Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 71.445 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 425.29 404.24 416.87
FWD Paisa (BAM) 25.25 72 148.5
Mibor 6
Libor 2.30025 2.64581 2.86575
His. Vol: 5.8995 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.4933 0.2206 0.2206 1.2084 1.7089 2.093
2 SD (₹) 0.6892 0.3082 0.3082 1.6882 2.3874 2.924
Imp. Vol: 0.2349 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0196 0.0088 0.0088 0.0481 0.068 0.0833
2 SD (₹) 0.0274 0.0123 0.0123 0.0672 0.095 0.1164
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.845 -332563.5104 -660
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.1385 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 285.43 346.16 328.71
FWD Pips (BAM) 27.08 98.525 187.12
EUR Libor -0.41757 -0.36029 -0.33329
USD Libor 2.30025 2.64581 2.86575
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 0.0179 0.0254 0.0311
2 SD (₹) 0.0102 0.0046 0.0046 0.0251 0.0354 0.0434
Imp. Vol: 84.961 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.1132 0.0506 0.0506 0.2773 0.3922 0.4803
2 SD (€) 0.1582 0.0707 0.0707 0.3874 0.5479 0.671
 

US Dollar Mexican Peso - USDMXN

 
Spot: 20.3585 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 597.69 605.94 616.94
FWD Pips (BAM) 0.1014 0.3084 0.628
MXN Libor 6.89 6.96 7.2
USD Libor 2.30025 2.64581 2.86575
His. Vol: 11.0064 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2623 0.1173 0.1173 0.6424 0.9085 1.1127
2 SD (₹) 0.3664 0.1639 0.1639 0.8975 1.2692 1.5545
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: 65.942 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 4685936.13 4469078.89 4597676.75
FWD Pips (BAM) 2575 7367.5 15159
RUB Libor 9.52 9.54 9.555
USD Libor 2.30025 2.64581 2.86575
His. Vol: 10.28 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.7934 0.3548 0.3548 1.9434 2.7484 3.3661
2 SD (₹) 1.1084 0.4957 0.4957 2.7151 3.8397 4.7027
Imp. Vol: 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)