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Question: 2 following FX rates & interest rates CURRENCY SPOT RATES INTEREST RATES 3M (84 DAYS) (%) INTEREST RATES 6M (181 DAYS) (%) EURO/USD 1.0607/15

Question: 2 following FX rates & interest rates

CURRENCY SPOT RATES

INTEREST RATES 3M (84 DAYS) (%)

INTEREST RATES 6M (181 DAYS) (%)

EURO/USD

1.0607/15

EUR 3 MONTH

0.02/0.04

EUR 6M

0.1/0.15

GBP/USD

1.5089/106

GBP 3 MONTH

0.25/0.30

GBP 6M

0.30/0.35

AUD/USD

0.7225/33

AUD 3 MONTH

1.05/10

AUD 6M

1.25/35

USD/JPY

122.55/72

JPY 3 MONTH

0.10/15

JPY 6M

0.15/20

USD/CNY

6.3920/45

CNY 3 MONTH

3.80/90

CNY 6M

4.10/20

USD/PKR

106.10/20

PKR 3 MONTH

5.90/00

PKR 6M

6.10/20

USD 3 MONTH

0.20/25

USD 6M

0.40/45

Calculate the Following:

  1. 3 month forward rate & swap points of Euro/AUD
  2. 3 Month forward points and 6 month forward points of JPY/PKR

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