Good morning,

I would like to compute a 2-day forward exchange rate on EURUSD. For that, I have historical data on EURUSD spot price, and I know that theoretically, when maturity is T we have :

$F_0$ $=$ $S_0$*$exp^{(r-r_f)T}$

where $F_0$ is the forward exchange rate, $S_0$ is the spot rate,$r$ is the risk-free rate of the base currency, $r_f$ the risk-free rate of the foreign currency and T the maturity.

The problem is that I'm not sure what to choose to get values for $r$ and $r_f$ (there are many kinds of interest rates on the Fed's website, many kinds of EURIBOR depending on maturity, ...)

Many thanks for your help.

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