Summary

 

US Dollar Indian Rupee - USDINR

 
Spot: 63.77 Fut 1: Fut 2:
1 Month 3 Months 6 Months
FWD BPs (BAM) 446.98 461.1 443.06
FWD Paisa (BAM) 23.75 73.5 141.25
Mibor 6
Libor 1.56128 1.74447 1.93175
His. Vol: 3.8 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2836 0.1268 0.1268 0.6947 0.9825 1.2033
2 SD (₹) 0.3962 0.1772 0.1772 0.9706 1.3726 1.6811
Imp. Vol: 0.2349 5 Days 1 Days
(Exp 1)
1 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0175 0.0078 0.0078 0.0429 0.0607 0.0744
2 SD (₹) 0.0245 0.011 0.011 0.06 0.0848 0.1039
Price FWD BPs (BAM) FWD Paisa (BAM)
Synthetic Fut 1 64.845 60686.8433 107.5
Synthetic Fut 2

Euro US Dollar - EURUSD

 
Spot: 1.2294 Fut 1: Fut 2: 1.238
1 Month 3 Months 6 Months
FWD BPs (BAM) 224.84 234.78 245.42
FWD Pips (BAM) 23.035 72.16 150.86
EUR Libor -0.40471 -0.38143 -0.33700
USD Libor 1.56014 1.74130 1.92550
His. Vol: 5.68 5 Days 1 Days
(Exp 1)
54 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.0082 0.0037 0.0269 0.02 0.0283 0.0347
2 SD (₹) 0.0114 0.0051 0.0375 0.028 0.0396 0.0484
Imp. Vol: 84.961 5 Days 1 Days
(Exp 1)
54 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€) 0.1223 0.0547 0.4018 0.2995 0.4235 0.5187
2 SD (€) 0.1708 0.0764 0.5613 0.4184 0.5916 0.7246
 

US Dollar Mexican Peso - USDMXN

 
Spot: 18.7066 Fut 1: Fut 2: 18.797
1 Month 3 Months 6 Months
FWD BPs (BAM) 624.81 622.35 634.8
FWD Pips (BAM) 0.0974 0.2911 0.5938
MXN Libor 6.89 6.96 7.2
USD Libor 1.56128 1.74447 1.93175
His. Vol: 10.2 5 Days 1 Days
(Exp 1)
54 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.2233 0.0999 0.7339 0.547 0.7736 0.9475
2 SD (₹) 0.312 0.1395 1.0253 0.7642 1.0808 1.3237
Imp. Vol: 5 Days 1 Days
(Exp 1)
54 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)

US Dollar Russian Ruble - USDRUB

 
Spot: 56.3553 Fut 1: Fut 2: 56.9638
1 Month 3 Months 6 Months
FWD BPs (BAM) 4918792.02 4464531.29 4418395.43
FWD Pips (BAM) 2310 6290 12450
RUB Libor 9.52 9.54 9.555
USD Libor 1.56128 1.74447 1.93175
His. Vol: 7.27 5 Days 1 Days
(Exp 1)
50 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (₹) 0.4795 0.2144 1.5164 1.1746 1.6611 2.0344
2 SD (₹) 0.6699 0.2996 2.1185 1.641 2.3207 2.8422
Imp. Vol: 5 Days 1 Days
(Exp 1)
50 Days
(Exp 2)
30 Days 60 Days 90 Days
1 SD (€)
2 SD (€)