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LATIHAN SOAL TRANSAKSI FORWARD RATE

LATIHAN SOAL TRANSAKSI FORWARD RATE. Diketahui Data Pasar sbb : - USD Interest Rate 3 Month = 8.8625 % - 8.9875 % pa. - IDR Interest Rate 3 Month = 20.9875 % - 21.2125 % pa. - Spot rate USD/IDR = 10.000 - 10.200

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LATIHAN SOAL TRANSAKSI FORWARD RATE

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  1. LATIHAN SOAL TRANSAKSI FORWARD RATE • DiketahuiData Pasarsbb : • - USD Interest Rate 3 Month = 8.8625 % - 8.9875 % pa. • - IDR Interest Rate 3 Month = 20.9875% - 21.2125 % pa. • - Spot rate USD/IDR = 10.000 - 10.200 • Hitung Forward Rate ( FR ) ? • 1. CariID beli = 20.9875% - 8.9875 % ID jual= 21.2125 % - 8.8625 % • =12 % = 12.35% • 2. Hitung FD beli = SR X ID X T FD jual=SR X ID X T • 360 360 • = 10.000 x 12% x 90 = 10.200 x 12.35%x 90 • 360 360 • = 300=315 • 3. TransaksiAt ( Premium / Discount) hard curr to soft curr • 4. HitungFR beli = SR +/- FD FDjual= SR +/- FD • = 10.000 + 300 = 10.200 + 315 • = 10.300= 10.515 Cessa Febyanti - 1112080004

  2. LATIHAN TRANSAKSI FORWARD RATE • DiketahuiData Pasarsbb : • - USD Interest Rate 1 Month = 6,2500 % - 6,5000 % pa. • - DEM Interest Rate 1 Month = 4,3750 % - 4,6250 % pa. • - Spot rate USD/DEM = 1,6540 - 1.68560 • HitungForward Rate ( FR ) ? • 1. CariID beli = 6,5000% - 4,3750% IDjual = 6,2500% - 4,625 % • = 2,125% = 1,625% • 2. Hitung FD beli = SR X ID X T Fdjual= SR X ID X T • 360 360 • = 1,6540 x 2,125% x 30= 1,68560 x 1,625 %x 30 • 360 360 • = 0,2928% = 0,2282% • TransaksiAt ( Premium / Discount ) soft curr to hard curr • 4. HitungFR beli = SR +/- FD FDjual= SR +/- FD • = 1.6540 – 0,0029 = 1.68560 - 0,0022 • = 1,6511 = 1,6883 Cessa Febyanti - 1112080004

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