Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 64.8375 Fut 1: Fut 2: 64.8575
1 Month 3 Months 6 Months
FWD BPs (BAM) 430.57 416.68 435.97
FWD Paisa (BAM) 23.25 67.5 141.25
Mibor 6
Libor 1.29418 1.44594 1.63489
His. Vol: 3.8 5 Days 1 Days
(Exp 1)
5 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2884 0.129 0.2884 0.7064 0.9989 1.2234
2 SD (₹) 0.4029 0.1802 0.4029 0.9868 1.3956 1.7092
Imp. Vol: 1.55 5 Days 1 Days
(Exp 1)
5 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.1176 0.0526 0.1176 0.2881 0.4075 0.499
2 SD (₹) 0.1643 0.0735 0.1643 0.4025 0.5693 0.6972
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 65.0675 12770.3875 23
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.1836 Fut 1: 1.1754 Fut 2: 1.1902
1 Month 3 Months 6 Months
FWD BPs (BAM) 193.55 231.84 231.87
FWD Pips (BAM) 19.09 68.6 137.22
EUR Libor -0.40000 -0.37957 -0.31229
USD Libor 1.31287 1.45400 1.64489
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 0.0517 0.0263 0.0372 0.0455
2 SD (₹) 0.015 0.0335 0.0722 0.0367 0.052 0.0636
Imp. Vol: 17.7323 5 Days 25 Days
(Exp 1)
116 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.0246 0.0549 0.1183 0.0602 0.0851 0.1042
2 SD (€) 0.0343 0.0767 0.1653 0.0841 0.1189 0.1456
 

US Dollar Mexican Peso - USDMXN

 
Spot: 18.6517 Fut 1: 19.0404 Fut 2: 19.658
1 Month 3 Months 6 Months
FWD BPs (BAM) 644.66 633.19 626.43
FWD Pips (BAM) 0.1002 0.2953 0.5842
MXN Libor 6.89 6.96 7.2
USD Libor 1.29418 1.44594 1.63489
His. Vol: 11.32 5 Days 25 Days
(Exp 1)
116 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2471 0.5526 1.1903 0.6053 0.856 1.0484
2 SD (₹) 0.3452 0.772 1.6629 0.8457 1.1959 1.4647
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: 58.5001 Fut 1: 60.3053 Fut 2: 61.2557
1 Month 3 Months 6 Months
FWD BPs (BAM) 6205117.6 5777767.9 5475204.32
FWD Pips (BAM) 3025 8450 16015
RUB Libor 9.52 9.54 9.555
USD Libor 1.29418 1.44594 1.63489
His. Vol: 12.16 5 Days 22 Days
(Exp 1)
112 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.8326 1.7464 3.9405 2.0394 2.8842 3.5324
2 SD (₹) 1.1632 2.4399 5.5051 2.8492 4.0293 4.9349
Imp. Vol: 5 Days 22 Days
(Exp 1)
112 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)