Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 71.8375 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 457.43 460.91 440.02
FWD Paisa (BAM) 27.375 82.75 158
Mibor 6
Libor 2.18244 2.35338 2.57175
His. Vol: 6.5907 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.5541 0.2478 0.2478 1.3574 1.9196 2.351
2 SD (₹) 0.7742 0.3462 0.3462 1.8963 2.6818 3.2845
Imp. Vol: 0.2349 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0197 0.0088 0.0088 0.0484 0.0684 0.0838
2 SD (₹) 0.0276 0.0123 0.0123 0.0676 0.0956 0.117
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.845 -350415.9596 -699.2502
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.178 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 280.03 291.12 308.88
FWD Pips (BAM) 27.49 85.735 181.93
EUR Libor -0.40686 -0.35243 -0.31529
USD Libor 2.18244 2.35338 2.57175
His. Vol: 7.1057 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0098 0.0044 0.0044 0.024 0.0339 0.0416
2 SD (₹) 0.0137 0.0061 0.0061 0.0335 0.0474 0.0581
Imp. Vol: 84.961 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.1171 0.0524 0.0524 0.2869 0.4058 0.497
2 SD (€) 0.1637 0.0732 0.0732 0.4009 0.5669 0.6943
 

US Dollar Mexican Peso - USDMXN

 
Spot: 18.8488 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 558.98 575.1 570.12
FWD Pips (BAM) 0.0878 0.271 0.5373
MXN Libor 6.89 6.96 7.2
USD Libor 2.18244 2.35338 2.57175
His. Vol: 13.5473 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2989 0.1337 0.1337 0.7321 1.0353 1.268
2 SD (₹) 0.4175 0.1867 0.1867 1.0227 1.4464 1.7714
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: 66.2735 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 3512716.25 3590877.2 3803933.7
FWD Pips (BAM) 1940 5949.5 12605
RUB Libor 9.52 9.54 9.555
USD Libor 2.18244 2.35338 2.57175
His. Vol: 17.342 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 1.3452 0.6016 0.6016 3.295 4.6598 5.7071
2 SD (₹) 1.8793 0.8404 0.8404 4.6033 6.51 7.9731
Imp. Vol: 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)