FORWARD DEAL

abhishreshthaa

Abhijeet S
FORWARD DEAL

A forward foreign exchange transaction is one which is executed today
at a rate agreed today but settlement takes place at an agreed future time
FX forwards are normally short term - one to twelve months


Forward Deal (e.g.)

A corporate needs USD 1 million for an import payment 12 months hence. Thus it asks a bank for a
rate for the same.


  • Bank buys USD at 48.30

  • Places Deposit @ 2.2%

  • Gets USD 1,022,000

  • Borrows INR 48,300,000

  • Borrows @ 8.25 %

  • Pays INR 52,284,750

  • Final Rate = 52,284,750/1,022,000 = 51.16

  • Premium = Rs 51.16 - 48.30 = 2.86
 
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