Cash Spot Cash Tom Tom Next
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TIME Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 02.10/02.30 00.52/00.58 01.50/01.70
04.46 % 04.42 % 04.25 %
(Jun 18)
1000 00.95/01.15 00.47/00.57 00.47/00.57
04.04 % 04.00 % 04.00 %
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TIME JUN JUL AUG SEP
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1000 03.00/04.50 16/18 27/29 38/40
1100 04.00/05.00 16/18 27/29 37/39
1200 03.50/04.50 16/17 28/29 38/40
1300 03.75/05.25 16/18 28/30 39/41
1400 04.00/05.00 17/18 29/30 41/42
1500 03.50/05.00 18/20 30/32 41/43
1600 03.50/04.50 18/19 29/31 40/42
(Closing Jun 18)
1700 03.50/05.50 15/17 25/27 36/38
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TIME OCT NOV DEC JAN
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1000 48/50 58/60 67/69 76/78
1100 47/49 57/59 67/69 75/77
1200 48/50 58/60 66/68 75/77
1300 49/51 59/61 69/71 78/80
1400 51/52 62/63 71/72 81/82
1500 52/54 63/65 73/75 83/85
1600 51/53 61/63 71/73 81/83
(Closing Jun 18)
1700 46/48 55/57 63/65 71/73
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TIME FEB MAR APR MAY
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1000 84/86 92/94 101/103 109/111
1100 83/85 90/92 100/102 108/110
1200 83/85 91/93 101/103 109/111
1300 86/88 94/96 103/105 111/113
1400 90/91 98/99 107/108 115/116
1500 91/93 100/102 110/112 118/120
1600 89/91 97/99 107/109 115/117
(Closing Jun 18)
1700 79/81 87/89 95/97 103/105
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1MTH 2 MTH 3MTH 4 MTH 5 MTH 6MTH
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1000 3.74% 3.51% 3.34% 3.23% 3.15% 3.03%
1100 3.80% 3.51% 3.30% 3.17% 3.10% 3.02%
1200 3.81% 3.57% 3.35% 3.20% 3.15% 3.02%
1300 3.95% 3.69% 3.44% 3.29% 3.23% 3.13%
1400 3.90% 3.75% 3.55% 3.37% 3.35% 3.22%
1500 4.20% 3.95% 3.66% 3.49% 3.42% 3.30%
1600 4.07% 3.82% 3.56% 3.40% 3.31% 3.21%
(Closing Jun 18)
1700 3.28% 3.17% 3.07% 3.00% 2.94% 2.82%
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7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
-------------------------------------------------------------
1000 2.96% 2.89% 2.82% 2.79% 2.75% 2.71%
1100 2.94% 2.86% 2.78% 2.75% 2.72% 2.67%
1200 2.94% 2.87% 2.80% 2.78% 2.75% 2.72%
1300 3.04% 2.96% 2.88% 2.84% 2.80% 2.75%
1400 3.14% 3.08% 3.00% 2.95% 2.89% 2.83%
1500 3.22% 3.15% 3.06% 3.02% 2.98% 2.92%
1600 3.14% 3.08% 2.99% 2.95% 2.90% 2.85%
(Closing Jun 18)
1700 2.74% 2.69% 2.64% 2.61% 2.58% 2.53%
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(CONVERSION RATE - $1 = 42.97 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