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Currency Pairs Bank A Bank B Bank C Comm/Terms Bid Ask Mide Bid < Ask Mid Bid Ask Mid AUD/USD < 0.7355 0.7357 0.7356
Currency Pairs Bank A Bank B Bank C Comm/Terms Bid Ask Mide Bid < Ask Mid Bid Ask Mid AUD/USD < 0.7355 0.7357 0.7356 0.7354 0.7357 0.7356 0.7356 0.7359 0.7358 AUD/EUR 0.6225 0.6227 0.6226 0.6223 0.6229 0.6226 0.6224 < 0.6228 0.6226 EUR/AUD 1.6063 1.6066 1.6065 1.6063 1.607 1.6067 1.6060 1.6068 1.6064 AUD/GBP 0.5313 0.5316 0.5315 0.5310 0.5316 0.5313 0.5312 0.5319 0.5316 GBP/AUD 1.8808 1.8813 1.8811 1.8808 1.8816 1.8812 1.8805 1.8815 1.8810 AUD/JPY 80.80 80.83 80.82 80.78 80.84 80.81 80.79 80.86 80.83 EUR/USD 1.1814 1.1816 1.1815 1.1811 1.1816 1.1814 1.1812 1.1819 1.1816 GBP/USD 1.3839 1.3843 1.3841 1.3837 1.3844 1.3841 1.3838 1.3846 1.3842 USD/JPY 109.93 109.94 109.94 109.90 109.95 109.93 109.90 109.95 109.93 EUR/GBP 0.8538 0.8543 0.8541 0.8536 0.8545 0.8541 0.8537 0.8545 0.8541 EUR/JPY 129.79 129.83 129.81 129.75 129.84 129.80 129.77 129.87 129.82 GBP/JPY 152.09 152.14 152.12 152.04 152.16 152.10 152.05 152.15 152.10 AUD/CAD 0.9332 0.9335 0.9334 0.9330 0.9338 0.9334 0.9329 0.9337 0.9333 < EUR/CHF 1.0839 1.0848 1.0844 1.0837 1.0848 1.0843 1.0836 1.0847 1.0842 GBP/CHF 1.2696 1.2701 1.2699 1.2695 1.2702 1.2699 1.2693 1.2700 1.2697 USD/CHF 0.9176 0.9179 0.9178 0.9174 0.9180 0.9177 0.9175 0.9181 0.9178 USD/CAD 1.2689 1.2693 1.2691 1.2687 1.2694 1.2691 1.2687 1.2694 1.2691 NZD/USD 0.7113 0.7114 0.7114 0.7110 0.7116 0.7113 < 0.7111 0.7115 0.7113 Table 2: Exchange rates on 1st August, 2021. Mid rate = (bid rate + ask rate)/2+ AUD Currency Benchmark Interest Rates < 2-Month Bank Bill Swap Rates < 2-Month Benchmark Rates (%) < 0.095 GBP < 2-Month GBP LIBOR < 0.073 < CAD < 2-Month Treasury Bills < 0.150 < EUR 2-Month Euro LIBOR < -0.495 < NZD < 2-Month Bank Bill Yields < 0.270 < CHF 2-Month CHF LIBOR -0.744 < JPY 2-Month JPY LIBOR -0.059 USD < 2-Month USD LIBOR 0.205 Table 3: Benchmark interest rates on August 1, 2021. Comm/Terms < Bid Ask Opinion < (over/under/ fairly valued) < Suggested Strategy AUD/CAD < 0.9345 < 0.9349 < < < GBP/USD < 1.3858 1.3865 < < NZD/USD < 0.7014 < 0.7103 < < Table 1: Actual forward FX rates for the end of September 2021.
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Multinational Finance Evaluating Opportunities Costs and Risks of Operations
Authors: Kirt C. Butler
5th edition
1118270126, 978-1118285169, 1118285166, 978-1-119-2034, 978-1118270127
