50  252.50/254.00  279.50/281.00  305.00/306.50
 1300 227.00/229.00  252.25/254.25  279.25/281.25  304.50/306.50
 1415 227.00/229.00  252.25/254.25  279.25/281.25  304.50/306.50
                                 (Sep 30)      
 1415 227.25/229.25  252.75/254.75  279.75/281.75  305.00/307.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1000   3.58%    3.71%    3.78%       3.84%     3.86%   3.96%
 1100   3.58%    3.70%    3.78%       3.84%     3.87%   3.97%
 1200   3.62%    3.71%    3.78%       3.86%     3.88%   3.97%
 1300   3.58%    3.70%    3.77%       3.84%     3.87%   3.98%
 1415   3.59%    3.72%    3.80%       3.86%     3.89%   4.00%
                                 (Sep 30)      
 1415   3.65%    3.74%    3.79%       3.84%     3.86%   3.95%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1000   4.24%    4.23%    4.23%       4.22%     4.22%   4.22%
 1100   4.25%    4.24%    4.24%       4.23%     4.23%   4.23%
 1200   4.25%    4.25%    4.24%       4.24%     4.23%   4.24%
 1300   4.26%    4.25%    4.24%       4.24%     4.23%   4.23%
 1415   4.27%    4.27%    4.26%       4.25%     4.25%   4.25%
                                 (Sep 30)      
 1415   4.23%    4.22%    4.21%       4.21%     4.21%   4.21%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.1450/73.1550 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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