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RPT-India fwd/annualised dlr premia-Oct 27

            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
             01.23%            01.23%             01.23%      
                               (Oct 26)    
1005      00.50/02.50       00.25/01.25        00.25/01.25
             01.24%            01.24%             01.24%      
------------------------------------------------------------------    
 TIME       NOV            DEC           JAN                FEB 
------------------------------------------------------------------
 1005   17.50/19.50    41.00/43.00    62.75/64.75   83.75/85.75
 1100   17.50/19.50    41.00/43.00    62.50/64.50   83.50/85.50
 1200   17.50/19.50    40.75/42.75    62.00/64.00   82.75/84.75
 1300   17.50/19.50    40.75/42.75    62.00/64.00   82.75/84.75
 1415   17.50/19.50    40.75/42.75    62.00/64.00   82.75/84.75
                            (Oct 26)    
 1415   18.25/20.25    41.75/43.75    63.50/65.50   84.50/86.50
------------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
------------------------------------------------------------------
 1005  109.50/111.50 146.00/148.00  169.50/171.50  197.00/199.00
 1100  109.00/111.00 145.50/147.50  168.75/170.75  196.25/198.25
 1200  108.75/110.75 145.25/147.25  168.75/170.75  196.25/198.25
 1300  108.50/110.50 144.75/146.75  168.25/170.25  195.75/197.75
 1415  108.50/110.50 144.75/146.75  168.25/170.25  195.75/197.75
                            (Oct 26)    
 1415  110.25/112.25 146.75/148.75  170.25/172.25  197.75/199.75
------------------------------------------------------------------
 TIME      JUL             AUG          SEP             OCT
------------------------------------------------------------------
 1005 222.25/224.25  249.00/251.00  274.25/276.25  299.00/301.00
 1100 221.50/223.50  248.25/250.25  273.50/275.50  298.00/300.00
 1200 221.50/223.50  248.25/250.25  273.50/275.50  298.00/300.00 
 1300 221.00/223.00  247.75/249.75  273.00/275.00  297.50/299.50
 1415 221.00/223.00  247.75/249.75  273.00/275.00  297.50/299.50
                            (Oct 26)    
 1415 223.00/225.00  249.75/251.75  275.00/277.00   00.25/00.75
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.15%    3.29%    3.42%       3.49%     3.57%   3.97%
 1100   3.15%    3.30%    3.41%       3.48%     3.55%   3.96%
 1200   3.16%    3.28%    3.39%       3.45%     3.55%   3.95%
 1300   3.16%    3.28%    3.39%       3.45%     3.54%   3.94%
 1415   3.16%    3.28%    3.39%       3.46%     3.54%   3.94%
                            (Oct 26)    
 1415   3.17%    3.30%    3.42%       3.49%     3.57%   3.95%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.99%    4.01%    4.02%       4.03%     4.05%   4.06%
 1100   3.98%    4.00%    4.01%       4.03%     4.04%   4.05%
 1200   3.98%    4.00%    4.02%       4.03%     4.04%   4.05%
 1300   3.97%    3.99%    4.01%       4.02%     4.03%   4.05%
 1415   3.97%    3.99%    4.01%       4.03%     4.04%   4.05%
                             (Oct 26)    
 1415   3.99%    4.01%    4.02%       4.04%     4.05%   4.06%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.7050/73.7150 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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