Monetary economic assignment

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Sheet1

Date SPOT (AUD/USD) FORWARD PTS FWD (AUD/USD) Inflation rate (AUD) i (AUD) Inflation rate (USD) i (USD) a) Percentage Change in Spot a) Forward premium/ discount b) Implied forward b) IRP Violated? c) Expected Exchange Rate c)PPP Violated? d) Carry Trade Gain/Loss
3/31/00 1.6473 5.58 1.6479 2.8% 6.38% 3.8% 6.26%
6/30/00 1.676 9.22 1.6769 3.1% 6.18% 3.7% 6.10%
9/29/00 1.8425 3.52 1.8429 6.1% 6.23% 3.5% 5.80%
12/29/00 1.7897 3.61 1.7901 5.8% 5.48% 3.4% 5.19%
3/30/01 2.0595 -0.89 2.0594 6.0% 5.29% 2.9% 4.88%
6/29/01 1.9545 -14.32 1.9531 6.1% 6.06% 3.2% 5.28%
9/28/01 2.0356 -21.33 2.0335 2.5% 5.53% 2.6% 4.73%
12/31/01 1.9629 -29.26 1.9600 3.1% 6.02% 1.6% 5.09%
3/29/02 1.8771 -34.53 1.8736 3.0% 6.35% 1.5% 5.28%
6/28/02 1.7776 -46.28 1.7730 2.8% 6.08% 1.1% 4.93%
9/30/02 1.8428 -41.99 1.8386 3.2% 5.35% 1.5% 3.87%
12/31/02 1.7801 -46.79 1.7754 2.9% 5.17% 2.4% 4.03%
3/31/03 1.6539 -52.22 1.6487 3.3% 5.34% 3.0% 3.81%
6/30/03 1.4847 -58.81 1.4788 2.6% 5.02% 2.1% 3.33%
9/30/03 1.4696 -63.73 1.4632 2.6% 5.39% 2.3% 4.27%
12/31/03 1.3298 -80.64 1.3217 2.4% 5.61% 1.9% 4.27%
3/31/04 1.3042 -83.02 1.2959 2.0% 5.50% 1.7% 3.83%
6/30/04 1.4306 -70.03 1.4236 2.5% 5.95% 3.3% 4.73%
9/30/04 1.3744 -61.75 1.3682 2.3% 5.47% 2.5% 4.13%
12/31/04 1.2817 -54.3 1.2763 2.5% 5.33% 3.3% 4.23%
3/31/05 1.2938 -52.82 1.2885 2.4% 5.67% 3.1% 4.50%
6/30/05 1.3115 -39.96 1.3075 2.5% 5.11% 2.5% 4.00%
9/30/05 1.3122 -29.2 1.3093 3.1% 5.36% 4.7% 4.20%
12/30/05 1.3617 -19.4 1.3598 2.8% 5.20% 3.4% 4.47%
3/31/06 1.3958 -9.93 1.3948 2.9% 5.42% 3.4% 4.72%
6/30/06 1.3453 -8.6 1.3444 4.0% 5.78% 4.3% 5.11%
9/29/06 1.3403 -14.65 1.3388 4.0% 5.51% 2.1% 4.72%
12/29/06 1.2682 -19.7 1.2662 3.3% 5.88% 2.5% 4.56%
3/30/07 1.2368 -22.49 1.2346 2.5% 5.88% 2.8% 4.56%
6/29/07 1.1774 -21.76 1.1752 2.1% 6.26% 2.7% 5.10%
9/28/07 1.1263 -34.46 1.1229 1.8% 6.15% 2.8% 4.52%
12/31/07 1.1427 -50.7 1.1376 2.9% 6.33% 4.1% 4.10%
3/31/08 1.0952 -112.92 1.0839 4.3% 6.05% 4.0% 3.51%
