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RPT-India fwd/annualised dlr premia-Sep 7

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1010            N/A               N/A            00.25/01.25
                N/A               N/A               01.25%
                                (Sep 4)    
1005        01.50/03.50       01.50/03.50            N/A
               01.86%            01.86%              N/A
------------------------------------------------------------------    
 TIME       SEP            OCT           NOV            DEC 
------------------------------------------------------------------
 1010   14.25/16.25    36.75/38.75    59.00/61.00   85.25/87.25
 1100   14.75/16.75    37.25/39.25    59.50/61.50   85.75/87.75
 1200   14.25/16.25    37.00/39.00    59.50/61.50   86.00/88.00
 1300   14.50/16.50    37.25/39.25    60.00/62.00   86.75/88.75
 1415   14.75/16.75    37.75/39.75    60.25/62.25   87.25/89.25
                              (Sep 4) 
 1415   15.50/17.50    37.50/39.50    59.50/61.50   85.75/87.75
------------------------------------------------------------------
 TIME      JAN            FEB            MAR           APR
------------------------------------------------------------------
 1010  108.25/110.25 130.25/132.25  156.75/158.75  193.25/195.25
 1100  108.75/110.75 130.75/132.75  157.50/159.50  194.25/196.25
 1200  109.00/111.00 131.00/133.00  157.75/159.75  195.25/197.25
 1300  110.50/112.50 133.25/135.25  161.00/163.00  199.50/201.50
 1415  111.25/113.25 133.75/135.75  161.50/163.50  199.50/201.50
                              (Sep 4)  
 1415  108.75/110.75 131.25/133.25  157.75/159.75  193.75/195.75 
------------------------------------------------------------------
 TIME      MAY             JUN          JUL             AUG
------------------------------------------------------------------
 1010 217.25/219.25  245.25/247.25  270.75/272.75  298.00/300.00
 1100 218.25/220.25  246.25/248.25  272.00/274.00  299.50/301.50
 1200 219.25/221.25  247.25/249.25  273.00/275.00  300.50/302.50
 1300 224.00/226.00  252.50/254.50  278.50/280.50  306.50/308.50
 1415 223.75/225.75  252.25/254.25  278.50/280.50  306.00/308.00
                              (Sep 4)  
 1415 217.75/219.75  245.75/247.75  271.25/273.25  298.50/300.50
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1010   3.70%    3.78%    3.80%       3.82%     3.84%   3.86%
 1100   3.78%    3.82%    3.82%       3.84%     3.86%   3.88%
 1200   3.70%    3.80%    3.82%       3.84%     3.86%   3.87%
 1300   3.74%    3.82%    3.85%       3.88%     3.92%   3.95%
 1415   3.80%    3.86%    3.87%       3.91%     3.94%   3.96%
                              (Sep 4)  
 1415   3.75%    3.77%    3.78%       3.81%     3.84%   3.87%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1010   3.97%    4.16%    4.17%       4.18%     4.19%   4.19%
 1100   3.99%    4.18%    4.19%       4.20%     4.21%   4.21%
 1200   3.99%    4.19%    4.20%       4.20%     4.21%   4.21%
 1300   4.07%    4.29%    4.29%       4.29%     4.30%   4.30%
 1415   4.08%    4.28%    4.29%       4.29%     4.29%   4.29%
                              (Sep 4)  
 1415   3.96%    4.16%    4.17%       4.18%     4.18%   4.19%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.3400/73.3500 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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