August 12, 2015 / 3:30 AM / 2 years ago

RPT-India fwd/annualised dlr premia-(close)-Aug 11

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

05.69% 05.69% 05.69%

(Aug 10) 1000 02.00/03.00 01.00/01.50 01.00/01.50

05.72% 05.72% 05.72% --------------------------------------------------------------- TIME AUG SEP OCT NOV --------------------------------------------------------------- 1000 21.25/22.25 58.00/59.50 95.00/96.50 133.00/135.00 1100 21.25/22.25 58.00/59.00 94.75/96.25 132.25/134.25 1200 21.00/22.50 57.50/59.50 94.50/96.50 132.25/134.25 1300 21.25/22.25 58.00/59.50 95.00/96.50 133.00/135.00 1400 21.25/22.25 58.00/59.00 95.00/96.00 133.00/134.00 1500 21.25/22.75 57.75/59.75 94.50/96.50 132.50/134.50 1600 21.00/22.50 57.50/59.50 94.50/96.50 132.25/134.25 1715 21.00/22.50 57.50/59.50 94.25/96.25 132.00/134.00

(C1osing Aug 10) 1715 22.00/23.50 58.75/60.75 95.75/97.75 133.50/135.50 --------------------------------------------------------------- TIME DEC JAN FEB MAR --------------------------------------------------------------- 1000 171.00/173.00 207.00/209.00 245.00/247.00 283.00/285.00 1100 170.50/172.50 206.50/208.50 244.50/246.50 282.50/284.50 1200 170.25/172.25 206.00/208.00 244.00/246.00 282.00/284.00 1300 171.00/173.00 207.00/209.00 245.00/247.00 283.00/285.00 1400 170.50/172.50 206.50/208.50 244.50/246.50 282.50/284.50 1500 170.50/172.50 206.50/208.50 244.50/246.50 282.50/284.50 1600 170.00/172.00 205.50/207.50 243.50/245.50 281.50/283.50 1715 170.00/172.00 205.50/207.50 243.50/245.50 281.50/283.50

(C1osing Aug 10) 1715 171.50/173.50 207.50/209.50 245.75/247.75 284.00/286.00 --------------------------------------------------------------- TIME APR MAY JUN JUL --------------------------------------------------------------- 1000 323.50/325.50 362.50/364.50 398.50/400.50 432.50/434.50 1100 323.00/325.00 362.00/364.00 398.00/400.00 432.00/434.00 1200 322.50/324.50 361.50/363.50 397.75/399.75 432.00/434.00 1300 323.50/325.50 362.50/364.50 398.50/400.50 432.50/434.50 1400 323.00/325.00 362.00/364.00 398.00/400.00 432.00/434.00 1500 323.00/325.00 362.00/364.00 398.00/400.00 432.00/434.00 1600 322.00/324.00 361.00/363.00 397.00/399.00 431.00/433.00 1715 322.00/324.00 361.00/363.00 397.00/399.00 431.00/433.00

(C1osing Aug 10) 1715 324.50/326.50 363.50/365.50 399.50/401.50 433.50/435.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 6.94% 6.98% 6.99% 7.00% 7.00% 7.00% 1100 6.92% 6.96% 6.96% 6.97% 6.98% 6.99% 1200 6.92% 6.95% 6.96% 6.96% 6.97% 6.97% 1300 6.94% 6.98% 7.00% 7.00% 7.00% 7.01% 1400 6.91% 6.95% 6.96% 6.96% 6.97% 6.98% 1500 6.95% 6.96% 6.96% 6.96% 6.97% 6.98% 1600 6.91% 6.95% 6.95% 6.95% 6.94% 6.95% 1715 6.91% 6.94% 6.94% 6.94% 6.95% 6.95%

(C1osing Aug 10) 1715 6.93% 6.98% 6.99% 6.99% 7.00% 7.01% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 7.00% 7.05% 7.10% 7.08% 7.05% 7.00% 1100 6.99% 7.04% 7.09% 7.07% 7.04% 7.00% 1200 6.97% 7.02% 7.07% 7.06% 7.03% 6.99% 1300 7.00% 7.05% 7.10% 7.08% 7.05% 7.01% 1400 6.98% 7.03% 7.08% 7.06% 7.03% 6.99% 1500 6.98% 7.03% 7.07% 7.06% 7.03% 6.98% 1600 6.95% 7.00% 7.06% 7.04% 7.01% 6.97% 1715 6.95% 7.01% 7.06% 7.04% 7.01% 6.97%

(C1osing Aug 10) 1715 7.02% 7.07% 7.12% 7.10% 7.07% 7.03% ---------------------------------------------------------------

(CONVERSION RATE - $1 = 64.1900/64.2000 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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