India fwd/annualised dlr premia-(closing)-July 9

Cash Spot Cash Tom Tom Next
-------------------------------------------------------------
TIME Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 01.55/01.65 00.78/00.83 00.75/00.85

06.56 % 06.61 % 06.35

(Jul 8)
1000 01.60/01.75 00.80/00.85 00.80/00.85

06.73 % 06.73 % 06.73 %
------------------------------------------------------------
TIME JUL AUG SEP OCT
------------------------------------------------------------
1000 15.50/17.50 35/37 50/52 61/63
1100 15.50/17.50 35/37 50/52 62/64
1200 15.50/17.50 35/37 50/52 62/64
1300 15.50/17.50 35/37 50/52 62/64
1400 14.50/16.50 34/36 48/50 60/62
1500 15.00/17.00 34/35 49/51 58/61
1600 15.00/17.00 35/37 50/52 62/64
1700 16.00/18.00 35/37 50/52 62/64

(Closing Jul 8)
1700 17.00/19.00 37/39 52/54 64/66
--------------------------------------------------------------
TIME NOV DEC JAN FEB
------------------------------------------------------------
1000 73/74 84/86 96/97 107/109
1100 74/76 85/87 96/98 107/109
1200 73/75 85/87 96/98 107/109
1300 73/75 85/87 96/98 107/109
1400 71/73 82/84 93/95 104/106
1500 69/71 80/83 91/93 102/104
1600 73/75 84/86 95/97 106/108
1700 74/76 86/88 97/99 108/110

(Closing Jul 8)
1700 76/78 88/90 100/102 112/114
-------------------------------------------------------------
TIME MAR APR MAY JUN
-------------------------------------------------------------
1000 118/120 130/132 141/143 152/154
1100 118/120 131/133 142/144 153/155
1200 118/120 130/132 141/143 152/154
1300 118/120 131/133 142/144 153/155
1400 115/117 128/130 139/141 150/152
1500 114/116 127/129 137/139 148/151
1600 117/119 129/131 140/142 151/153
1700 119/121 132/134 143/145 154/156

(Closing Jul 8)
1700 123/125 137/139 149/151 160/162
-----------------------------------------------------------

1MTH 2 MTH 3MTH 4 MTH 5 MTH 6MTH
-------------------------------------------------------------
1000 6.53% 5.72% 4.96% 4.56% 4.30%
4.09%
1100 6.52% 5.74% 5.02% 4.63% 4.37%
4.13%
1200 6.47% 5.68% 4.98% 4.60% 4.34%
4.11%
1300 6.47% 5.67% 4.98% 4.60% 4.34%
4.11%
1400 6.25% 5.55% 4.83% 4.47% 4.22%
4.00%
1500 6.26% 5.52% 4.80% 4.36% 4.12%
3.91%
1600 6.39% 5.68% 4.98% 4.59% 4.31%
4.07%
1700 6.61% 5.75% 5.03% 4.65% 4.40% 4.16%

(Closing Jul 8)
1700 6.75% 5.94% 5.21% 4.75% 4.49% 4.25%
------------------------------------------------------------

7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
-------------------------------------------------------------
1000 3.98% 3.89% 3.80% 3.77% 3.70% 3.62%
1100 4.00% 3.90% 3.81% 3.77% 3.71% 3.64%
1200 3.98% 3.89% 3.80% 3.76% 3.70% 3.63%
1300 3.98% 3.88% 3.80% 3.77% 3.71% 3.64%
1400 3.89% 3.80% 3.73% 3.71% 3.65% 3.59%
1500 3.79% 3.73% 3.70% 3.67% 3.61% 3.56%
1600 3.95% 3.87% 3.78% 3.74% 3.68% 3.61%
1700 4.02% 3.92% 3.84% 3.81% 3.74% 3.67%

(Closing Jul 8)
1700 4.13% 4.05% 3.96% 3.93% 3.87% 3.79%
------------------------------------------------------------

(CONVERSION RATE - $1 = 43.13 rupees)
Note: Figures in brackets indicate negative value.

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.

These indicative rates are based on contributions from ABN
AMRO, Andhra Bank, Bank of America, Bank Of Baroda, BNP Paribas
,Barclays Bank Ltd, Canara Bank, Syndicate Bank, ICICI Bank,
Calyon Bank,ING Vysya Bank, Standard Chartered Grindlays, HDFC
Bank, Indusind Bank,Corporation Bank, Bank of India, J P
Morgan, Union Bank of India, Axis Bank,State Bank Of India,
HSBC. For contributions contact Bangalore Rate Reporting unit
(080) 41356505 fax : +91 80 4135 6307
e-mail:rru.data@thomsonreuters.com