Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 64.58 Fut 1: Fut 2: 64.595
1 Month 3 Months 6 Months
FWD BPs (BAM) 408.81 411.91 444.43
FWD Paisa (BAM) 22 66.5 143.5
Mibor 6
Libor 1.31287 1.454 1.64489
His. Vol: 3.8 5 Days 1 Days
(Exp 1)
5 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2872 0.1285 0.2872 0.7036 0.995 1.2186
2 SD (₹) 0.4013 0.1795 0.4013 0.9829 1.39 1.7024
Imp. Vol: 1.55 5 Days 1 Days
(Exp 1)
5 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.1172 0.0524 0.1172 0.287 0.4058 0.4971
2 SD (₹) 0.1637 0.0732 0.1637 0.4009 0.567 0.6944
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 65.0675 27175.5962 48.75
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.1849 Fut 1: 1.1754 Fut 2: 1.1902
1 Month 3 Months 6 Months
FWD BPs (BAM) 192.78 229.84 230.69
FWD Pips (BAM) 19.035 68.085 136.675
EUR Libor -0.39929 -0.37957 -0.31514
USD Libor 1.32750 1.46233 1.65211
His. Vol: 7.75 5 Days 25 Days
(Exp 1)
116 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0107 0.024 0.0518 0.0263 0.0372 0.0456
2 SD (₹) 0.015 0.0336 0.0723 0.0368 0.052 0.0637
Imp. Vol: 17.7323 5 Days 25 Days
(Exp 1)
116 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.0246 0.055 0.1184 0.0602 0.0852 0.1043
2 SD (€) 0.0344 0.0768 0.1655 0.0842 0.119 0.1458
 

US Dollar Mexican Peso - USDMXN

 
Spot: 18.6264 Fut 1: 19.0404 Fut 2: 19.658
1 Month 3 Months 6 Months
FWD BPs (BAM) 645.54 634.05 627.28
FWD Pips (BAM) 0.1002 0.2953 0.5842
MXN Libor 6.89 6.96 7.2
USD Libor 1.31287 1.454 1.64489
His. Vol: 11.32 5 Days 25 Days
(Exp 1)
116 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2468 0.5518 1.1887 0.6045 0.8549 1.047
2 SD (₹) 0.3448 0.7709 1.6606 0.8445 1.1943 1.4627
Imp. Vol: 5 Days 25 Days
(Exp 1)
116 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)

US Dollar Russian Ruble - USDRUB

 
Spot: 58.4456 Fut 1: 60.3053 Fut 2: 61.2557
1 Month 3 Months 6 Months
FWD BPs (BAM) 6155467.65 5800265.55 5471754.93
FWD Pips (BAM) 2998 8475 15990
RUB Libor 9.52 9.54 9.555
USD Libor 1.31287 1.454 1.64489
His. Vol: 12.16 5 Days 22 Days
(Exp 1)
112 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.8318 1.7448 3.9368 2.0375 2.8815 3.5291
2 SD (₹) 1.1621 2.4376 5.5 2.8465 4.0256 4.9303
Imp. Vol: 5 Days 22 Days
(Exp 1)
112 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)