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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:
- 3 month forward rate & swap points of Euro/AUD
- 3 Month forward points and 6 month forward points of JPY/PKR
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