Currency Spot

(Content: Susan Thomas, Anjali Sharma, Rahul Somani. Implementer: Rahul Somani. Updates: Rahul Somani.)


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ADTV (Rs. Bn)
VR (lag = 2)
Volatility (%)
Jan-19 Feb-19 Mar-19 Apr-19 May-19 Jun-19 Jul-19 Aug-19 Sep-19 Oct-19 Nov-19 Dec-19 Jan-20 Feb-20
1,365.31 1,741.06 2,033.65 1,852.20 1,510.16 1,704.83 1,404.90 1,731.23 1,788.92 1,684.79 1,470.12 1,419.19 1,405.57 1,587.89
1.13 0.99 1.04 1.19 0.93 1.19 1.22 1.27 1.00 0.73 1.20 1.48 1.38 0.70
7.10 4.39 5.25 6.22 6.89 4.98 3.37 5.83 7.80 6.87 5.27 3.68 4.23 3.44
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