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RPT-India fwd/annualised dlr premia-Oct 28

            Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
            Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005      02.25/04.50       00.25/01.00        02.00/03.50
             02.23%            01.24%             02.48%      
                               (Oct 27)    
1005      00.50/02.50       00.25/01.25        00.25/01.25
             01.23%            01.23%             01.23%      
------------------------------------------------------------------    
 TIME       NOV            DEC           JAN                FEB 
------------------------------------------------------------------
 1005   15.50/16.50    38.50/39.50    60.00/61.00   80.50/82.00
 1100   15.50/16.50    38.50/39.50    60.00/61.00   80.50/82.00
 1200   16.00/17.00    39.00/40.00    60.00/61.00   80.50/82.00
 1300   15.75/16.75    38.75/39.75    60.50/61.50   81.00/82.50
 1415   15.00/17.00    38.00/40.00    59.00/61.00   79.75/81.75
                            (Oct 27)    
 1415   17.50/19.50    40.75/42.75    62.00/64.00   82.75/84.75
------------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
------------------------------------------------------------------
 1005  106.50/108.00 142.50/144.00  166.00/167.50  193.50/195.00
 1100  107.00/108.50 143.50/145.00  167.00/168.50  194.50/196.00
 1200  107.00/108.50 143.50/145.00  167.00/168.50  194.50/196.00
 1300  107.00/108.50 143.50/145.00  167.00/168.50  194.50/196.00
 1415  105.50/107.50 141.00/143.00  164.25/166.25  191.75/193.75
                            (Oct 27)    
 1415  108.50/110.50 144.75/146.75  168.25/170.25  195.75/197.75
------------------------------------------------------------------
 TIME      JUL             AUG          SEP             OCT
------------------------------------------------------------------
 1005 218.50/220.00  245.50/247.00  270.50/272.00  295.00/296.50
 1100 219.50/221.00  246.50/248.00  271.50/273.00  296.00/297.50
 1200 219.50/221.00  246.50/248.00  271.50/273.00  296.00/297.50
 1300 220.00/221.50  247.00/248.50  272.00/273.50  296.50/298.00
 1415 217.00/219.00  243.75/245.75  269.00/271.00  293.50/295.50
                            (Oct 27)    
 1415 221.00/223.00  247.75/249.75  273.00/275.00  297.50/299.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.20%    3.30%    3.42%       3.48%     3.64%   3.97%
 1100   3.20%    3.30%    3.41%       3.48%     3.66%   3.99%
 1200   3.28%    3.33%    3.41%       3.48%     3.66%   3.99%
 1300   3.24%    3.32%    3.44%       3.50%     3.66%   3.99%
 1415   3.19%    3.29%    3.38%       3.45%     3.61%   3.92%
                            (Oct 27)    
 1415   3.16%    3.28%    3.39%       3.46%     3.54%   3.94%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.99%    4.01%    4.02%       4.04%     4.05%   4.06%
 1100   4.01%    4.03%    4.04%       4.05%     4.06%   4.07%
 1200   4.01%    4.03%    4.04%       4.05%     4.06%   4.07%
 1300   4.01%    4.02%    4.04%       4.06%     4.06%   4.07%
 1415   3.95%    3.97%    3.99%       4.00%     4.02%   4.03%
                            (Oct 27)    
 1415   3.97%    3.99%    4.01%       4.03%     4.04%   4.05%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.8750/73.8850 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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