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RPT-India fwd/annualised dlr premia-Oct 7

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1000        00.50/02.50       00.25/01.25        00.25/01.25
               01.24%            01.24%             01.24%
                                 (Oct 6)    
1005        00.50/02.50       00.25/01.25        00.25/01.25
               01.25%            01.25%             01.25%
------------------------------------------------------------------    
 TIME       OCT            NOV           DEC            JAN 
------------------------------------------------------------------
 1000   12.50/14.50    34.00/36.00    60.75/62.75   84.25/86.25
 1100   12.75/14.75    34.00/36.00    60.25/62.25   83.50/85.50
 1200   13.25/14.25    34.50/35.50    60.25/61.25   83.50/85.00
 1300   13.25/14.25    34.50/35.50    60.50/61.50   84.00/85.50
 1415   12.75/14.75    33.75/35.75    59.75/61.75   83.00/85.00
                               (Oct 6)    
 1415   13.50/15.50    34.75/36.75    61.50/63.50   85.00/87.00
------------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
------------------------------------------------------------------
 1000  106.50/108.50 133.25/135.25  171.75/173.75  195.75/197.75
 1100  105.75/107.75 132.25/134.25  170.75/172.75  194.25/196.25
 1200  105.50/107.00 132.50/134.00  171.00/172.50  195.00/196.50
 1300  106.00/107.50 133.00/134.50  171.50/173.00  195.50/197.00
 1415  105.25/107.25 132.50/134.50  171.00/173.00  194.50/196.50
                               (Oct 6)     
 1415  107.25/109.25 134.25/136.25  172.75/174.75  196.75/198.75
------------------------------------------------------------------
 TIME      JUN             JUL          AUG             SEP
------------------------------------------------------------------
 1000 223.75/225.75  249.50/251.50  276.50/278.50  302.00/304.00
 1100 221.75/223.75  247.25/249.25  274.25/276.25  299.50/301.50
 1200 222.00/223.50  247.50/249.00  274.50/276.00  300.00/301.50
 1300 223.00/224.50  248.50/250.00  275.50/277.00  300.50/302.00
 1415 222.00/224.00  247.50/249.50  274.50/276.50  299.50/301.50
                               (Oct 6)      
 1415 224.75/226.75  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
------------------------------------------------------------------
 1000   3.47%    3.61%    3.73%       3.79%     3.83%   3.97%
 1100   3.49%    3.60%    3.70%       3.77%     3.80%   3.95%
 1200   3.50%    3.59%    3.69%       3.76%     3.80%   3.96%
 1300   3.50%    3.60%    3.70%       3.78%     3.81%   3.97%
 1415   3.49%    3.58%    3.68%       3.75%     3.80%   3.97%
                               (Oct 6)      
 1415   3.50%    3.62%    3.73%       3.80%     3.83%   3.97%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1000   4.22%    4.23%    4.23%       4.23%     4.22%   4.23%
 1100   4.20%    4.20%    4.19%       4.19%     4.19%   4.20%
 1200   4.21%    4.21%    4.20%       4.20%     4.20%   4.21%
 1300   4.22%    4.22%    4.21%       4.21%     4.21%   4.21%
 1415   4.21%    4.21%    4.20%       4.21%     4.20%   4.21%
                               (Oct 6)      
 1415   4.23%    4.23%    4.23%       4.23%     4.23%   4.23%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.3350/73.3450 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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