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Assume you are a price maker. The AUD/USD and USD/JPY spot rates are 0.7556/60 and 112.76/80 respectively. Your 3-month swap rates are 12/11 and 33/30
Assume you are a price maker. The AUD/USD and USD/JPY spot rates are 0.7556/60 and 112.76/80 respectively. Your 3-month swap rates are 12/11 and 33/30 respectively. Determine your 3-month outright FEC offer rate for AUD/JPY, rounded to 2 decimal places.
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