Treasury Report Guidelines

A. GUIDELINES FOR TREASURY DEALING REPORT (20%)

Students will complete a Treasury Dealing report: The money market treasury dealing report in groups of four persons. The report must be submitted on the date to be advised.

Each report should be a maximum of 2000 words in length, excluding appendices, and written according to “Written Reports and Essays: Guidelines for Referencing and Presentation in RMIT Business”. This can be found on the MyRMIT and on the Faculty website under Services for Students. You are particularly referred to the sections on “Report Presentation” and “Referencing System”.

The due date is likely to be Friday of Week 10 at 5pm local time (read Blackboard announcements for updates).

You are to imagine that you are a money market dealing team working for a large Singapore bank and trading money market products in the Asian Pacific region. Your senior manager has asked your group to provide a report including the following:

1. An outline and explanation of the behaviour of money market rates in a country of your choice within the Asian Pacific region over the past three years (i.e., your interpretation of historical data).

2. An outline and explanation of your team’s market view concerning the behaviour of money market interest rates over the next six months in your above chosen country (i.e., your forecast for money market interest rates).

3. An outline and explanation of the money market trading strategies you intend to undertake consistent with your market view outlined in Part 2 above. You strategy should make reference to (1) your bank’s price making activities (incorporating discussion of interest margins) and (2) possible speculative activities (incorporating an assessment of potential profits).

4. An outline and explanation of the risks and obstacles you are likely to encounter in implementing your strategies.

In your writing your report you should keep the following in mind:...