Currency Spot



Aug-19 Sep-19 Oct-19 Nov-19 Dec-19 Jan-20
ADTV (Rs. Bn) 1,731.23 1,788.92 1,684.79 1,470.12 1,419.19 1,405.57
VR (lag = 2) 1.27 1.00 0.73 1.20 1.48 1.38
Volatility (%) 5.83 7.80 6.87 5.27 3.68 4.23
Legend

ADTV: Average Daily Traded Volume; VR: Variance Ratio

Sources

CCIL: Daily data on currency spot and forwards market; FBIL: MIBOR rate, USD-INR reference rate