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RPT-India fwd/annualised dlr premia-Sep 9

             Cash Spot         Cash Tom           Tom Next
-----------------------------------------------------------------
              Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1005        00.50/02.00       00.25/01.25        00.25/01.25
               01.24%            01.24%             01.24%
                                (Sep 8)    
1005        01.00/02.00       00.50/01.00        00.50/01.00
               02.48%            02.48%             02.48%
------------------------------------------------------------------    
 TIME       SEP            OCT           NOV            DEC 
------------------------------------------------------------------
 1005   14.00/15.00    37.00/38.00    60.00/61.00   86.50/88.00
 1100   13.50/14.50    36.25/37.25    59.00/60.00   85.00/86.50
 1200   13.75/14.75    36.50/37.50    59.50/60.50   86.00/87.50
 1300   13.00/15.00    35.75/37.75    58.25/60.25   85.25/87.25
 1415   13.00/15.00    35.75/37.75    58.00/60.00   85.25/87.25
                              (Sep 8) 
 1415   13.75/15.75    36.75/38.75    60.00/62.00   87.50/89.50
------------------------------------------------------------------
 TIME      JAN            FEB            MAR           APR
------------------------------------------------------------------
 1005  111.00/112.50 134.00/135.50  161.50/163.00  199.50/201.00
 1100  110.00/111.50 132.50/134.00  160.00/161.50  198.00/199.50
 1200  110.00/111.50 132.50/134.00  160.00/161.50  198.00/199.50 
 1300  108.75/110.75 131.25/133.25  158.75/160.75  196.25/198.25 
 1415  109.25/111.25 131.75/133.75  159.25/161.25  196.75/198.75
                               (Sep 8)  
 1415  111.50/113.50 134.50/136.50  162.50/164.50  200.50/202.50
------------------------------------------------------------------
 TIME      MAY             JUN          JUL             AUG
------------------------------------------------------------------
 1005 224.00/225.50  252.00/253.50  278.00/279.50  305.50/307.00
 1100 222.00/223.50  249.50/251.00  275.50/277.00  303.00/304.50
 1200 222.50/224.00  250.00/251.50  276.00/277.50  303.50/305.00
 1300 220.25/222.25  248.25/250.25  274.00/276.00  301.50/303.50
 1415 220.75/222.75  248.75/250.75  274.50/276.50  302.00/304.00
                              (Sep 8)  
 1415 224.00/226.00  252.50/254.50  278.50/280.50  306.00/308.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.84%    3.88%    3.89%       3.92%     3.96%   3.98%
 1100   3.75%    3.82%    3.83%       3.87%     3.93%   3.95%
 1200   3.79%    3.84%    3.87%       3.89%     3.92%   3.94%
 1300   3.75%    3.81%    3.83%       3.87%     3.90%   3.92%
 1415   3.75%    3.80%    3.83%       3.88%     3.92%   3.94%
                              (Sep 8)  
 1415   3.77%    3.85%    3.90%       3.94%     3.97%   3.99%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   4.13%    4.29%    4.29%       4.29%     4.29%   4.28%
 1100   4.10%    4.27%    4.26%       4.25%     4.26%   4.26%
 1200   4.09%    4.27%    4.26%       4.26%     4.26%   4.26%
 1300   4.07%    4.24%    4.23%       4.23%     4.24%   4.24%
 1415   4.08%    4.25%    4.25%       4.25%     4.25%   4.25%
                              (Sep 8)  
 1415   4.14%    4.30%    4.29%       4.29%     4.29%   4.29%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 73.5300/73.5400 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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