Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 63.81 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 451.23 457.5 441.83
FWD Paisa (BAM) 24 73 141
Mibor 6
Libor 1.56128 1.74447 1.93175
His. Vol: 3.8 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2838 0.1269 0.1269 0.6952 0.9831 1.2041
2 SD (₹) 0.3965 0.1773 0.1773 0.9712 1.3735 1.6821
Imp. Vol: 0.2349 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0175 0.0078 0.0078 0.043 0.0608 0.0744
2 SD (₹) 0.0245 0.011 0.011 0.06 0.0849 0.104
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.845 58392.1016 103.5
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.226 Fut 1: Fut 2: 1.238
1 Month 3 Months 6 Months
FWD BPs (BAM) 230.6 233.95 246.12
FWD Pips (BAM) 23.56 71.705 150.87
EUR Libor -0.40471 -0.38143 -0.33486
USD Libor 1.56128 1.74447 1.93175
His. Vol: 5.68 5 Days 1 Days
(Exp 1)
55 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0082 0.0036 0.027 0.02 0.0282 0.0346
2 SD (₹) 0.0114 0.0051 0.0378 0.0279 0.0394 0.0483
Imp. Vol: 84.961 5 Days 1 Days
(Exp 1)
55 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.1219 0.0545 0.4043 0.2986 0.4223 0.5172
2 SD (€) 0.1703 0.0762 0.5649 0.4172 0.59 0.7226
 

US Dollar Mexican Peso - USDMXN

 
Spot: 18.694 Fut 1: Fut 2: 18.797
1 Month 3 Months 6 Months
FWD BPs (BAM) 647.05 620.2 635.28
FWD Pips (BAM) 0.1008 0.2899 0.5938
MXN Libor 6.89 6.96 7.2
USD Libor 1.56128 1.74447 1.93175
His. Vol: 10.2 5 Days 1 Days
(Exp 1)
55 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2232 0.0998 0.7402 0.5467 0.7731 0.9468
2 SD (₹) 0.3118 0.1394 1.0341 0.7637 1.0801 1.3228
Imp. Vol: 5 Days 1 Days
(Exp 1)
55 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)

US Dollar Russian Ruble - USDRUB

 
Spot: 56.5021 Fut 1: Fut 2: 56.9638
1 Month 3 Months 6 Months
FWD BPs (BAM) 5097155.68 4516646.29 4435233.38
FWD Pips (BAM) 2400 6380 12530
RUB Libor 9.52 9.54 9.555
USD Libor 1.56128 1.74447 1.93175
His. Vol: 7.27 5 Days 1 Days
(Exp 1)
51 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.4808 0.215 1.5355 1.1776 1.6654 2.0397
2 SD (₹) 0.6717 0.3004 2.1451 1.6452 2.3267 2.8496
Imp. Vol: 5 Days 1 Days
(Exp 1)
51 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)