July 6, 2015 / 4:42 AM / 2 years ago

India fwd/annualised dlr premia-(closing)-Jul 6

Cash Spot Cash Tom Tom Next ---------------------------------------------------------------

Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 02.00/03.00 01.00/01.50 01.00/01.50

05.74% 05.74% 05.74%

(Jul 3) 1000 04.00/06.00 03.00/04.50 01.00/01.50

05.76% 05.76% 05.76% --------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 27.00/28.50 66.00/68.00 103.50/105.50 141.00/143.00 1100 27.25/29.25 66.00/68.00 103.50/105.50 140.75/142.75 1200 27.50/29.00 66.00/68.00 103.50/105.50 141.00/143.00 1300 27.50/29.00 66.00/68.00 103.50/105.50 141.00/143.00 1400 27.00/29.00 66.00/68.00 103.50/105.50 141.00/143.00 1500 27.75/29.25 66.50/68.50 104.00/106.00 141.50/143.50 1600 28.00/29.00 66.50/68.00 104.00/106.00 141.50/143.50 1715 27.50/29.00 66.00/68.00 103.50/105.50 141.00/143.00

(C1osing Jul 3) 1715 28.50/30.00 67.50/69.50 105.00/107.00 142.50/144.50 --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 178.50/180.50 216.00/218.00 251.50/253.50 288.50/290.50 1100 178.25/180.25 215.75/217.75 250.75/252.75 287.75/289.75 1200 178.50/180.50 216.00/218.00 251.50/253.50 288.50/290.50 1300 178.50/180.50 216.00/218.00 251.50/253.50 289.00/291.00 1400 178.75/180.75 216.50/218.50 252.00/254.00 289.00/291.00 1500 179.00/181.00 216.50/218.50 252.00/254.00 289.00/291.00 1600 179.00/181.00 216.50/218.50 252.00/254.00 289.00/291.00 1715 178.50/180.50 216.00/218.00 251.50/253.50 288.50/290.50

(C1osing Jul 3) 1715 180.00/182.00 217.50/219.50 253.00/255.00 290.50/292.50 --------------------------------------------------------------- TIME MAR APR MAY JUN --------------------------------------------------------------- 1000 325.50/327.50 365.00/367.00 402.00/404.00 436.50/438.50 1100 324.75/326.75 364.25/366.25 401.25/403.25 435.50/437.50 1200 325.50/327.50 365.00/367.00 402.00/404.00 436.50/438.50 1300 326.00/328.00 365.50/367.50 402.50/404.50 437.00/439.00 1400 326.00/328.00 365.50/367.50 402.50/404.50 436.50/438.50 1500 326.00/328.00 365.50/367.50 402.50/404.50 437.00/439.00 1600 326.00/328.00 365.50/367.50 402.50/404.50 437.00/439.00 1715 325.50/327.50 365.00/367.00 402.00/404.00 436.50/438.50

(C1osing Jul 3) 1715 328.00/330.00 368.00/370.00 405.00/407.00 439.50/441.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 7.03% 7.13% 7.14% 7.13% 7.10% 7.07% 1100 7.08% 7.12% 7.14% 7.12% 7.08% 7.06% 1200 7.09% 7.13% 7.14% 7.13% 7.10% 7.08% 1300 7.10% 7.14% 7.15% 7.14% 7.11% 7.08% 1400 7.07% 7.14% 7.15% 7.15% 7.12% 7.10% 1500 7.16% 7.19% 7.19% 7.17% 7.13% 7.10% 1600 7.15% 7.17% 7.19% 7.17% 7.13% 7.10% 1715 7.11% 7.15% 7.17% 7.15% 7.12% 7.10%

(C1osing Jul 3) 1715 7.07% 7.17% 7.18% 7.16% 7.12% 7.10% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 7.06% 7.03% 7.05% 7.08% 7.04% 7.00% 1100 7.04% 7.01% 7.03% 7.06% 7.02% 6.98% 1200 7.06% 7.04% 7.05% 7.08% 7.04% 7.00% 1300 7.07% 7.05% 7.07% 7.10% 7.06% 7.02% 1400 7.08% 7.05% 7.07% 7.10% 7.06% 7.01% 1500 7.09% 7.06% 7.07% 7.11% 7.06% 7.02% 1600 7.09% 7.06% 7.08% 7.11% 7.06% 7.02% 1715 7.08% 7.06% 7.07% 7.10% 7.06% 7.02%

(C1osing Jul 3) 1715 7.09% 7.07% 7.08% 7.13% 7.09% 7.05% ---------------------------------------------------------------

(CONVERSION RATE - $1 = 63.3950/63.4050 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. Similarly we use Spot level indicative bid and ask for calculations.

These indicative rates are based on contributions from Andhra Bank, Bank Of Baroda,Canara Bank, Syndicate Bank, ICICI Bank, Credit Agricole CIB, Standard Chartered, HDFC Bank, Indusind Bank,Corporation Bank, Bank of India, Union Bank of India, Axis Bank,State Bank Of India, HSBC,Central Bank. For contributions contact Mumbai Rate Reporting unit +91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com

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