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YOURS!!!!!!, how you left shag?...................(might want to check your
price there)
:-)
-----Original Message-----
From: Victor <Waimi@xxxxxxxxxxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Monday, October 18, 1999 10:45 AM
Subject: Re: JY Z9 to FX
>How to use IMM swaps--
>To convert a futures price to an interbank (spot or cash) price, do the
>following (note: futures prices are usually quoted without decimals).
>
>Example: jyh = .008458, swap -1.60
>Calculate the spot rate: (1/.008458) - (-1.60) = $/yen 119.83
>
>
>
>CONTRACT: DEC /18 Oct 99 SWAPS/ USD/JPY -.876
>
> JY Z9 9613 = $ypy 104.90179
>
>----- Original Message -----
>From: <Canyon678@xxxxxxx>
>To: <omega-list@xxxxxxxxxx>
>Sent: Monday, October 18, 1999 12:13 PM
>Subject: JY Z9 to FX
>
>
>> The Japanese yen is currently quoted at 0.9613.
> > How do I convert this rate to the exchange rate of $1 to Yen 106 .
>> Thanks
>> Mike
>>
>>
>
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