7 Given the following prices: USD/CAD spot: 1.5671/77 6-month swap 30/33 USD/SEK spot: 10.3458/68 6-month swap 70/67
Question:
7 Given the following prices:
USD/CAD spot: 1.5671/77 6-month swap 30/33 USD/SEK spot: 10.3458/68 6-month swap 70/67
(a) What is the two-way 6-month forward outright price for CAD/SEK and at what price can a customer sell Canadian dollars?
(b) What is the two-way 6-month swap price for CAD/SEK, and at what price can a customer sell and buy Canadian dollars?
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1st Edition
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