Question
Assume the following quotations for the UDS And AUD. CURRENT SPOT 1.6125/30 AUD/USD 30-day forward 15/25 60-day forward 20/30 90-day forward 35/25 180-day forward 40/30
Assume the following quotations for the UDS And AUD.
| CURRENT SPOT | 1.6125/30 AUD/USD |
| 30-day forward | 15/25 |
| 60-day forward | 20/30 |
| 90-day forward | 35/25 |
| 180-day forward | 40/30 |
A) Is the AUD at a 180-day forward discount or premium? Calculate by using the ask quotes and annualize.
B) if you get into 30-day AUD forward and out of 90-day AUD forward in the amount of AUD 100 million, How much profit/loss will you have? Calculate.
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Impact Of Aircraft Sourcing And Financing On Financial Success A Strategic View On Basic Aircraft Sourcing And Financing Characteristics And Their Impact On A Stock Market And Long Term Financial Performance Of A Aircraft Operating And Holding Companies
Authors: Ralf Günther
1st Edition
3658240938,3658240946
