Page 1 of 1
Please calculate the FX forward rate EUR/PLN for bank customer with an expiry date of 120 days if in the interbank money
Posted: Tue Jan 18, 2022 12:57 pm
by answerhappygod
- Please Calculate The Fx Forward Rate Eur Pln For Bank Customer With An Expiry Date Of 120 Days If In The Interbank Money 1 (29.7 KiB) Viewed 28 times
Please calculate the FX forward rate EUR/PLN for bank customer with an expiry date of 120 days if in the interbank money market there are following macroeconomic data provided. • Bid rate = 4,5111 EUR / PLN - spot price, • Offer rate = 4,5135 EUR / PLN - spot price, • Credit Interest rate for PLN per annum = 2,61% deposit interest rate for PLN per annum = 2,36% credit interest rate for EUR per annum = 0,71% deposit interest rate for EUR per annum = 0,51% Bank is taking 20 pips commission on the whole transaction for both long and short position. .