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The following are 3-month rates (in annual effective) for the next year. US 3-month rate UK 3-month rate spot 3.00% 5.20% 3 month rate 3
The following are 3-month rates (in annual effective) for the next year.
| US 3-month rate | UK 3-month rate | |
| spot | 3.00% | 5.20% |
| 3 month rate 3 months forward | 3.25% | 5.30% |
| 3 month rate 6 months forward | 3.50% | 5.40% |
| 3 month rate 9 months forward | 4.00% | 5.50% |
The spot rate GBP vs USD (in USD/GBP) is 1.98.
What is the 1-year forward exchange rate? PLEASE SHOW YOU CALCULATIONS
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The Ultra High Net Worth Bankers Handbook
Authors: Heinrich Weber, Stephan Meier
1st Edition
1905641753, 978-1905641758
