India fwd/annualised dlr premia-(closing)-July 4

Cash Spot Cash Tom Tom Next
-------------------------------------------------------------
TIME Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 xx.xx/xx.xx xx.xx/xx.xx 00.80/00.85

xx.xx % xx.xx % 06.75

(Jul 3)
1000 02.15/02.35 02.15/02.35 xx.xx/xx.xx

05.06 % 04.22 % xx.xx %
------------------------------------------------------------
TIME JUL AUG SEP OCT
------------------------------------------------------------
1000 17.50/19.50 37/39 55/57 68/71
1100 18.50/20.50 37/40 53/56 67/70
1200 18.00/20.00 37/40 54/57 67/70
1300 18.50/20.50 37/40 52/55 65/68
1400 19.00/21.00 39/41 55/57 68/71
1500 18.50/20.50 38/41 55/57 69/71
1600 18.00/20.00 37/40 53/56 66/69
1700 19.00/21.00 39/41 56/58 69/71

(Closing Jul 3)
1700 19.00/21.00 39/41 56/58 69/71
--------------------------------------------------------------
TIME NOV DEC JAN FEB
------------------------------------------------------------
1000 79/82 92/95 104/107 116/119
1100 80/83 92/95 104/107 116/119
1200 80/83 92/95 104/107 116/119
1300 78/81 90/93 102/105 114/117
1400 81/84 93/96 105/108 117/120
1500 81/83 94/96 106/108 118/120
1600 78/81 90/93 102/105 114/117
1700 82/84 94/96 106/108 118/120

(Closing Jul 3)
1700 82/84 95/97 108/110 121/123
-------------------------------------------------------------
TIME MAR APR MAY JUN
-------------------------------------------------------------
1000 128/131 142/145 154/157 165/168
1100 128/131 141/144 153/156 163/166
1200 128/131 143/146 154/157 165/168
1300 126/129 139/142 151/154 161/164
1400 129/132 142/145 154/157 165/168
1500 130/132 144/146 156/158 166/168
1600 125/128 139/142 150/153 161/164
1700 130/132 143/145 155/157 167/169

(Closing Jul 3)
1700 133/135 146/148 158/160 170/172
-----------------------------------------------------------

1MTH 2 MTH 3MTH 4 MTH 5 MTH 6MTH
-------------------------------------------------------------
1000 6.46% 5.89% 5.44% 4.93% 4.66%
4.43%
1100 6.74% 5.93% 5.33% 4.91% 4.68%
4.44%
1200 6.64% 5.97% 5.40% 4.93% 4.68%
4.44%
1300 6.71% 5.84% 5.23% 4.81% 4.59%
4.35%
1400 6.92% 6.06% 5.42% 4.98% 4.73%
4.46%
1500 6.82% 6.09% 5.46% 5.00% 4.74%
4.49%
1600 6.66% 5.94% 5.32% 4.86% 4.60%
4.36%
1700 6.92% 6.11% 5.50% 5.02% 4.76% 4.50%

(Closing Jul 3)
1700 6.75% 6.06% 5.49% 5.02% 4.76% 4.54%
------------------------------------------------------------

7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
-------------------------------------------------------------
1000 4.29% 4.19% 4.10% 4.06% 4.00% 3.91%
1100 4.29% 4.18% 4.09% 4.04% 3.97% 3.87%
1200 4.29% 4.20% 4.11% 4.09% 4.01% 3.92%
1300 4.21% 4.12% 4.03% 4.00% 3.92% 3.83%
1400 4.31% 4.22% 4.12% 4.07% 4.00% 3.91%
1500 4.33% 4.23% 4.14% 4.11% 4.03% 3.93%
1600 4.22% 4.11% 4.02% 3.99% 3.91% 3.83%
1700 4.36% 4.25% 4.15% 4.10% 4.03% 3.96%

(Closing Jul 3)
1700 4.41% 4.33% 4.22% 4.16% 4.08% 4.01%
------------------------------------------------------------

(CONVERSION RATE - $1 = 43.16 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