The “spot basis” of a 2 against 4 months EUR/USD forward/forward swap is:
Automated trading systems for interbank spot FX display the best prices entered into the systems by users and:
The one-month (31-day) GC repo rate for French government bonds is quoted to you at 3.75- 80%. As collateral, you are offered EUR 25,000,000.00 nominal of the 5.5% OAT April 2012, which is worth EUR 28,137,500.00.
The Repurchase Price is:
Which is the day count/annual basis convention for SGD money market deposits?