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RPT-India fwd/annualised dlr premia-Oct 26

            Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
            Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005      00.50/02.50       00.25/01.25        00.25/01.25
             01.24%            01.24%             01.24%      
                               (Oct 23)    
1005      01.25/04.25       01.00/03.00        00.25/01.25
             01.55%            01.65%             01.24%      
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC                JAN 
------------------------------------------------------------------
 1005   00.25/01.25    19.25/20.25    43.25/44.25   65.50/67.00
 1100   00.25/01.25    18.50/20.50    42.00/44.00   64.00/66.00
 1200   00.25/01.25    18.50/20.50    42.00/44.00   64.00/66.00
 1300   00.25/01.25    18.75/19.75    42.25/43.25   64.25/65.75
 1415   00.25/00.75    18.25/20.25    41.75/43.75   63.50/65.50
                            (Oct 23)    
 1415   00.50/02.00    19.75/21.75    43.50/45.50   65.50/67.50
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1005   86.50/88.00  113.00/114.50  149.50/151.00  173.50/175.00
 1100   85.00/87.00  110.75/112.75  147.00/149.00  170.50/172.50
 1200   85.00/87.00  110.50/112.50  147.00/149.00  170.50/172.50
 1300   85.00/86.50  111.00/112.50  147.00/148.50  170.50/172.00
 1415   84.50/86.50  110.25/112.25  146.75/148.75  170.25/172.25
                            (Oct 23)    
 1415   87.00/89.00  113.25/115.25  150.25/152.25  173.75/175.75
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1005 201.00/202.50  226.50/228.00  253.50/255.00  278.50/280.00
 1100 198.00/200.00  223.75/225.75  250.75/252.75  276.00/278.00
 1200 198.00/200.00  223.25/225.25  250.25/252.25  275.50/277.50
 1300 198.00/199.50  223.50/225.00  250.50/252.00  275.50/277.00
 1415 197.75/199.75  223.00/225.00  249.75/251.75  275.00/277.00
                            (Oct 23)    
 1415 201.25/203.25  226.75/228.75  253.75/255.75  279.00/281.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.26%    3.38%    3.52%       3.57%     3.65%   4.02%
 1100   3.22%    3.32%    3.46%       3.52%     3.59%   3.96%
 1200   3.22%    3.32%    3.46%       3.52%     3.58%   3.96%
 1300   3.17%    3.30%    3.45%       3.50%     3.58%   3.95%
 1415   3.17%    3.30%    3.42%       3.49%     3.57%   3.95%
                            (Oct 23)    
 1415   3.32%    3.39%    3.50%       3.58%     3.65%   4.02% 
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.07%    4.07%    4.09%       4.10%     4.10%   4.11%
 1100   4.00%    4.02%    4.04%       4.06%     4.07%   4.08%
 1200   4.00%    4.02%    4.04%       4.05%     4.06%   4.07%
 1300   3.99%    4.01%    4.03%       4.04%     4.05%   4.06%
 1415   3.99%    4.01%    4.02%       4.04%     4.05%   4.06%
                            (Oct 23)    
 1415   4.07%    4.08%    4.09%       4.10%     4.11%   4.12%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.8500/73.8600 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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