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RPT-India fwd/annualised dlr premia-Aug 4

           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
               01.21%            01.21%             01.21%
                                (Aug 3)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.22%            01.22%             01.22%
------------------------------------------------------------------    
 TIME       AUG            SEP            OCT           NOV
------------------------------------------------------------------
 1005   17.50/18.50    40.25/41.25    63.25/64.25   86.00/87.50
 1100   17.25/18.25    40.00/41.00    63.00/64.00   85.50/87.00
 1200   16.50/18.50    39.00/41.00    61.75/63.75   84.50/86.50
 1300   17.00/18.00    39.50/40.50    62.50/63.50   85.00/86.50
 1415   16.75/18.75    39.25/41.25    62.00/64.00   84.50/86.50
                              (Aug 3)   
 1415   17.50/19.50    40.25/42.25    63.25/65.25   86.00/88.00 
------------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
------------------------------------------------------------------
 1005  112.50/114.00 135.50/137.00  157.00/158.50  183.50/185.00
 1100  112.00/113.50 135.00/136.50  156.50/158.00  183.00/184.50
 1200  111.25/113.25 134.25/136.25  156.25/158.25  182.75/184.75
 1300  111.25/112.75 134.25/135.75  155.75/157.25  182.25/183.75
 1415  111.00/113.00 134.00/136.00  156.00/158.00  182.50/184.50
                             (Aug 3)    
 1415  112.75/114.75 135.50/137.50  157.50/159.50  183.75/185.75
------------------------------------------------------------------
 TIME      APR             MAY             JUN          JUL
------------------------------------------------------------------
 1005 213.50/215.00  236.00/237.50  262.50/264.00  286.50/288.00
 1100 213.00/214.50  235.50/237.00  262.00/263.50  286.00/287.50
 1200 212.75/214.75  235.25/237.25  261.75/263.75  286.00/288.00
 1300 212.25/213.75  234.75/236.25  261.25/262.75  285.50/287.00
 1415 212.50/214.50  235.00/237.00  261.00/263.00  285.00/287.00
                            (Aug 3)     
 1415 213.75/215.75  236.25/238.25  262.75/264.75  287.00/289.00
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1005   3.54%    3.62%    3.70%       3.73%     3.75%   3.76%
 1100   3.51%    3.61%    3.69%       3.72%     3.73%   3.75%
 1200   3.46%    3.56%    3.65%       3.69%     3.72%   3.74%
 1300   3.46%    3.57%    3.66%       3.70%     3.71%   3.73%
 1415   3.50%    3.58%    3.66%       3.69%     3.71%   3.74%
                            (Aug 3)     
 1415   3.52%    3.61%    3.69%       3.72%     3.74%   3.75%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1005   3.76%    3.80%    3.90%       3.90%     3.90%   3.90%
 1100   3.75%    3.79%    3.89%       3.89%     3.89%   3.89%
 1200   3.75%    3.80%    3.89%       3.89%     3.89%   3.90%
 1300   3.74%    3.78%    3.88%       3.88%     3.89%   3.89%
 1415   3.75%    3.79%    3.89%       3.89%     3.88%   3.89%
                             (Aug 3)      
 1415   3.77%    3.80%    3.90%       3.90%     3.90%  3.90%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 75.0500/75.0600 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 Andhra Bank, Bank Of
Baroda,Canara Bank, Syndicate 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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