Cash Spot Cash Tom Tom Next
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TIME Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 00.40/00.70 00.20/00.40 00.20/00.40
00.85 % 00.57 % 01.71 %
(Jun 05)
1000 01.00/01.10 00.35/00.40 00.70/00.75
02.13 % 02.98 % 01.99 %
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TIME JUN JUL AUG SEP
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1000 05.00/07.00 14/16 21/23 29/31
1100 05.00/06.00 14/16 22/23 29/31
1200 05.50/07.50 15/17 23/25 30/32
1300 06.00/07.50 16/17 24/25 32/33
(Closing Jun 05)
1700 06.50/07.50 16/17 24/26 31/33
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TIME OCT NOV DEC JAN
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1000 36/38 42/44 48/50 53/55
1100 36/38 43/44 49/51 54/56
1200 37/39 44/46 51/53 57/59
1300 39/41 46/48 53/55 58/60
(Closing Jun 05)
1700 39/41 45/47 51/53 56/58
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TIME FEB MAR APR MAY
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1000 58/60 62/64 68/70 72/74
1100 59/60 63/65 69/70 74/75
1200 61/63 66/68 71/73 76/78
1300 63/65 67/69 73/75 78/79
(Closing Jun 05)
1700 61/63 65/67 71/73 75/77
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1MTH 2 MTH 3MTH 4 MTH 5 MTH 6MTH
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1000 2.49% 2.39% 2.30% 2.22% 2.17% 2.11%
1100 2.41% 2.42% 2.32% 2.24% 2.18% 2.13%
1200 2.72% 2.59% 2.44% 2.33% 2.26% 2.22%
1300 2.79% 2.66% 2.53% 2.43% 2.36% 2.31%
(Closing Jun 05)
1700 2.75% 2.62% 2.50% 2.38% 2.31% 2.23%
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7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
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1000 2.02% 1.94% 1.88% 1.82% 1.79% 1.75%
1100 2.04% 1.97% 1.90% 1.84% 1.81% 1.78%
1200 2.14% 2.06% 1.99% 1.92% 1.88% 1.83%
1300 2.21% 2.12% 2.04% 1.97% 1.93% 1.87%
(Closing Jun 05)
1700 2.12% 2.02% 1.96% 1.90% 1.85% 1.81%
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(CONVERSION RATE - $1 = 42.75 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.
For contributions contact Bangalore Rate Reporting unit (080)
41356505 fax : +91 80 4135 6307 e-mail:[email protected]
Keywords: MARKET INDIA DLR PREMIA