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

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
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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