Data for September 16 Calls Puts 50,000 Australian dollar options (cents per unit) 64 Oct 0.48 65 Oct 0.90 67 Oct 0.22 - 31,250 British pounds (cents per unit) 152.5 Dec 4.10 155 Oct 3.62 1.50 155 Nov 2.35
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- i will 10 upvotes urgent Assume that Riverside Corp. from the United States will receive 400,000 pounds in 180 days. The following information is available in current and forward markets: 180‑day U.S. interest rate = 8% 180‑day British interest rate = 9% 180‑day forward rate of British pound = $1.50 Spot rate of British pound = $1.48 How much will Riverside Corp. receive in dollars in 180 days fare if it uses a money market hedge for the 400,000 pounds? Please show your steps, thank you!OPTIONS PHILADELPHIA EXCHANGE Calls Puts Vol. Last Vol. Last 50,000 Canadian Dollars-cents per unit. 72 Sep 2 1.05 722 Jul 60 0.13 72½ Sep 73 Jul 50 0.08 73 Sep 73 Sep 75% Sep 18228 1.45 1.75 2.26 3.95 76½ Sep 4.88 In the above quotes on currency options contracts for Canadian Dollars (CAD), each contract has 50,000 CADs. For the buyer of one CAD 76% Sep Put contract, calculate the profit or loss on the expiration date, when the spot price for CD is $0.72 $2,250 -$2,440 -$190 -$2,250Forward premium: a) The current price of a pound in Toronto is 1.2345. The 30 days price of the pound in Toronto's forward market is 1.1357. What is the annualized forward premium for Canarian dollars? b) Spot and 60 days forward dollar indirect quotes for yen are 100.2468 and 101.0305. What is the annualized dollar forward premium?
- Please have a look. 4th currency on the table is RMB(Chinese yuan) Closing Mid-point. 1 USD to 6.4628 RMB (Chinese yuan) Bid/Offer Spread 1 USD to 549-680 RMB( Chinese yuan) One Month Rate. 1 USD - 6.4658 RMB (Chinese yuan)Problem #4: What is the price P today of a $120,000 182-day Canadian T-Bill if its quoted yield is 10.43%? Problem #4: Just Cou Gubrit W Answer correct to 2 decimals.2
- 2. The following data are taken from the financial market pages of an Australian newspaper Forward Margins Forward Cortract 1 month 2 month 3 month 6 month I year 2 years З уears Forward Margins (Buy AS/Sell AS) 0/1 1/2 1/3 2/4 0/1 -16/-8 -51/-11 The data under the "Forward Margins" column represent the forward contracts for the US dollar with respect to the Australian dellar (given in points form). (a) Using this data, and the bid-ask for spot USD at 0.7144 to 0.7145, compute the outright bid'ask rates for the following forward contracts: (1) 1 month (ii) 6 month (iii) 2 years (iv) 3 yearsOne has the following data regarding spot and 18 month forward for USDCHF Spot 1.2000 # of CHF to buy 1 USD F 1.1200 US interest rate 5.00% Swiss interest rate 3.14% All quotes above are "market"quotes, i.e. one can buy or sell USD, borrow or lend, at the stated rates. A practioner would say that the quote for F seems "out of line", thus there could be an arbitrage opportunity. What would approximatelly be the profit in USD from arbitrage on a notional amount of 100,000,000 USD? 4,139,029 3,863,094 5,609,212 4,635,712INV 1 1b A 180-day US T-bill is quoted with bid and ask bank discount yields of 6.25% and 6.00% respectively. Find the bid-ask spread of the T-bill.
- Spot rate: Given the following direct quotes, calculate the equivalent indirect quotes. A: $0.095/Mexican Pesos B: £0.75/€ C: Rupees 35.20/C$F3Q5: Current spot rates are as follows: USD/CHF 1.5384/89 USD/SGD 2.3895/05 EUR/USD 0.9678/83 AUD/USD 0.5438/43 What is the two-way price for CHF/SGD? On which side of this price would the customer sell SGD? What is the two-way price for EUR/AUD? On which side of this price would the customer buy EUR? What is the two-way price for EUR/CHF? On which side of this price would the customer buy CHF? What is the two-way price for CHF/AUD? On which side of this price would the customer sell CHF?
