India fwd/annualised dlr premia-(closing)-Oct 14

Cash Spot Cash Tom Tom Next
-------------------------------------------------------------
TIME Bid/Ask Bid/Ask Bid/Ask

(in IST)
1000 01.75/02.00 00.95/01.05 00.80/00.95

06.69% 07.26% 06.11%

(Oct 13)
1000 xx.xx / xx.xx xx.xx / xx.xx 00.25/00.75

xx.xx% xx.xx% 01.90%
------------------------------------------------------------
TIME OCT NOV DEC JAN
------------------------------------------------------------
1000 08.50/10.50 14.50/16.50 15.50/17.50 16.50/18.50
1100 08.00/10.00 14.50/16.50 16.00/18.00 16.00/18.00
1200 09.00/10.00 15.00/16.50 17.00/18.50 17.00/18.50
1300 08.00/10.00 13.50/15.50 14.50/16.50 14.00/16.00
1400 07.00/09.00 11.50/13.50 11.00/13.00 10.00/12.00
1500 08.00/09.00 12.00/14.00 11.50/13.50 11.50/13.50
1600 07.00/08.00 10.50/12.00 08.50/10.50 07.50/09.50
1715 04.00/06.00 06.00/08.00 05.50/07.50 04.00/06.00

(Closing Oct 13)
1715 05.50/07.50 09.50/11.50 09.50/11.50 09.00/11.00
----------------------------------------------------------------

TIME FEB MAR APR MAY
------------------------------------------------------------
1000 17.50/19.50 18.50/20.50 20.00/22.00 21.50/23.50
1100 16.50/18.50 17.50/19.50 19.00/21.00 20.50/22.50
1200 18.00/20.00 18.00/20.00 19.50/21.50 21.00/23.00
1300 13.50/15.50 14.50/16.50 16.00/18.00 17.50/19.50
1400 09.00/11.00 09.50/11.50 11.00/13.00 12.50/14.50
1500 11.50/13.50 11.50/13.50 12.50/14.50 13.50/15.50
1600 07.00/09.00 06.75/08.75 07.50/09.50 08.50/10.50
1715 03.00/05.00 03.00/05.00 04.00/06.00 05.00/07.00

(Closing Oct 13)
1715 08.50/10.50 09.00/11.00 10.50/12.50 11.50/13.50
-------------------------------------------------------------
TIME JUN JUL AUG SEP
-------------------------------------------------------------
1000 23.00/25.00 24.50/26.50 26.00/28.00 27.50/29.50
1100 22.00/24.00 23.50/25.50 25.50/27.50 27.50/29.50
1200 22.50/24.50 24.00/26.00 25.50/27.50 27.50/29.50
1300 19.00/21.00 20.50/22.50 22.00/24.00 23.50/25.50
1400 14.00/16.00 15.50/17.50 17.00/19.00 18.50/20.00
1500 14.50/16.50 15.50/17.50 17.00/19.00 18.50/20.50
1600 09.75/11.75 11.00/13.00 12.25/14.25 13.50/15.50
1715 06.00/08.00 07.00/09.00 08.00/10.00 09.50/11.50

(Closing Oct 13)
1715 12.50/14.50 14.00/16.00 15.50/17.50 17.00/19.00

-----------------------------------------------------------

1MTH 2 MTH 3MTH 4 MTH 5 MTH 6MTH
-------------------------------------------------------------
1000 3.14% 2.01% 1.42% 1.12% 0.96% 0.85%
1100 3.10% 2.05% 1.42% 1.07% 0.92% 0.81%
1200 3.18% 2.11% 1.48% 1.15% 0.96% 0.83%
1300 2.95% 1.88% 1.27% 0.90% 0.76% 0.69%
1400 2.56% 1.53% 0.95% 0.64% 0.52% 0.47%
1500 2.67% 1.59% 1.03% 0.77% 0.63% 0.54%
1600 2.32% 1.28% 0.74% 0.50% 0.40% 0.34%
1715 1.47% 0.84% 0.47% 0.27% 0.20% 0.19%

(Closing Oct 13)
1715 2.05% 1.30% 0.84% 0.59% 0.49% 0.45%
------------------------------------------------------------

7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
-------------------------------------------------------------
1000 0.78% 0.73% 0.69% 0.66% 0.64% 0.61%
1100 0.75% 0.70% 0.67% 0.64% 0.63% 0.62%
1200 0.77% 0.72% 0.68% 0.65% 0.63% 0.62%
1300 0.64% 0.61% 0.58% 0.56% 0.54% 0.53%
1400 0.46% 0.45% 0.44% 0.43% 0.43% 0.42%
1500 0.50% 0.47% 0.45% 0.43% 0.43% 0.42%
1600 0.32% 0.32% 0.32% 0.32% 0.32% 0.32%
1715 0.20% 0.21% 0.21% 0.21% 0.22% 0.24%

(Closing Oct 13)
1715 0.43% 0.41% 0.39% 0.39% 0.39% 0.39%
------------------------------------------------------------

(CONVERSION RATE - $1 = 48.08 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.

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