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FEDAI
was set up in 1958 as an Association of banks dealing in foreign exchange in India
(typically called Authorised Dealers ADs) as a self regulatory body
and is incorporated under Section 25 of The Companies Act, 1956. It's
major activities include framing of rules governing the conduct of
inter-bank foreign exchange business among banks vis-à-vis public and
liaison with RBI for reforms and development of forex market.
more...
 Annual Reports
|
| 11.30 a.m. On 30th Jul 2010 |
| FEDAI Fixing Rates |
| USD / INR |
EUR / INR |
| 46.4500/4600 |
60.6875/7150 |
| INR / JPY |
GBP / INR |
| 53.7250/7600 |
72.5400/5700 |
| 12.00 noon On 30th Jul 2010 |
| Indicative Rates |
| USD |
GBP |
| 46.4450/4550 |
72.5000/5350 |
| JPY |
EUR |
| 53.6625/7125 |
60.7275/7450 |
| 5.00 p.m. On 29th Jul 2005 |
| FC - Rupee Options Volatility Matrix Rates |
USD/INR
Vols |
1
Week |
1
Month |
3
Months |
6
Months |
1
Year |
| ATM Vol |
2.30% |
2.40% |
2.59% |
2.75% |
3.04% |
| 25D RR |
-0.11% |
-0.10% |
-0.11% |
-0.12% |
-0.12% |
| 25D STR |
0.22% |
0.23% |
0.23% |
0.26% |
0.28% |
| 5.00 p.m. On 30th Jul 2010 |
| For Calculation of Net Open Position |
| USD/INR Spot Rate .. USD 1 = Rs.46.4050 |
| 5.00 p.m. On 30th Jul 2010 |
| VaR Rates for USD 1 Mio. |
| 1 Month |
0.99 |
| 3 Months |
1.10 |
| 6 Months |
1.38 |
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