1. Currenc to hed e la Currency pair formed With the US dollar (as seen in OANDA, FXCM) 1b Date when hed e tradin will be closed and all the calculations done lc Is this a direct quote in the spot market? (Y/N) 2. Exchange rate of the currency as typically quoted in FX markets. Use the SPOT price from the Investing.com site 2aEx ress the rice as a direct uote value of one unit of that currenc 3. Three or six-month future rate as of this date (use whatever period covers the second data collection period) Report the settlment price re ted on the CME Grou website Ex iration month of future contract S eci the size of the future o ion contracts 4. Forward points observed on this date. Use the Investing.com website for information. Select data for IW (summer) or the period specified for the exercise. Students doing USDJPY must use an appropriate factor to convert pips. 6. Use the CME group website to obtain option price data. Specify' the expiration month on the CME options that Will cover the period are interested in hedging 5a_ Choose a callo ion that is in the mone and obtain its remium 5b. Find the call o ion that is at the mone and obtain its remium Sc. Choose a callo ion that is out the mone and obtain its remium 6. Use the CME mu website to obtain uto ion rice data. Use the same ex iration month ou chose for call o ions 6a_ Choose a put option that is in the money and obtain its premium 6b. Find the put option that is at the money and obtain its premium 6c_ Choose a uto ion that is out the mone and obtain its remium 7. Use the Global Rates website to identify' the LEOR rates USD rate for the horizon selected Forei n currenc rate for the horizon selected Ja anese Yen Fri BID USD/JPY A 12, 2019 111.69 0.0089609 90166 June-lg 12500000 BID -6.22 Horizon for Fwd uotes ASK 111.72 0.0089634 ASK -6.97 1 week weak 2 APR Strike 8900 gooo 9100 Strike 8900 gooo 9100 Premium 1.17 0.3 0.046 Premium 0.13 0.88 LEOR rates 241375% -0.08917%