Contoh Forward Premium & Forward Discount:

Category:

Forward rate (FR) 1 bulan            : £1 = $ 1,687
Spot rate (SR)                               : £1 = $ 1,680
Premium selama 1 bulan = FR – SR = $ (1,687 – 1,680) = $ 0,007
Berarti premium selama 1 tahun = $ 0,007 x 12 = $ 0,084



Forward rate 1 bulan (FR)            : £1 = $ 1,673
Spot rate            (SR)                    : £1 = $ 1,680
Discount selama 1 bulan = FR – SR = $(1,673 – 1,680) = -$0,007
Berarti discount selama 1 tahun = -0,007 x 12 = -$0,084


Tanda negatif berarti mengalami forward discount sebesar 5%.

Comments (0)

Posting Komentar