Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 67.835 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 413.32 425.85 429.53
FWD Paisa (BAM) 23.375 72.25 145.75
Mibor 6
Libor 2.09775 2.33888 2.5075
His. Vol: 7.6221 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.6052 0.2706 0.2706 1.4823 2.0963 2.5675
2 SD (₹) 0.8454 0.3781 0.3781 2.0709 2.9287 3.5869
Imp. Vol: 0.2349 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0186 0.0083 0.0083 0.0457 0.0646 0.0791
2 SD (₹) 0.0261 0.0117 0.0117 0.0638 0.0902 0.1105
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.845 -158679.0972 -298.9999
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.1654 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 273.18 278.02 289.73
FWD Pips (BAM) 26.53 81 168.825
EUR Libor -0.39686 -0.36786 -0.31786
USD Libor 2.09775 2.33888 2.50750
His. Vol: 9.1041 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0124 0.0056 0.0056 0.0304 0.043 0.0527
2 SD (₹) 0.0173 0.0078 0.0078 0.0425 0.0601 0.0736
Imp. Vol: 84.961 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.1159 0.0518 0.0518 0.2839 0.4014 0.4917
2 SD (€) 0.1619 0.0724 0.0724 0.3966 0.5608 0.6869
 

US Dollar Mexican Peso - USDMXN

 
Spot: 20.0192 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 579.65 596.83 594.78
FWD Pips (BAM) 0.0967 0.2987 0.5954
MXN Libor 6.89 6.96 7.2
USD Libor 2.09775 2.33888 2.5075
His. Vol: 13.8929 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.3255 0.1456 0.1456 0.7974 1.1276 1.3811
2 SD (₹) 0.4548 0.2034 0.2034 1.114 1.5754 1.9294
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: 62.8773 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 3759703.43 3794692.21 3799463.4
FWD Pips (BAM) 1970 5965 11945
RUB Libor 9.52 9.54 9.555
USD Libor 2.09775 2.33888 2.5075
His. Vol: 11.6922 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.8605 0.3848 0.3848 2.1077 2.9807 3.6506
2 SD (₹) 1.2021 0.5376 0.5376 2.9446 4.1642 5.1001
Imp. Vol: 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)