BF2207 Assignment 3 - Foreign Exchange Markets and Transactions
BF2207 Assignment 3 - Foreign Exchange Markets and Transactions
BF2207 Assignment 3 - Foreign Exchange Markets and Transactions
USD Equivalent
0.12080
Japan (Yen)
0.00831
Mexico (Peso)
0.09396
Singapore (Dollar)
0.56170
Taiwan (Dollar)
0.0288
Turkey (Lira)
6.200E-07
U.K. (Pound)
1.5734
Venezuela (Bolivar)
0.0006
Euro
1.0773
8.2781
827.81
120.38
12038
10.643
1,064.28
1.7803
178.03
34.746
3474.6
1612903
161,290,300
0.63557
63.557
1,597.4
159744
0.92825
92.825
Country
8.2871
119.04
2.975
16,041
(a) Amount of yen the Japanese firm need to exchange in order to pay the
9,030,200 yuan renminbi bill:
(b) Amount of Argentine pesos the client need to purchase 250 bonds at 1,604,100
Vietnamese dong per bond:
129714255.650348
74375
OR
129714255.7
Egypt EPound
Egypt
Indonesia Rupiah
Indonesia
Taiwan
0.0040185658
Vietnam
1.7144051936
U.S.
0.1673528132
Taiwan TDollar
Vietnam VNDong
U.S. Dollar
5.9754
248.845
0.58329268
0.002344
2.6596E-02
426.6211604096
16,041.00
3.7600E+01
6.2340253E-05
Currency
Bid
Euros
$1.19
Yen
$0.01
Ask
$1.25
$0.01
$0.051
$20.48
$0.000425
$21.98
Dates
Exchange Rate
4/24/2003
0.91130 EUR/USD
4/28/2003
0.90630 EUR/USD
6/17/1997
23.2 BHT/USD
1/13/1998
55.8 BHT/USD
4/25/2002
4/26/2002
0.6140 USD/CHF
6/26/2002
0.0008324 USD/KRW
2/18/2003
0.0008286 USD/KRW
1/30/1999
5/2/2001
1.00050 USD/ARS
1/30/2000
2.3442 CAD/GBP
9/20/2000
2.0927 CAD/GBP
12/12/2002
2/2/2003
68.0289 IQD/INR
12/27/2002
12/28/2002
1.7831 AUD/USD
Currency to Consider
Appreciated
EUR
BHT
CHF
KRW
USD
CAD
INR
USD
Depreciated
-
1.6430 CHF/USD
1.6287 CHF/USD
1201.3455 KRW/USD
1206.8549 KRW/USD
0.9962 USD/ARS
1.00050 USD/ARS
Amount the peso have to appreciate to get back to its original level if the
Mexican peso depreciates 50% against the U.S. dollar:
Let exchange rate of USD and Peso to be: 1USD : 17 Peso if Peso depreciates by
50%, the new exchange rate will be 1 USD : 34 Peso. Therefore, to go back to
its original level, the Mexican peso (MXN) has to appreciate by %%%
Brazilian real's percentage change when the real exchange rate moved from
3.2020 BRL/USD to 3.1606 BRL/USD over two days:
Appreciated or depreciated:
In USD
United States
$2.71
2.71
Australia
A$ 3.00
1.86
Brazil
Real 4.55
1.48
China
Yuan 9.90
Denmark
Krone 27.75
4.1
Egypt
Pound 8.00
1.35
Hong Kong
HK$11.50
Malaysia
M$5.04
1.33
Russia
Ruble 41.00
1.32
South Korea
Won 3,300
2.71
Switzerland
SFr 6.30
4.59
1.11
1.61
1.68
3.65
8.28
6.78
2.95
4.24
7.8
3.8
15.1
31.1
1,220
2.32
45
56
51
50
46
51
Nil
USD Equivalent
Country
Mon
Canada (Dollar)
0.6879
1-month forward
0.6868
3-months forward
0.6844
6-months forward
0.6803
Switzerland (franc)
0.7197
1-month forward
0.7203
3-months forward
0.7215
6-months forward
0.7232
U.K. (Pound)
1.5734
1-month forward
1.5703
3-months forward
1.5644
6-months forward
1.5555
Unhedged
Position
0.6521
0.67
0.6803
0.685
0.69
USD Equivalent
Mon
Fri
0.6879
1.4537
1.4537
0.6869
1.456
1.4558
0.6845
1.4611
1.4609
0.6804
1.4699
1.4697
0.7179
1.3895
1.393
0.7183
1.3883
1.3922
0.7192
1.386
1.3904
0.7213
1.3827
1.3864
1.5715
0.6356
0.6363
1.5783
0.6368
0.6376
1.5624
0.6392
0.64
1.5536
0.6429
0.6437
Hedged
Position