Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 64.4275 Fut 1: 64.4675 Fut 2: 64.7025
1 Month 3 Months 6 Months
FWD BPs (BAM) 463.33 471.87 463.33
FWD Paisa (BAM) 24.875 76 149.25
Mibor 6.53
Libor 1.23222 1.31444 1.45306
His. Vol: 3.68 5 Days 1 Days
(Exp 1)
34 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2775 0.1241 0.7236 0.6797 0.9613 1.1773
2 SD (₹) 0.3877 0.1734 1.0109 0.9496 1.343 1.6448
Imp. Vol: 4.7295 5 Days 1 Days
(Exp 1)
34 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.3566 0.1595 0.93 0.8736 1.2354 1.5131
2 SD (₹) 0.4982 0.2228 1.2993 1.2204 1.726 2.1139
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.4675 2235.0704 4
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.1647 Fut 1: 1.1721 Fut 2: 1.1787
1 Month 3 Months 6 Months
FWD BPs (BAM) 193.34 202.56 206.61
FWD Pips (BAM) 18.765 58.98 120.32
EUR Libor -0.40214 -0.37286 -0.30043
USD Libor 1.23278 1.31389 1.45278
His. Vol: 7.33 5 Days 54 Days
(Exp 1)
145 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.01 0.0328 0.0538 0.0245 0.0346 0.0424
2 SD (₹) 0.014 0.0459 0.0752 0.0342 0.0484 0.0592
Imp. Vol: 7.0393 5 Days 54 Days
(Exp 1)
145 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.0096 0.0315 0.0517 0.0235 0.0332 0.0407
2 SD (€) 0.0134 0.0441 0.0722 0.0328 0.0464 0.0569
 

US Dollar Mexican Peso - USDMXN

 
Spot: 17.7722 Fut 1: 17.8795 Fut 2: 18.1192
1 Month 3 Months 6 Months
FWD BPs (BAM) 614.44 589.8 595.2
FWD Pips (BAM) 0.091 0.2621 0.5289
MXN Libor 6.89 6.96 7.2
USD Libor 1.23222 1.31444 1.45306
His. Vol: 13.62 5 Days 54 Days
(Exp 1)
145 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2833 0.931 1.5257 0.694 0.9814 1.202
2 SD (₹) 0.3958 1.3007 2.1314 0.9695 1.3711 1.6792
Imp. Vol: 5 Days 54 Days
(Exp 1)
145 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)

US Dollar Russian Ruble - USDRUB

 
Spot: 59.8868 Fut 1: 60.5694 Fut 2: 0
1 Month 3 Months 6 Months
FWD BPs (BAM) 7944989.55 7460742.6 7245336.2
FWD Pips (BAM) 3965 11170 21695
RUB Libor 9.52 9.54 9.555
USD Libor 1.23222 1.31444 1.45306
His. Vol: 3.6 5 Days 51 Days
(Exp 1)
142 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2523 0.8059 1.3447 0.6181 0.8741 1.0706
2 SD (₹) 0.3525 1.1259 1.8787 0.8635 1.2212 1.4956
Imp. Vol: 5 Days 51 Days
(Exp 1)
142 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)