Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 68.95 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 411.28 413.41 411.28
FWD Paisa (BAM) 24.125 72.75 144.75
Mibor 6
Libor 2.51113 2.79681 2.84875
His. Vol: 5.8995 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.4761 0.2129 0.2129 1.1662 1.6492 2.0199
2 SD (₹) 0.6651 0.2975 0.2975 1.6292 2.3041 2.8219
Imp. Vol: 0.2349 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.019 0.0085 0.0085 0.0464 0.0657 0.0804
2 SD (₹) 0.0265 0.0118 0.0118 0.0649 0.0917 0.1123
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.845 -214329.0768 -410.4997
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.1526 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 308.59 308.19 312.88
FWD Pips (BAM) 29.64 88.805 180.315
EUR Libor -0.41671 -0.33971 -0.29786
USD Libor 2.48550 2.60150 2.67738
His. Vol: 5.494 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0074 0.0033 0.0033 0.0182 0.0257 0.0314
2 SD (₹) 0.0104 0.0046 0.0046 0.0254 0.0359 0.0439
Imp. Vol: 84.961 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.1146 0.0513 0.0513 0.2807 0.397 0.4863
2 SD (€) 0.1601 0.0716 0.0716 0.3922 0.5547 0.6793
 

US Dollar Mexican Peso - USDMXN

 
Spot: 19.0885 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 506.06 538.97 576.27
FWD Pips (BAM) 0.0805 0.2572 0.55
MXN Libor 6.89 6.96 7.2
USD Libor 2.51113 2.79681 2.84875
His. Vol: 11.0064 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2459 0.11 0.11 0.6023 0.8518 1.0433
2 SD (₹) 0.3435 0.1536 0.1536 0.8415 1.19 1.4575
Imp. Vol: 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)

US Dollar Russian Ruble - USDRUB

 
Spot: 66.9102 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 5003721.41 4674922.51 4704215.5
FWD Pips (BAM) 2790 7820 15738
RUB Libor 9.52 9.54 9.555
USD Libor 2.51113 2.79681 2.84875
His. Vol: 10.28 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.8051 0.36 0.36 1.972 2.7888 3.4155
2 SD (₹) 1.1247 0.503 0.503 2.755 3.8961 4.7717
Imp. Vol: 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)