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RPT-India fwd/annualised dlr premia-Oct 12

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005            N/A               N/A            00.25/01.25
                N/A               N/A               01.25%      
                                 (Oct 9)    
1005        01.25/04.25       01.25/04.25            N/A
              01.56%            01.56%               N/A
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC            JAN 
------------------------------------------------------------------
 1005   09.75/10.75    30.75/31.75    56.00/57.00   79.00/80.50
 1100   09.25/10.25    30.50/31.50    55.75/56.75   78.75/80.25
 1300   08.50/10.50    29.50/31.50    55.00/57.00   77.75/79.75
 1415   08.50/10.50    29.50/31.50    55.00/57.00   77.50/79.50
                                (Oct 9)    
 1615   09.50/11.50    30.75/32.75    56.25/58.25   79.00/81.00
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1005  100.50/102.00 127.50/129.00  164.50/166.00  188.00/189.50
 1100  100.50/102.00 127.50/129.00  165.00/166.50  189.00/190.50
 1300   99.75/101.75 126.50/128.50  163.00/165.00  186.75/188.75
 1415  99.25/101.25 125.75/127.75  161.75/163.75  185.25/187.25
                                (Oct 9)     
 1615  100.75/102.75 127.75/129.75  164.25/166.25  188.00/190.00
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1005 215.00/216.50  240.00/241.50  267.00/268.50  292.00/293.50
 1100 216.00/217.50  241.00/242.50  268.00/269.50  293.00/294.50
 1300 214.00/216.00  239.25/241.25  266.00/268.00  291.00/293.00
 1415 212.50/214.50  237.75/239.75  264.50/266.50  289.50/291.50
                                (Oct 9)      
 1615 215.50/217.50  240.75/242.75  267.50/269.50  292.50/294.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.52%    3.59%    3.67%       3.74%     3.78%   4.00%
 1100   3.48%    3.57%    3.66%       3.74%     3.78%   4.01%
 1300   3.41%    3.53%    3.63%       3.70%     3.75%   3.97%
 1415   3.41%    3.53%    3.62%       3.69%     3.73%   3.94%
                                (Oct 9)      
 1615   3.46%    3.58%    3.66%       3.72%     3.77%   3.99%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.17%    4.16%    4.16%       4.16%     4.16%   4.17%
 1100   4.19%    4.19%    4.18%       4.18%     4.18%   4.19%
 1300   4.13%    4.14%    4.14%       4.14%     4.14%   4.15%
 1415   4.10%    4.11%    4.11%       4.12%     4.12%   4.13%
                                (Oct 9)      
 1615   4.15%    4.16%    4.16%       4.16%     4.16%   4.17%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.2700/73.2800 rupees)
         
     Note: Figures in brackets indicate negative values.
           **Due to power failure today there is no news for 12:00
     
    
    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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