July 14, 2015 / 4:42 AM / 2 years ago

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

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 13) 1000 02.00/03.00 01.00/01.50 01.00/01.50

05.75% 05.75% 05.75% --------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 17.50/19.00 56.25/58.25 94.00/96.00 132.00/134.00 1100 17.50/19.50 56.25/58.25 94.25/96.25 132.00/134.00 1200 17.50/19.50 56.25/58.25 94.00/96.00 132.50/134.50 1300 17.50/19.50 56.25/58.25 94.25/96.25 132.00/134.00 1400 17.50/19.50 56.25/58.25 94.00/96.00 132.00/134.00 1500 17.50/19.50 56.25/58.25 94.00/96.00 132.00/134.00 1600 18.00/19.00 56.75/58.75 94.50/96.50 132.50/134.50 1715 17.50/19.00 56.00/58.00 94.00/96.00 132.00/134.00

(C1osing Jul 13) 1715 19.00/20.00 57.50/59.50 95.25/97.25 133.00/135.00 --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 170.00/172.00 208.00/210.00 243.75/245.75 281.50/283.50 1100 170.00/172.00 208.00/210.00 244.00/246.00 281.75/283.75 1200 170.50/172.50 208.50/210.50 244.25/246.25 282.00/284.00 1300 170.00/172.00 208.00/210.00 244.00/246.00 281.50/283.50 1400 170.00/172.00 208.00/210.00 243.75/245.75 281.25/283.25 1500 170.00/172.00 208.00/210.00 243.75/245.75 281.50/283.50 1600 170.50/172.50 208.50/210.50 244.25/246.25 282.00/284.00 1715 170.00/172.00 208.00/210.00 244.00/246.00 281.50/283.50

(C1osing Jul 13) 1715 171.00/173.00 209.00/211.00 245.00/247.00 282.50/284.50 --------------------------------------------------------------- TIME MAR APR MAY JUN --------------------------------------------------------------- 1000 319.00/321.00 359.50/361.50 397.00/399.00 432.00/434.00 1100 319.25/321.25 359.50/361.50 397.25/399.25 432.00/434.00 1200 319.50/321.50 359.50/361.50 397.25/399.25 432.00/434.00 1300 319.00/321.00 359.00/361.00 396.50/398.50 431.50/433.50 1400 318.75/320.75 358.75/360.75 396.25/398.25 431.25/433.25 1500 319.00/321.00 359.00/361.00 396.50/398.50 431.50/433.50 1600 319.25/321.25 359.25/361.25 396.75/398.75 431.50/433.50 1715 319.00/321.00 359.00/361.00 396.50/398.50 431.50/433.50

(C1osing Jul 13) 1715 320.00/322.00 360.00/362.00 397.50/399.50 432.50/434.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 7.11% 7.17% 7.20% 7.18% 7.16% 7.14% 1100 7.14% 7.18% 7.21% 7.19% 7.16% 7.15% 1200 7.14% 7.17% 7.21% 7.21% 7.18% 7.16% 1300 7.14% 7.19% 7.21% 7.19% 7.16% 7.15% 1400 7.15% 7.18% 7.21% 7.20% 7.17% 7.15% 1500 7.14% 7.18% 7.20% 7.19% 7.16% 7.15% 1600 7.19% 7.22% 7.24% 7.22% 7.18% 7.16% 1715 7.11% 7.18% 7.21% 7.20% 7.17% 7.16%

(C1osing Jul 13) 1715 7.12% 7.17% 7.19% 7.18% 7.15% 7.14% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 7.12% 7.11% 7.16% 7.16% 7.12% 7.07% 1100 7.13% 7.11% 7.16% 7.17% 7.13% 7.07% 1200 7.14% 7.12% 7.16% 7.17% 7.13% 7.07% 1300 7.13% 7.11% 7.16% 7.16% 7.12% 7.07% 1400 7.13% 7.11% 7.16% 7.16% 7.12% 7.07% 1500 7.13% 7.11% 7.16% 7.16% 7.12% 7.07% 1600 7.15% 7.12% 7.16% 7.17% 7.13% 7.07% 1715 7.14% 7.12% 7.17% 7.17% 7.13% 7.08%

(C1osing Jul 13) 1715 7.12% 7.10% 7.15% 7.15% 7.11% 7.07% ---------------------------------------------------------------

(CONVERSION RATE - $1 = 63.3900/63.4000 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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