Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 64.52 Fut 1: 64.5325 Fut 2: 64.78
1 Month 3 Months 6 Months
FWD BPs (BAM) 474.43 479.08 465.91
FWD Paisa (BAM) 25.5 77.25 150.25
Mibor 6.53
Libor 1.21556 1.28944 1.445
His. Vol: 4.2 5 Days 4 Days
(Exp 1)
33 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.3172 0.2837 0.8148 0.7769 1.0987 1.3456
2 SD (₹) 0.4431 0.3963 1.1383 1.0854 1.5349 1.8799
Imp. Vol: 3.2114 5 Days 4 Days
(Exp 1)
33 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2425 0.2169 0.623 0.594 0.8401 1.0289
2 SD (₹) 0.3388 0.303 0.8704 0.8299 1.1736 1.4374
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.53 139.4916 1
Synthetic Fut 2 64.7763 433.2695 25.625

Euro US Dollar - EURUSD

 
Spot: 1.1195 Fut 1: 1.1244 Fut 2: 1.1304
1 Month 3 Months 6 Months
FWD BPs (BAM) 204.73 197.16 198.98
FWD Pips (BAM) 19.1 55.18 111.38
EUR Libor -0.40500 -0.37286 -0.29729
USD Libor 1.21611 1.29556 1.44861
His. Vol: 7.73 5 Days 86 Days
(Exp 1)
177 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0101 0.042 0.0603 0.0248 0.0351 0.043
2 SD (₹) 0.0142 0.0587 0.0842 0.0347 0.049 0.06
Imp. Vol: 5.7174 5 Days 86 Days
(Exp 1)
177 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.0075 0.0311 0.0446 0.0183 0.026 0.0318
2 SD (€) 0.0105 0.0434 0.0623 0.0256 0.0363 0.0444
 

US Dollar Mexican Peso - USDMXN

 
Spot: 18.0006 Fut 1: 18.2349 Fut 2: 18.4945
1 Month 3 Months 6 Months
FWD BPs (BAM) 559.98 573.31 568.32
FWD Pips (BAM) 0.084 0.258 0.5115
MXN Libor 6.89 6.96 7.2
USD Libor 1.21556 1.28944 1.445
His. Vol: 13.62 5 Days 86 Days
(Exp 1)
177 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2869 1.1901 1.7073 0.7029 0.994 1.2174
2 SD (₹) 0.4009 1.6626 2.3852 0.982 1.3887 1.7008
Imp. Vol: 5 Days 86 Days
(Exp 1)
177 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)

US Dollar Russian Ruble - USDRUB

 
Spot: 59.395 Fut 1: 60.4595 Fut 2: 0
1 Month 3 Months 6 Months
FWD BPs (BAM) 7394561.84 7472009.43 7229564.78
FWD Pips (BAM) 3660 11095 21470
RUB Libor 9.52 9.54 9.555
USD Libor 1.21556 1.28944 1.445
His. Vol: 3.6 5 Days 83 Days
(Exp 1)
174 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2503 1.0196 1.4763 0.613 0.8669 1.0618
2 SD (₹) 0.3496 1.4245 2.0625 0.8564 1.2111 1.4833
Imp. Vol: 5 Days 83 Days
(Exp 1)
174 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)