Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 68.5575 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 418.03 440.65 434.81
FWD Paisa (BAM) 23.875 75.5 149
Mibor 6
Libor 2.0785 2.33263 2.5185
His. Vol: 5.5049 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.4417 0.1975 0.1975 1.082 1.5301 1.874
2 SD (₹) 0.6171 0.276 0.276 1.5116 2.1377 2.6181
Imp. Vol: 0.2349 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0188 0.0084 0.0084 0.0462 0.0653 0.08
2 SD (₹) 0.0263 0.0118 0.0118 0.0645 0.0912 0.1117
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.845 -194945.9974 -371.2503
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.1631 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 270.88 284.81 299.36
FWD Pips (BAM) 26.255 82.815 174.09
EUR Libor -0.39657 -0.35800 -0.31800
USD Libor 2.08175 2.34194 2.52313
His. Vol: 6.8167 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0093 0.0041 0.0041 0.0227 0.0321 0.0394
2 SD (₹) 0.013 0.0058 0.0058 0.0318 0.0449 0.055
Imp. Vol: 84.961 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.1157 0.0517 0.0517 0.2833 0.4007 0.4907
2 SD (€) 0.1616 0.0723 0.0723 0.3958 0.5597 0.6855
 

US Dollar Mexican Peso - USDMXN

 
Spot: 18.9547 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 591.94 602.7 594.58
FWD Pips (BAM) 0.0935 0.2856 0.5635
MXN Libor 6.89 6.96 7.2
USD Libor 2.0785 2.33263 2.5185
His. Vol: 16.1763 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.3589 0.1605 0.1605 0.879 1.2432 1.5225
2 SD (₹) 0.5014 0.2242 0.2242 1.2281 1.7368 2.1271
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: 63.0477 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 4092139.76 3804421.1 3659134.28
FWD Pips (BAM) 2150 5996.5 11535
RUB Libor 9.52 9.54 9.555
USD Libor 2.0785 2.33263 2.5185
His. Vol: 10.28 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.7586 0.3392 0.3392 1.8581 2.6278 3.2184
2 SD (₹) 1.0598 0.4739 0.4739 2.5959 3.6712 4.4963
Imp. Vol: 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)