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  • Cash and Carry Calculator v3.2

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    This document describes a cash and carry trade involving buying the Australian dollar (AUD) and selling the US dollar (USD) in the spot and futures markets. It provides the exchange rates and interest rates in both markets. Doing a buy floating, sell fixed strategy would result in a net profit of $814.50 after 365 days. A sell floating, buy fixed strategy would result in a net loss of $1,508.

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    This document describes a cash and carry trade involving buying the Australian dollar (AUD) and selling the US dollar (USD) in the spot and futures markets. It provides the exchange rates and interest rates in both markets. Doing a buy floating, sell fixed strategy would result in a net profit of $814.50 after 365 days. A sell floating, buy fixed strategy would result in a net loss of $1,508.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    3 views4 pages

    Cash and Carry Calculator v3.2

    Uploaded by

    Flow Wide
    This document describes a cash and carry trade involving buying the Australian dollar (AUD) and selling the US dollar (USD) in the spot and futures markets. It provides the exchange rates and interest rates in both markets. Doing a buy floating, sell fixed strategy would result in a net profit of $814.50 after 365 days. A sell floating, buy fixed strategy would result in a net loss of $1,508.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 4

    Cash and carry "swap" trade

    Currency pair AUDUSD AUD USD

    Spot market Bid Ask Pip value


    Price 0.76010 0.76010 10,000
    Swap rate long 5.3 points/day 5.3
    Swap rate short -7.2 points/day -7.2

    Futures market Bid Ask


    Price 0.74890 0.74890
    Days until expiry 365.0 Days
    Flat commission/lot 0.00 USD
    Implied interest rate long 1.484%
    Implied interest rate short -1.484%

    Lot size 100000


    Lots traded 1.00

    Interest on long spot trade 1934.5 USD


    Interest on short spot trade -2628.0 USD
    Interest on long futures trade 1120.0 USD
    Interest on short futures trade -1120.0 USD
    Flat trading fee 0.0 USD

    Strategy: Buy floating, sell fixed


    Today
    Buy spot @ 0.7601
    Sell future @ 0.7489
    After 365 days
    Interest on future -1,120.00 USD
    Interest on spot 1,934.50 USD
    Net income 814.50 USD
    p" trade Find us fb facebook twitter

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    USD
    USD

    Expiry days calculator


    Expiry date of future 3/15/2018
    Trade date (leave empty for today)
    Days until expiry -1986.41

    Strategy: Buy fixed sell floating


    Today
    Sell spot @ 0.7601
    Buy future @ 0.7489
    After 365 days
    Interest on future 1,120.00 USD
    Interest on spot -2,628.00 USD
    Net income -1,508.00
    @forexop
    Disclaimer
    This software is provided through our website (Forexop.com) for demonstration purposes only. Reproduction is pr
    terms and conditions.

    Forex, CFDs, options and other leveraged products carry a high degree of risk. They are not suitable for all investo
    products are suitable for your particular circumstances.

    This software may describe business strategies, investment ideas, marketing methods and other business advice
    any results) for you.

    Forexop.com makes absolutely no guarantee, expressed or implied, that by following the advice or using the softw
    and variables that come into play regarding any given business.

    Primarily, results will depend on the nature of the investment, the market conditions, the experience of the individu

    As with any strategy, you assume all risk related to investment and money based on your own discretion and at yo

    Liability Disclaimer: By using this software, you assume all risks associated with using the advice given, with a ful
    putting this information into action in any way, and regardless of your interpretation of the advice.

    Full disclaimer: http://forexop.com/disclaimer/

    Full disclaimer: http://forexop.com/disclaimer/

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