Cash Spot Cash Tom Tom Next
-------------------------------------------------------------
TIME Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 (00.60)/(00.40) (00.30)/(00.20) (00.40)/(00.25)
(02.76)% (02.76)% (03.68)%
(Feb 08)
1000 (01.50)/0.00 (00.25)/00.00 (00.25)/00.00
(03.46)% (00.77)% (02.31)%
------------------------------------------------------------
TIME FEB MAR APR MAY
------------------------------------------------------------
1000 (7.50)/(5.50) (5.50)/(3.50) 01/03 06/08
1100 (7.00)/(5.00) (5.50)/(3.50) 01/03 05/07
1200 (9.00)/(7.00) (7.00)/(5.50) (1.50)/0.00 02/03
1300 (8.00)/(6.00) (6.50)/(5.50) (1.25)/(0.75) 02/04
1400 (8.50)/(7.00) (7.00)/(5.50) (2.50)/(1.00) 01/02
1500 (8.00)/(6.50) (6.50)/(5.00) (0.50)/1.00 03/05
(Closing Feb 08)
1700 (9.50)/(7.50) (07.50)/(05.50)(01.0)/01 03/05
--------------------------------------------------------------
TIME JUN JUL AUG SEP
------------------------------------------------------------
1000 10/12 15/17 20/22 25/27
1100 09/11 14/16 18/20 23/25
1200 06/07 10/11 14/16 19/21
1300 06/08 10/12 15/17 19.50/20
1400 05/06 09/11 14/15 18/20
1500 08/09 12/14 17/19 22/24
(Closing Feb 08)
1700 07/09 12/14 17/19 22/24
-------------------------------------------------------------
TIME OCT NOV DEC JAN
-------------------------------------------------------------
1000 30/32 35/37 39/41 42/44
1100 28/30 33/35 37/39 40/42
1200 24/26 29/31 33/35 36/38
1300 25/27 30/32 34/36 37/39
1400 23/25 28/30 32/34 35/37
1500 27/29 32/34 36/38 39/41
(Closing Feb 08)
1700 27/29 32/34 36/38 39/41
-----------------------------------------------------------
1MTH 2 MTH 3MTH 4 MTH 5 MTH 6MTH
-------------------------------------------------------------
1000 (1.80%) 0.19% 0.40% 0.65% 0.79% 0.90%
1100 (1.70%) (0.22%) 0.33% 0.57% 0.73% 0.84%
1200 (2.30%) (0.52%) 0.06% 0.31% 0.49% 0.62%
1300 (2.08%) (0.52%) 0.06% 0.35% 0.52% 0.65%
1400 (2.26%) (0.59%) (0.05%) 0.23% 0.44% 0.59%
1500 (2.10%) (0.41%) 0.18% 0.44% 0.62% 0.76%
(Closing Feb 08)
1700 (2.45%) (0.48%) 0.16% 0.43% 0.62% 0.76%
------------------------------------------------------------
7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
-------------------------------------------------------------
1000 0.99% 1.05% 1.10% 1.14% 1.13% 1.12%
1100 0.92% 0.97% 1.04% 1.08% 1.08% 1.07%
1200 0.75% 0.84% 0.92% 0.96% 0.97% 0.97%
1300 0.76% 0.84% 0.94% 0.98% 0.98% 0.98%
1400 0.71% 0.79% 0.88% 0.93% 0.93% 0.94%
1500 0.88% 0.95% 1.02% 1.05% 1.05% 1.04%
(Closing Feb 08)
1700 0.87% 0.95% 1.01% 1.05% 1.05% 1.04%
------------------------------------------------------------
(CONVERSION RATE - $1 = 39.68 rupees)
Note: Figures in brackets indicate negative value.
Premiums have been given in paise and annualised
prmiums 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,
UTI Bank,
State Bank Of India, HSBC.
For contributions contact Bangalore Rate Reporting unit (080)
41356505 fax : +91 80 4135 6307 e-mail:[email protected]