RPT-India fwd/annualised dlr premia-(close)-Feb 14

Cash Spot Cash Tom Tom Next
------------------------------------------------------------
Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 06.00/07.25 01.00/01.25 05.00/06.00
06.77% 06.77% 06.77%
(Feb 13)
1000 02.00/02.50 01.00/01.25 01.00/01.25
06.78% 06.78% 06.78%
-------------------------------------------------------------
TIME FEB MAR APR MAY
-------------------------------------------------------------
1000 08.50/10.00 41.00/43.00 81.25/83.25 114.25/116.25
1100 08.75/09.75 41.00/42.50 81.50/83.00 114.00/116.00
1200 08.50/10.50 41.00/43.00 81.25/83.25 114.00/116.00
1300 08.50/10.00 40.75/42.75 80.50/82.50 113.00/115.00
1400 08.50/10.00 40.50/42.50 80.50/82.50 113.00/115.00
1500 08.50/10.00 40.50/42.50 80.25/81.75 113.25/115.25
1600 08.50/10.00 40.50/42.50 80.50/82.50 113.00/115.00
1715 08.75/09.75 41.00/42.00 80.25/82.25 113.50/115.50
(C1osing Feb 13)
1715 14.50/15.50 47.00/48.50 87.25/88.75 119.75/121.75
-------------------------------------------------------------
TIME JUN JUL AUG SEP
-------------------------------------------------------------
1000 142.75/144.75 174.75/176.75 203.50/205.50 229.50/231.50
1100 142.50/144.50 174.25/176.25 202.50/204.50 228.50/230.50
1200 142.50/144.50 174.50/176.50 203.00/205.00 229.00/231.00
1300 141.00/143.00 172.50/174.50 200.50/202.50 226.00/228.00
1400 141.50/143.50 173.50/175.50 201.50/203.50 227.50/229.50
1500 141.75/143.75 173.50/175.50 201.50/203.50 227.50/229.50
1600 141.50/143.50 173.00/175.00 200.50/202.50 226.00/228.00
1715 141.50/143.50 173.50/175.50 201.50/203.50 227.00/229.00
(C1osing Feb 13)
1715 148.25/150.25 180.00/182.00 208.50/210.50 234.50/236.50
-------------------------------------------------------------
TIME OCT NOV DEC JAN
--------------------------------------------------------------
1000 259.00/261.00 285.00/287.00 313.00/315.00 339.50/341.50
1100 258.00/260.00 283.50/285.50 311.50/313.50 338.00/340.00
1200 258.50/260.50 284.50/286.50 312.00/314.00 338.50/340.50
1300 255.50/257.50 281.00/283.00 308.50/310.50 335.00/337.00
1400 257.00/259.00 282.25/284.25 310.00/312.00 336.50/338.50
1500 257.00/259.00 282.50/284.50 310.00/312.00 336.25/338.25
1600 255.50/257.50 281.00/283.00 308.50/310.50 335.00/337.00
1715 257.00/259.00 282.50/284.50 310.00/312.00 336.50/338.50
(C1osing Feb 13)
1715 264.00/266.00 289.75/291.75 317.50/319.50 344.00/346.00
-------------------------------------------------------------
TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH
--------------------------------------------------------------
1000 7.89% 8.04% 7.87% 7.65% 7.44% 7.29%
1100 7.85% 8.04% 7.86% 7.64% 7.42% 7.26%
1200 7.92% 8.06% 7.87% 7.65% 7.44% 7.28%
1300 7.85% 7.98% 7.79% 7.56% 7.34% 7.19%
1400 7.81% 7.97% 7.80% 7.58% 7.39% 7.23%
1500 7.81% 7.93% 7.80% 7.60% 7.39% 7.23%
1600 7.80% 7.97% 7.79% 7.58% 7.36% 7.19%
1715 7.80% 7.95% 7.81% 7.59% 7.38% 7.22%
(C1osing Feb 13)
1715 7.88% 8.01% 7.91% 7.67% 7.49% 7.31%
--------------------------------------------------------------
TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
-------------------------------------------------------------
1000 7.15% 7.00% 6.89% 6.80% 6.71% 6.64%
1100 7.12% 6.97% 6.86% 6.77% 6.68% 6.62%
1200 7.15% 7.00% 6.89% 6.79% 6.70% 6.64%
1300 7.05% 6.90% 6.80% 6.70% 6.62% 6.56%
1400 7.09% 6.95% 6.83% 6.74% 6.65% 6.59%
1500 7.10% 6.95% 6.84% 6.74% 6.65% 6.59%
1600 7.04% 6.90% 6.79% 6.70% 6.61% 6.56%
1715 7.08% 6.94% 6.83% 6.74% 6.65% 6.59%
(C1osing Feb 13)
1715 7.17% 7.04% 6.91% 6.81% 6.73% 6.65%
-------------------------------------------------------------
(CONVERSION RATE - $1 = 53.9200/53.9300 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 RBS, Andhra Bank, Bank of America, Bank Of Baroda, BNP
Paribas ,Barclays Bank Ltd, Canara Bank, Syndicate Bank, ICICI
Bank, Credit Agricole CIB,ING Vysya Bank, Standard Chartered,
HDFC Bank, Indusind Bank,Corporation Bank, Bank of India,
J P Morgan, Union Bank of India, Axis Bank,State Bank Of India,
HSBC, Central Bank.

For contributions contact Mumbai Rate Reporting unit
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com