India fwd/annualised dlr premia-(closing)-Feb 26

Cash Spot Cash Tom Tom Next
------------------------------------------------------------
Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 01.50/02.50 00.75/01.25 00.75/01.25
05.06% 05.06% 05.06%
(Feb 25)
1000 02.00/02.60 01.00/01.30 01.00/01.30
06.75% 06.75% 06.75%
-------------------------------------------------------------
TIME MAR APR MAY JUN
-------------------------------------------------------------
1000 33.75/34.75 74.00/75.00 107.75/109.75 135.75/137.75
1100 33.25/35.25 73.50/75.50 107.00/109.00 135.00/137.00
1200 32.50/34.50 72.75/74.75 106.50/108.50 135.00/137.00
1300 33.00/34.50 73.00/75.00 106.50/108.50 135.00/137.00
1400 33.00/34.50 73.00/75.00 106.50/108.50 135.00/137.00
1500 33.00/34.50 73.00/75.00 106.50/108.50 135.00/137.00
1600 33.25/35.25 73.00/75.00 106.00/108.00 134.50/136.50
1715 33.50/34.50 73.50/75.00 106.75/108.75 135.00/137.00
(C1osing Feb 25)
1715 34.50/36.50 74.50/76.50 108.50/110.50 137.00/139.00
-------------------------------------------------------------
TIME JUL AUG SEP OCT
-------------------------------------------------------------
1000 168.25/170.25 197.00/199.00 223.00/225.00 252.50/254.50
1100 167.50/169.50 196.50/198.50 222.50/224.50 252.00/254.00
1200 167.50/169.50 195.50/197.50 221.25/223.25 250.75/252.75
1300 167.50/169.50 196.00/198.00 221.50/223.50 251.00/253.00
1400 167.50/169.50 196.00/198.00 221.50/223.50 251.00/253.00
1500 167.50/169.50 196.00/198.00 221.50/223.50 251.00/253.00
1600 166.50/168.50 195.00/197.00 220.50/222.50 249.50/251.50
1715 167.00/169.00 195.00/197.00 220.50/222.50 250.00/252.00
(C1osing Feb 25)
1715 169.50/171.50 198.50/200.50 224.50/226.50 254.00/256.00
-------------------------------------------------------------
TIME NOV DEC JAN FEB
--------------------------------------------------------------
1000 278.50/280.50 306.50/308.50 333.50/335.50 357.50/359.50
1100 278.00/280.00 306.00/308.00 333.00/335.00 357.00/359.00
1200 276.50/278.50 304.50/306.50 331.50/333.50 355.50/357.50
1300 276.50/278.50 304.50/306.50 331.50/333.50 355.50/357.50
1400 276.50/278.50 304.50/306.50 331.50/333.50 355.50/357.50
1500 276.50/278.50 304.50/306.50 331.50/333.50 355.50/357.50
1600 275.00/277.00 303.00/305.00 329.50/331.50 353.50/355.50
1715 275.50/277.50 303.50/305.50 330.00/332.00 354.00/356.00
(C1osing Feb 25)
1715 280.00/282.00 308.00/310.00 335.00/337.00 01.00/01.50
-------------------------------------------------------------
TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH
--------------------------------------------------------------
1000 8.26% 8.25% 7.98% 7.69% 7.47% 7.30%
1100 8.26% 8.25% 7.93% 7.65% 7.44% 7.29%
1200 8.07% 8.16% 7.89% 7.65% 7.43% 7.25%
1300 8.11% 8.17% 7.87% 7.63% 7.41% 7.25%
1400 8.13% 8.18% 7.88% 7.64% 7.43% 7.26%
1500 8.13% 8.18% 7.88% 7.64% 7.42% 7.26%
1600 8.25% 8.18% 7.84% 7.61% 7.38% 7.22%
1715 8.19% 8.21% 7.90% 7.65% 7.41% 7.23%
(C1osing Feb 25)
1715 8.29% 8.25% 8.00% 7.73% 7.51% 7.36%
--------------------------------------------------------------
TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
-------------------------------------------------------------
1000 7.17% 6.99% 6.89% 6.78% 6.70% 6.65%
1100 7.15% 6.97% 6.88% 6.78% 6.69% 6.64%
1200 7.11% 6.94% 6.84% 6.74% 6.66% 6.61%
1300 7.10% 6.92% 6.82% 6.72% 6.64% 6.59%
1400 7.11% 6.94% 6.83% 6.73% 6.65% 6.61%
1500 7.11% 6.93% 6.83% 6.73% 6.65% 6.60%
1600 7.08% 6.90% 6.79% 6.70% 6.61% 6.57%
1715 7.08% 6.91% 6.81% 6.71% 6.63% 6.58%
(C1osing Feb 25)
1715 7.21% 7.04% 6.93% 6.83% 6.75% 6.68%
-------------------------------------------------------------
(CONVERSION RATE - $1 = 54.0900/54.1000 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