Use the following spot and forward bid-ask rates for the Australian dollar/U.S. dollar exchange rate from 2020. Calculate the annual forward premium on AUD for all maturities
AUD/USD Spot: Bid=0.6709 and Ask= 0.6705
Bid |
Ask |
|
AUD/USD Spot |
0.6709 |
0.6705 |
AUD/USD 1-Month Forward |
3.267 |
3.893 |
AUD/USD 2-Month Forward |
7.4 |
7.6 |
AUD/USD 3-Month Forward |
9.969 |
11.731 |
AUD/USD 6-Month Forward |
21.4 |
21.9 |
AUD/USD 1-Year Forward |
41.3 |
42.3 |
AUD/USD 2-Year Forward |
65.4 |
70.4 |
Use the following spot and forward bid-ask rates for the Australian dollar/U.S. dollar exchange rate from...
Use the following spot and forward bid-ask rates for the Japanese yen/U.S. dollar (¥/$) exchange rate from September 16, 2010, to answer the following questions: a. What is the annual forward premium on the yen for all maturities? (Assume that the U.S. dollar is the home currency. Also use the Mid-Rate values computed in part a.) b. Which maturities have the smallest and largest forward premiums? Period ¥/$ Bid Rate ¥/$ Ask Rate spot 85.99 86.03 1 month 85.61 85.66...
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The spot quote for the Australian Dollar is $0.5794 bid and $0.5802 ask. The forward pips for 12 months are 52/48. Calculate the forward bid/ask prices. You buy a 90-day forward contract for 850,000€. The forward rate is $1.107/€. In 90 days the spot rate is rate is $1.105/€. How much do you pay for the Euros in total?
The annualized forward when the Japanese yen/U.S. dollar exchange rates are JPY118.25 per USD spot and JPY116.85 per USD quoted on a one month forward contract is discount; 10.44% O premium: 7.28% discount: 14.21% O premium; 12.41%.
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