Cash Spot Cash Tom Tom Next
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TIME Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 01.50/01.70 00.76/00.80 00.70/00.90
06.52 % 06.61 % 06.09%
(Aug 5)
1000 01.50/01.60 00.77/00.80 00.75/00.80
06.46 % 06.63 % 06.46%
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TIME AUG SEP OCT NOV
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1000 14.00/16.00 32.50/34.50 48.00/50.00 61.50/63.50
1100 14.50/16.50 33.50/35.50 50.00/52.00 64.00/66.00
1200 14.50/15.50 34.00/36.00 50.00/52.00 64.00/66.00
1300 15.00/16.00 35.00/37.00 51.00/53.00 66.00/68.00
1400 14.50/16.50 35.00/37.00 51.00/53.00 65.50/67.50
1500 14.50/15.50 34.00/36.00 50.00/52.00 64.00/66.00
1600 14.50/15.50 35.50/37.50 51.00/53.00 65.00/67.00
1715 15.50/16.50 35.50/37.50 53.00/55.00 68.00/70.00
(Closing Aug 5)
1715 14.00/16.00 32.50/34.50 47.00/49.00 60.00/62.00
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TIME DEC JAN FEB MAR
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1000 73.00/75.00 82.00/84.00 91.00/93.00 99.50/101.50
1100 77.00/79.00 86.00/88.00 95.00/97.00 104.00/106.00
1200 76.00/78.00 86.00/88.00 94.50/96.50 103.00/105.00
1300 78.50/80.50 89.50/91.50 98.50/100.5 108.00/110.00
1400 78.50/80.50 89.00/91.00 98.00/100.0 107.00/109.00
1500 77.00/79.00 87.00/89.00 96.00/98.00 105.00/107.00
1600 78.00/80.00 89.00/91.00 98.00/100.0 107.00/109.00
1715 80.50/82.50 91.50/93.50 100.50/102.5 109.50/111.50
(Closing Aug 5)
1715 71.00/73.00 80.50/82.50 89.00/91.00 97.50/99.50
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TIME APR MAY JUN JUL
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1000 109.50/111.50 118.00/120.00 126.50/128.50 135.00/137.00
1100 115.00/117.00 123.50/125.50 132.00/134.00 140.50/142.50
1200 114.00/116.00 122.50/124.50 131.00/133.00 139.50/141.50
1300 119.00/121.00 128.00/130.00 137.00/139.00 145.50/147.50
1400 118.00/120.00 127.00/129.00 135.50/137.50 144.00/146.00
1500 116.50/118.50 125.50/127.50 134.00/136.00 142.50/144.50
1600 118.00/120.00 127.50/129.50 136.00/138.00 145.00/147.00
1715 120.50/122.50 129.50/131.50 138.50/140.50 147.50/149.50
(Closing Aug 5)
1715 108.00/110.00 116.50/118.50 125.00/127.00 133.50/135.50
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1MTH 2 MTH 3MTH 4 MTH 5 MTH 6MTH
-------------------------------------------------------------
1000 5.83% 5.35% 4.98% 4.70% 4.34% 4.05%
1100 6.01% 5.52% 5.18% 4.91% 4.57% 4.24%
1200 5.96% 5.58% 5.18% 4.89% 4.53% 4.23%
1300 6.14% 5.72% 5.30% 5.04% 4.68% 4.40%
1400 6.14% 5.72% 5.29% 5.02% 4.68% 4.38%
1500 5.95% 5.57% 5.17% 4.91% 4.58% 4.28%
1600 6.08% 5.76% 5.26% 4.97% 4.65% 4.37%
1715 6.27% 5.78% 5.39% 5.17% 4.79% 4.49%
(Closing Aug 5)
1715 5.61% 5.21% 4.81% 4.52% 4.19% 3.93%
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7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
-------------------------------------------------------------
1000 3.87% 3.69% 3.60% 3.48% 3.38% 3.29%
1100 4.03% 3.86% 3.77% 3.63% 3.52% 3.42%
1200 4.01% 3.82% 3.74% 3.61% 3.49% 3.40%
1300 4.18% 4.00% 3.90% 3.77% 3.65% 3.54%
1400 4.16% 3.97% 3.87% 3.74% 3.61% 3.50%
1500 4.07% 3.90% 3.82% 3.69% 3.57% 3.47%
1600 4.15% 3.96% 3.87% 3.74% 3.62% 3.52%
1715 4.25% 4.05% 3.94% 3.80% 3.68% 3.58%
(Closing Aug 5)
1715 3.74% 3.59% 3.51% 3.40% 3.31% 3.23%
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(CONVERSION RATE - $1 = 42.09 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, Central
Bank.
For contributions contact Bangalore Rate Reporting unit (080)
41356505 fax : +91 80 4135 6307 e-mail:[email protected]
Keywords: MARKET INDIA DLR PREMIA