|
Spot |
O/N |
T/N |
S/W |
1 month |
|
|
USD/NOK |
7.1020/40 |
2.0/2.5 |
2.3/2.9 |
18/20 |
|
|
EUR/USD |
1.2490/00 |
10.6/10.1 |
3.5/3.3 |
23/22 |
96/94 |
Based on the prices above, what are the two-way prices for:
- USD/NOK forward outright value one week after spot?
- USD/NOK forward outright value tomorrow?
- USD/NOK forward outright value today? Which side does the customer buy NOK?
- EUR/USD forward outright value today? Which side does the customer buy EUR?
- EUR/USD forward-forward swap from one week after spot to one month after spot? Which side does the customer buy and sell EUR (in that order)?
- EUR/USD forward-forward swap from tomorrow to one month after spot? Which side does the customer buy and sell EUR (in that order)?