what happening when you directly execute webi report with prompt MUMBAI? is it filtering as you expected?
can u try below URL directly?
http://servername.domainname:8080/BOE/OpenDocument/opendoc/openDocument.jsp?
sIDType=CUID&iDocID=AdaP0NmOi1JCm_2qunWUYL8&sType=wid&sRefresh=Y&lsSZone="MUMBAI"