Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 71.8575 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 423.18 388.6 406.58
FWD Paisa (BAM) 25.5 70.25 147
Mibor 6
Libor 2.4205 2.77594 2.87788
His. Vol: 5.8995 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.4962 0.2219 0.2219 1.2154 1.7188 2.105
2 SD (₹) 0.6932 0.31 0.31 1.6979 2.4012 2.9409
Imp. Vol: 0.2349 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0198 0.0088 0.0088 0.0484 0.0684 0.0838
2 SD (₹) 0.0276 0.0123 0.0123 0.0676 0.0956 0.1171
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.845 -351320.231 -701.2498
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.1326 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 394.67 324.6 324.53
FWD Pips (BAM) 37.25 91.91 183.78
EUR Libor -0.41071 -0.35729 -0.32671
USD Libor 2.42050 2.77594 2.87788
His. Vol: 5.494 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0073 0.0033 0.0033 0.0178 0.0252 0.0309
2 SD (₹) 0.0102 0.0046 0.0046 0.0249 0.0352 0.0432
Imp. Vol: 84.961 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.1126 0.0504 0.0504 0.2759 0.3901 0.4778
2 SD (€) 0.1573 0.0704 0.0704 0.3854 0.5451 0.6676
 

US Dollar Mexican Peso - USDMXN

 
Spot: 20.1927 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 533.37 550.69 587.84
FWD Pips (BAM) 0.0898 0.278 0.5935
MXN Libor 6.89 6.96 7.2
USD Libor 2.4205 2.77594 2.87788
His. Vol: 11.0064 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2601 0.1163 0.1163 0.6372 0.9011 1.1036
2 SD (₹) 0.3634 0.1625 0.1625 0.8902 1.2589 1.5418
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: 66.3862 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 4302098.93 4084282.58 4450322.51
FWD Pips (BAM) 2380 6778.5 14772
RUB Libor 9.52 9.54 9.555
USD Libor 2.4205 2.77594 2.87788
His. Vol: 10.28 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.7987 0.3572 0.3572 1.9565 2.7669 3.3888
2 SD (₹) 1.1159 0.499 0.499 2.7334 3.8656 4.7344
Imp. Vol: 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)