Norwegian Krone (CME) - 2,000,000 Kroner; $ per contract. MONTH CHART LAST CHANGE PRIOR SETTLE OPEN HIGH LOW VOLUME JUN 2023 NOKM3 0.09586 -0.00064 (-0.66%) 0.09650 0.09662 0.09662 0.09581 67 3. Given the above information, calculate the dollar value of a Norwegian Krone SEP 2022 futures contract. 4. You hold securities in Australia valued at AUD (Australian Dollar) 55 million. How many SEP AUD futures should be bought or sold to hedge the foreign exchange risk. SEP AUD futures contracts (AUD 100,000 per contract) settled most recently at AUD 1.4202/$.

Suppose a German importer owes an Australian exporting company 150,000 AUD, due in three months.   S_0 (EUR/AUD)                                  0.60 Se (EUR/AUD)           0.50 (0.3) and 0.65 (0.7) Premium on AUD call option R = EUR0.02 Exercise exchange rate          E  = 0.62 Time to expiry             3 months   What is the expected value of payables in AUD under hedge Will the option to hedge be undertaken on the basis of expected spot rate? Explain.

Using info in the table below calculate how many USD you would have to pay 2 months from now to buy EUR 10,000 if you lock into a 2 month forward contract now. 98) Settings. 10,966 11,394 11,044 14,895 1) G10 11) All G10 12) 13) 14) 15) 16) 17) 18) 19) 20) 21) 22) titokb US Euro Japan UK Canada Australia ON TN Spot SN 1W 1M Switzerland 2M Denmark 3M Norway 6M Sweden N. Zealand 90) FX Markets Overview 91) FX Forwards 92) FX Options and Volatility 93) Economics 30) Forward Term Structures - Points | XDSH >> EURUSD 2) Asia 3) Europe/Africa 4) Latin America 5) Middle East 6) Metals .60 .63 1.1005 .69 -2.06 4.78 -14.26 20.22 -63.47 38.90 -128.04 56.04 -189.12 100.88 -370.08 168.84 -698.24 1Y 40) Term Structure Chart - Outrights | XCRV >> Chart 136.000000- 134.000000 132.000000- 130.000000- 128.000000 126.000000- 124.835098 124.000000 Graph terms from TOD USDJPY GBPUSD USDCAD AUDUSD NZDUSD USDCHF USDDKK USDNOK USDSEK -11.01 .31 -.22 .22 -.07 -.94 -3.83 -5.55 -5.84 -2.04 .26 -.21 .17 -.02…

Using info in the table below calculate how many USD you would have to pay 2 months from now to buy GBP 10,000 if you lock into a 2 month forward contract now. 98) Settings. 14,090 12,491 12,637 12,459 1) G10 (11) All G10 12) US 13) Euro 14) ◆ Japan 15) 16) 17) 18) 19) 20) 21) 22) tit+cok UK Canada Australia N. Zealand Switzerland Denmark Norway Sweden 2) Asia 3) Europe/Africa 4) Latin America 5) Middle East 6) Metals 90) FX Markets Overview 91) FX Forwards 92) FX Options and Volatility 30) Forward Term Structures Points | XDSH >> ON TN Spot SN 1W 1M 2M 3M 6M 1Y 40) Term Structure Chart - Outrights | XCRV >> M Chart • View - Track 136.000000- 134.000000 132.000000 130.000000- 128.000000- 126.000000- 124.835098 124.000000 EURUSD USDJPY GBPUSD USDCAD AUDUSD NZDUSD USDCHF USDDKK USDNOK USDSEK .60 .63 -11.01 .31 -.22 .22 -.07 -.94 -3.83 -5.55 -5.84 -2.04 .26 -.21 .17 -.02 -.95 -4.52 -5.62 -4.78 1.1005 136.50 1.2475 1.3618 0.6666 0.6208 0.8930 6.7731 10.8013 10.3036 .69 -2.06 .33 -.21 .23…