6/30/08 1.0432 -114.03 1.0318 4.4% 6.45% 5.0% 4.10%
9/30/08 1.262 -35.6 1.2584 5.0% 5.40% 4.9% 3.69%
12/31/08 1.4232 -56.55 1.4175 3.7% 3.99% 0.1% 2.42%
3/31/09 1.4468 -38.3 1.4430 2.4% 4.42% -0.4% 2.82%
6/30/09 1.2402 -54.43 1.2348 1.4% 5.52% -1.4% 3.72%
9/30/09 1.1329 -69.7 1.1259 1.2% 5.36% -1.3% 3.40%
12/31/09 1.1125 -85.35 1.1040 2.1% 5.64% 2.7% 3.59%
3/31/10 1.0903 -94.06 1.0809 2.9% 5.78% 2.3% 3.73%
6/30/10 1.1894 -92.5 1.1802 3.1% 5.09% 1.1% 3.20%
9/30/10 1.0341 -110.3 1.0231 2.9% 4.96% 1.1% 2.65%
12/31/10 0.9772 -115.2 0.9657 2.8% 5.55% 1.5% 3.29%
3/31/11 0.9682 -117.13 0.9565 3.3% 5.49% 2.7% 3.41%
6/30/11 0.9327 -123.95 0.9203 3.5% 5.21% 3.6% 3.00%
9/30/11 1.035 -104.9 1.0245 3.4% 4.22% 3.9% 1.97%
12/30/11 0.9796 -101.58 0.9694 3.0% 3.67% 3.0% 1.97%
3/30/12 0.9666 -102.95 0.9563 1.6% 3.98% 2.7% 2.17%
6/29/12 0.9768 -85.45 0.9683 1.2% 3.04% 1.7% 1.62%
9/28/12 0.9635 -80.9 0.9554 2.0% 2.99% 2.0% 1.72%
12/31/12 0.962 -68.45 0.9552 2.2% 3.27% 1.7% 1.72%
3/29/13 0.9598 -70.8 0.9527 2.5% 3.41% 1.5% 1.96%
6/28/13 1.0943 -60.6 1.0882 2.4% 3.76% 1.8% 2.30%
9/30/13 1.0733 -55.15 1.0678 2.2% 3.81% 1.2% 2.81%
12/31/13 1.1217 -52.7 1.1164 2.7% 4.24% 1.5% 2.90%
3/31/14 1.0794 -57.36 1.0737 2.9% 4.08% 1.5% 2.72%
6/30/14 1.0601 -61.15 1.0540 3.0% 3.54% 2.1% 2.60%
9/30/14 1.1431 -57.2 1.1374 2.3% 3.48% 1.7% 2.53%
12/31/14 1.2239 -54.35 1.2185 1.7% 2.74% 0.8% 2.21%
3/31/15 1.3147 -38.39 1.3109 1.3% 2.32% -0.1% 2.04%
6/30/15 1.2975 -38.1 1.2937 1.5% 3.01% 0.1% 2.36%
9/30/15 1.4251 -34.5 1.4217 1.5% 2.61% 0.0% 2.17%
12/31/15 1.3723 -32.45 1.3691 1.7% 2.88% 0.7% 2.24%
3/31/16 1.3059 -31.93 1.3027 1.3% 2.49% 0.9% 1.89%
6/30/16 1.3422 -24.55 1.3397 1.0% 1.98% 1.0% 1.64%
9/30/16 1.3055 -15.79 1.3039 1.3% 1.91% 1.5% 1.63%
12/30/16 1.3887 -15.55 1.3871 1.5% 2.77% 1.7% 2.14%
3/31/17 1.3108 -12.55 1.31 2.10% 2.70% 2.4% 2.39%
6/30/17 1.3007 -8.95 1.30 1.90% 2.60% 1.6% 2.30%
9/30/17 1.2765 -8.35 1.28 1.80% 2.84% 2.2% 2.33%
12/31/17 1.281 -1.67 1.28 1.90% 2.63% 2.2% 2.41%