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Posted on Oct 03, 2024

Uncover arbitrage opportunities between foreign exchange and money markets with FXFA (Hint: think covered interest rate parity). Identify one opportunity that you would like to

Uncover arbitrage opportunities between foreign exchange and money markets with FXFA (Hint: think covered interest rate parity). Identify one opportunity that you would like to implement to earn arbitrage profits. Detail your strategy and how it will yield profits. Please provide screen shots.

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2 Refresh 6) Multi-Currency PY D Actions )Settings FX-Interest Rate Arbitrage 5) same Currency Currencies Spot Source wd Source Imply US Pricing Date Auto Refresh Direct Input Show Oulr ights USD BGN BGN 05/02/19 FX Swap to USD Depo 8) USD Yield (d) 9) JPY Yield (d) USD Implied Yield Spread Bid 7 FX Swap Bid Ask Ask Bid 9249 Ask 0.465.3 As 10) ON 5/07/19 111.48517 11 48972.5758 2.5758.oo65 o.oo65 1D TN 5/08/19 111.44o00 111.443oO 2.5673 2.5673o.oo65 O.00653.2372 .206 O.6699 1.6391 12) 3 0411 0 3491 SP O5/o8/19 111.13 05/09/ 19 1 1 1 . 4 1963 1 1 1 . 42086 2 . 5673 2 . 5673 0 . 0200 0020 05/15/19 111.3610 111.36982.5678 2.5678 O. 0200 O.O20 111.13 2.9731 3.37O6 O.4058 O.8033 15) 1M 06/1o/19 111.1361 111.1409.5.5/.oo o.o0.857>.9050o.2875 o.3348 O. 3603 0-4377 18 2M 7/08/19 110.8732 110.8803 2.5728 2.5728 0.0177 o.01772.9436 2.9816.3708 -4088 0-3558 16) JUN O6/28/19110.9719 110.97862.5719 2.5719 .0182 O.0182 17) BJUL O7/01/19 110.9322 110.9391 2.5721 2.5721 O.0181 O.018 2.932:2 2.8894 O.3175 2.96813.0098.3960 .13 19) 3M 8/08/19 110.6062 110.6170 2.5751 2.5751 o.0163 o.0163 ) 4M ()9/09/191110-3346 11()-3443| 2.5666 2.5666 0.0233 0.0299 2.8924 .8801 2.93 O.3173 0.3135 .912 0.3459 USD Yield (d) JPY Yield (d) FX Swap USD Implied Yield Spread Bid Date Term Bid Bid Bid Ask Bid Ask As As (d) Delayed Cash Rate * Represents Holiday Spot bid/ask replaced by mid 2 Refresh 6) Multi-Currency PY D Actions )Settings FX-Interest Rate Arbitrage 5) same Currency Currencies Spot Source wd Source Imply US Pricing Date Auto Refresh Direct Input Show Oulr ights USD BGN BGN 05/02/19 FX Swap to USD Depo 8) USD Yield (d) 9) JPY Yield (d) USD Implied Yield Spread Bid 7 FX Swap Bid Ask Ask Bid 9249 Ask 0.465.3 As 10) ON 5/07/19 111.48517 11 48972.5758 2.5758.oo65 o.oo65 1D TN 5/08/19 111.44o00 111.443oO 2.5673 2.5673o.oo65 O.00653.2372 .206 O.6699 1.6391 12) 3 0411 0 3491 SP O5/o8/19 111.13 05/09/ 19 1 1 1 . 4 1963 1 1 1 . 42086 2 . 5673 2 . 5673 0 . 0200 0020 05/15/19 111.3610 111.36982.5678 2.5678 O. 0200 O.O20 111.13 2.9731 3.37O6 O.4058 O.8033 15) 1M 06/1o/19 111.1361 111.1409.5.5/.oo o.o0.857>.9050o.2875 o.3348 O. 3603 0-4377 18 2M 7/08/19 110.8732 110.8803 2.5728 2.5728 0.0177 o.01772.9436 2.9816.3708 -4088 0-3558 16) JUN O6/28/19110.9719 110.97862.5719 2.5719 .0182 O.0182 17) BJUL O7/01/19 110.9322 110.9391 2.5721 2.5721 O.0181 O.018 2.932:2 2.8894 O.3175 2.96813.0098.3960 .13 19) 3M 8/08/19 110.6062 110.6170 2.5751 2.5751 o.0163 o.0163 ) 4M ()9/09/191110-3346 11()-3443| 2.5666 2.5666 0.0233 0.0299 2.8924 .8801 2.93 O.3173 0.3135 .912 0.3459 USD Yield (d) JPY Yield (d) FX Swap USD Implied Yield Spread Bid Date Term Bid Bid Bid Ask Bid Ask As As (d) Delayed Cash Rate * Represents Holiday Spot bid/ask replaced by mid