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RPT-India fwd/annualised dlr premia-Oct 6

             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
               01.25%            01.25%             01.25%
                                 (Oct 5)    
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.25%            01.25%             01.25%
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC            JAN 
------------------------------------------------------------------
 1005   13.75/15.75    35.25/37.25    61.75/63.75   85.25/87.25
 1100   13.50/15.50    35.00/37.00    61.50/63.50   85.00/87.00
 1200   14.00/15.00    35.50/36.50    61.50/62.50   85.00/86.50
 1300   13.50/15.50    35.00/37.00    61.50/63.50   85.00/87.00
 1415   13.50/15.50    34.75/36.75    61.50/63.50   85.00/87.00
                               (Oct 5)    
 1415   14.25/16.25    35.75/37.75    62.00/64.00   85.75/87.75
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1005  107.75/109.75 134.75/136.75  173.25/175.25  197.00/199.00
 1100  107.25/109.25 134.00/136.00  172.50/174.50  196.25/198.25
 1200  107.50/109.00 134.50/136.00  173.00/174.50  197.00/198.50
 1300  107.50/109.50 134.50/136.50  173.00/175.00  196.75/198.75
 1415  107.25/109.25 134.25/136.25  172.75/174.75  196.75/198.75
                               (Oct 5)     
 1415  108.50/110.50 135.50/137.50  173.75/175.75  197.50/199.50
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1005 224.50/226.50  250.00/252.00  277.00/279.00  302.50/304.50
 1100 224.00/226.00  249.50/251.50  276.50/278.50  302.00/304.00
 1200 224.50/226.00  250.00/251.50  277.00/278.50  302.50/304.00
 1300 224.75/226.75  250.50/252.50  277.50/279.50  303.00/305.00
 1415 224.75/226.75  250.50/252.50  277.50/279.50  303.00/305.00
                               (Oct 5)      
 1415 225.00/227.00  250.50/252.50  277.50/279.50  303.00/305.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.57%    3.66%    3.75%       3.82%     3.86%   4.00%
 1100   3.53%    3.64%    3.73%       3.80%     3.84%   3.97%
 1200   3.52%    3.62%    3.71%       3.79%     3.84%   3.98%
 1300   3.52%    3.63%    3.73%       3.80%     3.84%   3.98%
 1415   3.50%    3.62%    3.73%       3.80%     3.83%   3.97%
                               (Oct 5)      
 1415   3.53%    3.63%    3.72%       3.81%     3.86%   3.98%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.26%    4.25%    4.24%       4.24%     4.24%   4.24%
 1100   4.23%    4.23%    4.23%       4.23%     4.23%   4.23%
 1200   4.24%    4.24%    4.23%       4.23%     4.23%   4.23%
 1300   4.24%    4.24%    4.23%       4.24%     4.23%   4.23%
 1415   4.23%    4.23%    4.23%       4.23%     4.23%   4.23%
                               (Oct 5)      
 1415   4.24%    4.24%    4.23%       4.23%     4.23%   4.23%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.4500/73.4600 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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