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Question 2: Using data from 1(a) above. Calculate the following cross-exchange rates (provide the calculations for each of these rates to receive full credit): EUR/GBP;
Question 2: Using data from 1(a) above. Calculate the following cross-exchange rates (provide the calculations for each of these rates to receive full credit): EUR/GBP; CHF/AUD; JPY/NZD; ZAR/INR; CNY/CAD
1(a)
Security | Bid | Ask |
USDEUR | 0.9066 | 0.9071 |
USDEUR01M | -21.12 | -20.99 |
USDEUR02M | -42.98 | -42.79 |
EURUSD | 1.1027 | 1.1027 |
GBPUSD | 1.2325 | 1.2326 |
USDGBP | 0.8113 | 0.8114 |
USDCHF | 0.9911 | 0.9913 |
CHFUSD | 1.0087 | 1.0091 |
AUDUSD | 0.6882 | 0.6882 |
USDAUD | 1.4528 | 1.4532 |
USDJPY | 107.85 | 107.86 |
JPYUSD | 0.0093 | 0.0093 |
USDNZD | 1.5541 | 1.5551 |
NZDUSD | 0.6432 | 0.6433 |
USDZAR | 14.6293 | 14.6323 |
ZARUSD | 0.0678 | 0.0688 |
USDINR | 71.315 | 71.357 |
INRUSD | 0.014 | 0.014 |
USDCNY | 7.0845 | 7.0855 |
CNYUSD | 0.141 | 0.1411 |
CADUSD | 0.758 | 0.7583 |
USDCAD | 1.319 | 1.3191 |
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