Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 66.12 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 419.14 412.34 410.83
FWD Paisa (BAM) 23.125 68.25 136
Mibor 6
Libor 1.89826 2.36156 2.50938
His. Vol: 3.4094 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2638 0.118 0.118 0.6463 0.914 1.1194
2 SD (₹) 0.3686 0.1648 0.1648 0.9029 1.2769 1.5639
Imp. Vol: 0.2349 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0182 0.0081 0.0081 0.0445 0.063 0.0771
2 SD (₹) 0.0254 0.0114 0.0114 0.0622 0.088 0.1077
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.845 -69419.3979 -127.5003
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.2288 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 252.93 279.56 290.45
FWD Pips (BAM) 25.9 85.88 178.45
EUR Libor -0.40157 -0.36500 -0.32371
USD Libor 1.89826 2.36156 2.50938
His. Vol: 5.7993 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0083 0.0037 0.0037 0.0204 0.0289 0.0354
2 SD (₹) 0.0117 0.0052 0.0052 0.0285 0.0404 0.0494
Imp. Vol: 84.961 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.1222 0.0546 0.0546 0.2993 0.4233 0.5184
2 SD (€) 0.1707 0.0763 0.0763 0.4181 0.5914 0.7243
 

US Dollar Mexican Peso - USDMXN

 
Spot: 18.5269 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 563.51 571.82 572.9
FWD Pips (BAM) 0.087 0.2649 0.5307
MXN Libor 6.89 6.96 7.2
USD Libor 1.89826 2.36156 2.50938
His. Vol: 10.4896 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2275 0.1017 0.1017 0.5572 0.7879 0.965
2 SD (₹) 0.3178 0.1421 0.1421 0.7784 1.1008 1.3482
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: 61.3989 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 4377928.6 4259033.96 4030202.5
FWD Pips (BAM) 2240 6537.5 12372.5
RUB Libor 9.52 9.54 9.555
USD Libor 1.89826 2.36156 2.50938
His. Vol: 21.6856 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 1.5584 0.6969 0.6969 3.8172 5.3984 6.6116
2 SD (₹) 2.1771 0.9736 0.9736 5.3329 7.5418 9.2368
Imp. Vol: 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)