Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 69.895 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 450.14 424.66 419.7
FWD Paisa (BAM) 26.5 75 148.25
Mibor 6
Libor 2.0635 2.31519 2.51238
His. Vol: 3.8801 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.3174 0.142 0.142 0.7775 1.0996 1.3467
2 SD (₹) 0.4434 0.1983 0.1983 1.0862 1.5361 1.8814
Imp. Vol: 0.2349 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0192 0.0086 0.0086 0.0471 0.0666 0.0815
2 SD (₹) 0.0268 0.012 0.012 0.0658 0.093 0.1139
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.845 -260104.299 -504.9997
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.1309 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 265.59 286.41 302.86
FWD Pips (BAM) 25.03 80.975 171.25
EUR Libor -0.40286 -0.36114 -0.30886
USD Libor 2.06350 2.31519 2.51238
His. Vol: 7.0809 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0094 0.0042 0.0042 0.023 0.0325 0.0398
2 SD (₹) 0.0131 0.0059 0.0059 0.0321 0.0454 0.0556
Imp. Vol: 84.961 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.1125 0.0503 0.0503 0.2755 0.3896 0.4771
2 SD (€) 0.1571 0.0703 0.0703 0.3848 0.5442 0.6666
 

US Dollar Mexican Peso - USDMXN

 
Spot: 19.1938 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 606.14 607.49 594.88
FWD Pips (BAM) 0.097 0.2915 0.5709
MXN Libor 6.89 6.96 7.2
USD Libor 2.0635 2.31519 2.51238
His. Vol: 10.1672 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2284 0.1021 0.1021 0.5595 0.7912 0.969
2 SD (₹) 0.3191 0.1427 0.1427 0.7816 1.1054 1.3538
Imp. Vol: 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)

US Dollar Russian Ruble - USDRUB

 
Spot: 67.2618 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 4638591.3 4456615.79 4418555.55
FWD Pips (BAM) 2600 7494 14860
RUB Libor 9.52 9.54 9.555
USD Libor 2.0635 2.31519 2.51238
His. Vol: 14.8693 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 1.1706 0.5235 0.5235 2.8673 4.055 4.9663
2 SD (₹) 1.6354 0.7314 0.7314 4.0058 5.665 6.9382
Imp. Vol: 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)