Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 64.76 Fut 1: 64.815 Fut 2: 65.045
1 Month 3 Months 6 Months
FWD BPs (BAM) 429.16 419.93 412.24
FWD Paisa (BAM) 23.25 68.25 134
Mibor 6.41
Libor 1.23556 1.32306 1.48
His. Vol: 3.591 5 Days 6 Days
(Exp 1)
36 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2722 0.2982 0.7303 0.6667 0.9429 1.1548
2 SD (₹) 0.3803 0.4165 1.0203 0.9314 1.3172 1.6133
Imp. Vol: 5.8327 5 Days 6 Days
(Exp 1)
36 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.4421 0.4843 1.1863 1.0829 1.5315 1.8757
2 SD (₹) 0.6176 0.6766 1.6573 1.5129 2.1395 2.6204
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.8163 521.155 5.625
Synthetic Fut 2 65.0463 442.0167 28.625

Euro US Dollar - EURUSD

 
Spot: 1.1928 Fut 1: Fut 2: 1.1965
1 Month 3 Months 6 Months
FWD BPs (BAM) 194.87 198.47 207.36
FWD Pips (BAM) 19.37 59.185 123.67
EUR Libor -0.40500 -0.37871 -0.30429
USD Libor 1.23556 1.32306 1.48000
His. Vol: 7.62 5 Days 1 Days
(Exp 1)
88 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0106 0.0048 0.0446 0.0261 0.0369 0.0451
2 SD (₹) 0.0149 0.0066 0.0623 0.0364 0.0515 0.0631
Imp. Vol: 23.3501 5 Days 1 Days
(Exp 1)
88 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.0326 0.0146 0.1368 0.0798 0.1129 0.1383
2 SD (€) 0.0455 0.0204 0.1911 0.1116 0.1578 0.1932
 

US Dollar Mexican Peso - USDMXN

 
Spot: 17.8719 Fut 1: Fut 2: 18.0473
1 Month 3 Months 6 Months
FWD BPs (BAM) 603.63 584.16 572.35
FWD Pips (BAM) 0.0899 0.261 0.5115
MXN Libor 6.89 6.96 7.2
USD Libor 1.23556 1.32306 1.48
His. Vol: 7.51 5 Days 1 Days
(Exp 1)
88 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.1571 0.0703 0.659 0.3848 0.5442 0.6665
2 SD (₹) 0.2195 0.0981 0.9207 0.5376 0.7602 0.9311
Imp. Vol: 5 Days 1 Days
(Exp 1)
88 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)

US Dollar Russian Ruble - USDRUB

 
Spot: 58.1007 Fut 1: Fut 2: 59.0319
1 Month 3 Months 6 Months
FWD BPs (BAM) 6443984.32 6170321.53 5989600.82
FWD Pips (BAM) 3120 8962.5 17400
RUB Libor 9.52 9.54 9.555
USD Libor 1.23556 1.32306 1.48
His. Vol: 9.61 5 Days 1 Days
(Exp 1)
85 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.6535 0.2923 2.6944 1.6007 2.2638 2.7726
2 SD (₹) 0.913 0.4083 3.7643 2.2363 3.1626 3.8734
Imp. Vol: 5 Days 1 Days
(Exp 1)
85 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)