Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 65.085 Fut 1: 65.1325 Fut 2: 65.3675
1 Month 3 Months 6 Months
FWD BPs (BAM) 451.93 428.87 435.02
FWD Paisa (BAM) 24.5 69.75 141.5
Mibor 6.41
Libor 1.23666 1.35389 1.53316
His. Vol: 3.591 5 Days 9 Days
(Exp 1)
41 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2735 0.367 0.7833 0.6701 0.9476 1.1606
2 SD (₹) 0.3822 0.5127 1.0944 0.9361 1.3239 1.6214
Imp. Vol: 3.9672 5 Days 9 Days
(Exp 1)
41 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.3022 0.4054 0.8654 0.7402 1.0469 1.2821
2 SD (₹) 0.4222 0.5664 1.209 1.0342 1.4625 1.7912
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 65.1388 330.3373 5.375
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.1759 Fut 1: 1.1784 Fut 2: 1.1959
1 Month 3 Months 6 Months
FWD BPs (BAM) 191.34 217.26 215.83
FWD Pips (BAM) 18.75 63.87 126.895
EUR Libor -0.40500 -0.37514 -0.31157
USD Libor 1.23666 1.35389 1.53316
His. Vol: 6.41 5 Days 61 Days
(Exp 1)
152 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0088 0.0308 0.0486 0.0216 0.0306 0.0374
2 SD (₹) 0.0123 0.043 0.068 0.0302 0.0427 0.0523
Imp. Vol: 10.8918 5 Days 61 Days
(Exp 1)
152 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.015 0.0524 0.0827 0.0367 0.0519 0.0636
2 SD (€) 0.0209 0.0731 0.1155 0.0513 0.0725 0.0889
 

US Dollar Mexican Peso - USDMXN

 
Spot: 18.752 Fut 1: 18.9466 Fut 2: 19.2178
1 Month 3 Months 6 Months
FWD BPs (BAM) 673.85 639.51 598.87
FWD Pips (BAM) 0.1053 0.2998 0.5615
MXN Libor 6.89 6.96 7.2
USD Libor 1.23666 1.35389 1.53316
His. Vol: 8.11 5 Days 61 Days
(Exp 1)
152 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.178 0.6217 0.9814 0.436 0.6166 0.7552
2 SD (₹) 0.2487 0.8686 1.3711 0.6091 0.8614 1.055
Imp. Vol: 5 Days 61 Days
(Exp 1)
152 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)

US Dollar Russian Ruble - USDRUB

 
Spot: 57.285 Fut 1: 57.8704 Fut 2: 58.6255
1 Month 3 Months 6 Months
FWD BPs (BAM) 6703325.48 6066509.56 5762415.99
FWD Pips (BAM) 3200 8688 16505
RUB Libor 9.52 9.54 9.555
USD Libor 1.23666 1.35389 1.53316
His. Vol: 7.2 5 Days 58 Days
(Exp 1)
148 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.4827 1.6441 2.6264 1.1825 1.6723 2.0481
2 SD (₹) 0.6744 2.297 3.6692 1.652 2.3362 2.8613
Imp. Vol: 5 Days 58 Days
(Exp 1)
148 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)