Question $29$

TABLE $5\mathrm{.}1$

Use the table to answer following question$($s$).$

$\backslash$table$[[,$Yen: Spot and Forward $($#$/$s$),$Pound: Spot and Forward $($S$/$C$)],[$Mid Rates,Bid,Ask,Mid Rates,Bid,Ask$],[$Spot$,129\mathrm{.}87,129\mathrm{.}82,129\mathrm{.}92,1\mathrm{.}4484,1\mathrm{.}4481,1\mathrm{.}4487],[$Forward Rates,,,,,,$],[1$ month,$129\mathrm{.}68,-20,-18,1\mathrm{.}4459,-26,-24],[6$ months,$128\mathrm{.}53,-136,-132,1\mathrm{.}4327,-160,-154],[$Swaps$,,,,,,],[2$ year,$117\mathrm{.}65,1232,1212,1\mathrm{.}4250,-238,-230],[3$ year,$115\mathrm{.}50,1452,1422,1\mathrm{.}4225,-265,-253]]$

Refer to Table $5\mathrm{.}1.$ The ask price for the two$-$year swap for a British pound is:

$$ $$1\mathrm{.}4257/$E$.$

$$1\mathrm{.}4250/$E$.$

$$238.$

$-$ $$230.$

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Question $1$

TABLE $5\mathrm{.}1$

Use the table to answer following question$($s$).$

$\backslash$table$[[,$Yen: Spot and Forward $(\%/$s$),$Pound: Spot and Forward $($S$/$Q$)],[$Mid Rates,Bid,Ask,Mid Rates,Bid,Ask$],[$Spot$,129\mathrm{.}87,129\mathrm{.}82,129\mathrm{.}92,1\mathrm{.}4484,1\mathrm{.}4481,1\mathrm{.}4487],[$Forward Rates,,,,,,$],[1$ month,$129\mathrm{.}68,-20,-18,1\mathrm{.}4459,-26,-24],[6$ months,$128\mathrm{.}53,-136,-132,1\mathrm{.}4327,-160,-154],[$Swaps$,,,,,-238,-230],[2$ year,$117\mathrm{.}65,1232,1212,1\mathrm{.}4250$

$1\mathrm{.}4225,-238-265,-253],[3$ year,$115\mathrm{.}50,1452,1422,1\mathrm{.}4220,,]]$

Refer to Table $5\mathrm{.}1.$ According to the information provided in the table, the $6-$month yen is selling at a forward $$ of approximately $$ per annum. $(1)$

$$ premium; $2\mathrm{.}06\%$

discount: $2\mathrm{.}09\%$

discount; $2\mathrm{.}06\%$

premium; $2\mathrm{.}0996$

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Question $1$

TABLE $5\mathrm{.}1$

Use the table to answer following question$($s$).$

$\backslash$table$[[,$Yen: Spot and Forward $($V$/$S$),$Pound: Spot and Forward $($S$/$E$)],[,$Mid Rates,Bid,Ask,Mid Rates,Bid,Ask$],[$Spot$,129\mathrm{.}87,129\mathrm{.}82,129\mathrm{.}92,1\mathrm{.}4484,1\mathrm{.}4481,1\mathrm{.}4487],[$Forward Rates,,,,,,$-24],[1$ month,$129\mathrm{.}68,-20-136,-18-132,1\mathrm{.}44591\mathrm{.}4327,-26-160,-154],[6$ months,$128\mathrm{.}53,-136,-132,,,],[$Swaps$,,,,,-238,-230],[2$ year,$117\mathrm{.}65115\mathrm{.}50,1232$

$1452,1422,1\mathrm{.}4225,-265,-253]]$

Refer to Table $5\mathrm{.}1.$ According to the information provided in the table, the $6-$month yen is selling at a forward $$ of approximately

premium; $2\mathrm{.}06\%$

discount; $2\mathrm{.}09\%$

discount; $2\mathrm{.}06\%$

premium; $2\mathrm{.}09\%$

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