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If a 12-Month AUD/NZD Swap Is Quoted 53/47, Which of the Following

Question 436

Multiple Choice

If a 12-month AUD/NZD swap is quoted 53/47, which of the following statements would you consider to be correct?


A) 12-month AUD rates are higher than 12-month NZD rates
B) 12-month AUD rates are lower than 12-month NZD rates
C) Spot AUD/NZD will be higher by approximately 50 points in 12 months
D) The AUD yield curve is positive, whilst the NZD curve is negative

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