1. For a combination with USD as the target currency, such as GBP/USD, suppose it is an account of 10K, and buy 3 lots of GBP/USD [USD] on Monday. The market price is:1.7718//kl.
0.42%/360x 1000x3 hand x 1.7722x 1 day = USD 0.62.
2. For the combination based on USD[ USD] [USD], such as USD[ USD ]/JPY: suppose it is an account of 100K, and short 1 USD[ USD ]/JPY on Wednesday, with the market price of107.44/.
-2.18%/360x10000x3 days = [$ 18. 17]
3. For cross-currency combinations, such as EUR/GBP: suppose it is a 1K account, buy 5 lots of EUR/GBP on Friday, the market price is 0.6885/0.6890, and from overnight to next Monday, Prm Buyl%-3.7 1, then customers who buy EUR will pay interest. The calculation method of overnight foreign exchange interest is as follows:
-3.7 1%/360x 100X5 0.6890x1day = [-0.355] = [$0.63].
Folding the second method
If: NZD 0.6500
The NZD overnight rate is 6.0% per year.
The overnight rate dollar is 2.0% per year.
Overnight interest calculation spread = forward exchange rate-current exchange rate
= 0.649929 - 0.6500
= -0.00007 1 or -0.7 1 point
If you buy NZD, the spread is:
NZD100,000 * 0.000071= 7.10 USD.
Or:
New Zealand dollar overnight interest income-US dollar overnight interest payment
= (NZD 16.44 *0.649929)-USD 3.6 1
= 65438 USD +00.68-3.665438 USD +0
= 7.65438 USD +00
If you sell NZD, you have to pay a difference. The difference will vary according to the deposit and loan interest rates or carry trades.
The third folding method
Swap = price difference
A = fixed currency interest rate
B = floating currency interest rate
S = current interest rate
T = days of holding positions
DB = number of days in fixed currency year
1
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