India fwd/annualised dlr premia-(closing)-Oct 3

Fri Oct 3, 2008 5:23pm IST

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             Cash Spot       Cash Tom      Tom Next
-------------------------------------------------------------
 TIME        Bid/Ask         Bid/Ask        Bid/Ask      (in
IST)
 1000      00.75/01.50      00.75/01.25      00.00/00.75

          01.46%            01.94%          00.00%

                          (Oct 01)
 1000     (18.00)/(13.00)   (07.00)/(05.00)  (11.00)/(08.00)

        (27.88%)          (27.11%)        (28.40%)
 ------------------------------------------------------------
 TIME       OCT             NOV           DEC            JAN
------------------------------------------------------------
 1000  00.50/01.50    03.50/05.50   07.50/09.50  10.00/12.00
 1100  00.50/01.50    03.50/05.50   07.50/09.50  10.50/12.50
 1200  00.50/02.50    04.00/06.00   08.50/10.50  11.00/13.00
 1300 (1.00)/01.00    02.00/04.00   05.50/07.50  08.00/10.00
 1400 (0.50)/00.50    02.00/04.00   05.50/07.50  08.00/10.00
 1500 (0.50)/01.00    02.50/04.50   06.00/08.00  09.00/11.00
 1600 (1.00)/00.00    02.00/03.50   05.50/07.00  08.00/09.50
 1715 (3.00)/(2.00)  (1.50)/00.50   01.00/03.00  03.50/05.50

                         (Closing Oct 01)
 1715  (0.50)/ 01.50    02.50 /04.50   06.00 /08.00  08.50
/10.50
----------------------------------------------------------------

 TIME      FEB             MAR           APR             MAY
------------------------------------------------------------
 1000  12.50/14.50    15.00/17.00    18.50/20.50   
21.00/23.00
 1100  13.00/15.00    15.50/17.50    19.00/21.00   
21.50/23.50
 1200  14.00/16.00    16.50/18.50    19.50/21.50   
22.00/24.00
 1300  10.75/12.75    13.50/15.50    16.25/18.25   
19.00/21.00
 1400  11.00/13.00    13.50/15.50    16.50/18.50   
19.00/21.00
 1500  11.50/13.50    14.50/16.50    17.50/19.50   
20.00/22.00
 1600  10.50/12.00    13.00/14.50    16.00/18.00   
18.50/20.50
 1715  06.00/08.00    08.50/10.50    11.50/13.50    14.00/16.00

                        (Closing Oct 01)
 1715  11.00/13.00    13.50/15.50    16.00/18.00   
18.50/20.50
 -------------------------------------------------------------
  TIME     JUN             JUL           AUG             SEP
-------------------------------------------------------------
 1000  23.50/25.50   26.50/28.50    29.50/31.50    
32.50/34.50
 1100  24.00/26.00   27.00/29.00    30.00/32.00    
33.00/35.00
 1200  25.00/27.00   28.00/30.00    31.00/33.00    
34.00/36.00
 1300  21.75/23.75   24.50/26.50    27.25/29.25    
30.00/32.00
 1400  21.50/23.50   24.50/26.50    27.50/29.50    
30.50/32.50
 1500  22.50/24.50   25.00/27.00    28.00/30.00    
31.00/33.00
 1600  21.00/23.00   24.00/26.00    27.00/29.00    
30.00/32.00
 1715  16.50/18.50   19.00/21.00    22.00/24.00     25.00/27.00

                        (Closing Oct 01)
 1715  21.00/23.00   23.50/25.50    26.25/28.25    
29.00/31.00
 -----------------------------------------------------------

  1MTH       2 MTH     3MTH       4 MTH     5 MTH   6MTH
-------------------------------------------------------------
 1000   0.47%     0.72%     0.77%      0.74%     0.73%   0.72%
 1100   0.47%     0.72%     0.78%      0.77%     0.75%   0.74%
 1200   0.60%     0.80%     0.85%      0.81%     0.80%   0.78%
 1300   0.19%     0.51%     0.60%      0.62%     0.64%   0.65%
 1400   0.19%     0.51%     0.60%      0.63%     0.65%   0.65%
 1500   0.27%     0.57%     0.65%      0.68%     0.68%   0.69%
 1600   0.08%     0.48%     0.58%      0.60%     0.61%   0.62%
 1715  (0.50%)    0.03%     0.22%      0.33%     0.40%   0.44%

                       (Closing Oct 01)
 1715   0.29%     0.57%     0.64%      0.64%     0.65%   0.65%
------------------------------------------------------------

    7 MTH     8 MTH       9 MTH     10 MTH   11 MTH   12MTH
-------------------------------------------------------------
 1000   0.74%      0.73%     0.72%      0.72%    0.73%   0.73%
 1100   0.76%      0.74%     0.73%      0.73%    0.74%   0.74%
 1200   0.77%      0.76%     0.76%      0.76%    0.76%   0.76%
 1300   0.66%      0.66%     0.66%      0.67%    0.67%   0.67%
 1400   0.66%      0.66%     0.66%      0.67%    0.68%   0.69%
 1500   0.70%      0.69%     0.68%      0.68%    0.69%   0.70%
 1600   0.64%      0.64%     0.64%      0.65%    0.66%   0.67%
 1715   0.48%      0.50%     0.51%      0.53%    0.55%   0.57%

                      (Closing Oct 01)
 1715   0.65%      0.65%     0.64%      0.64%    0.65%   0.66%
------------------------------------------------------------

        (CONVERSION RATE - $1 = 47.08 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, Central Bank. For contributions contact Bangalore Rate
Reporting unit (080) 41356505 fax : +91 80 4135 6307
e-mail:rru.data@thomsonreuters.com