LATIHAN SOAL TRANSAKSI FORWARD RATE Diketahui Data Pasar
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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 • Hitung Forward Rate ( FR ) ? • 1. Cari ID beli • = 20. 9875% - 8. 9875 % =12 % ID jual = 21. 2125 % - 8. 8625 % = 12. 35% • 2. Hitung FD beli = SR X ID X T FD jual • 360 • = 10. 000 x 12% x 90 • 360 • = 300 • • 3. Transaksi At ( Premium / Discount ) hard curr to soft curr = SR X ID X T 360 = 10. 200 x 12. 35%x 90 360 =315 • 4. Hitung FR beli • • = SR +/- FD = 10. 200 + 315 = 10. 515 = SR +/- FD = 10. 000 + 300 = 10. 300 FD jual Cessa Febyanti - 1112080004
LATIHAN TRANSAKSI FORWARD RATE Diketahui Data Pasar sbb : - 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 Hitung Forward Rate ( FR ) ? 1. Cari ID beli = 6, 5000% - 4, 3750% IDjual = 2, 125% 2. Hitung FD beli = SR X ID X T Fdjual 360 = 1, 6540 x 2, 125% x 30 360 = 0, 2928% 3. Transaksi At ( Premium / Discount ) soft curr to hard curr = 6, 2500% - 4, 625 % = 1, 625% = SR X ID X T 360 = 1, 68560 x 1, 625 %x 30 360 = 0, 2282% 4. Hitung FR beli = SR +/- FD = 1. 68560 - 0, 0022 = 1, 6883 = SR +/- FD = 1. 6540 – 0, 0029 = 1, 6511 FDjual Cessa Febyanti - 1112080004
