单选题

A company and its bank have entered into a currency swap in which the company pays USD to the bank. The currency swap details are provided below:

  Notional FX Rate Swap Rate #Days Period #Days Year
Company USD130,000,000 USD 1.30 4.00% 180 360
Bank EUR100,000,000 EUR 1.00 2.00% 180 360

Which of these interest payments will most likely be made by one of the parties in the transaction?

【正确答案】 B
【答案解析】

B is correct because the company pays USD 130,000.000 × 0.04 × 180/360 = USD 2,600,000