请教一道汇率题The spot rate of United States dollars is 1.59-1.60; the three-month premium is 0.50-0.45 cents.An UK bank would buy dollars at------ under a three-month fixed forward contract.A.1.5945 B.1.5955 C.1.6045 D.1.6050题目大概意
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请教一道汇率题The spot rate of United States dollars is 1.59-1.60; the three-month premium is 0.50-0.45 cents.An UK bank would buy dollars at------ under a three-month fixed forward contract.A.1.5945 B.1.5955 C.1.6045 D.1.6050题目大概意
请教一道汇率题
The spot rate of United States dollars is 1.59-1.60; the three-month premium is 0.50-0.45 cents.
An UK bank would buy dollars at------ under a three-month fixed forward contract.
A.1.5945 B.1.5955 C.1.6045 D.1.6050
题目大概意思:美元的即期价格为1.59-1.60,三个月期的(不知道应该形容为升水还是贴水了.)0.50-0.45 cents,然后问一家英国银行要以多少钱的价格买入美元远期合同.
应该是这样吧?
1.如果那个溢价表述为0.45-0.50 cents ,那应该是远期升水,远期的买入价为1.59+0.45,卖出价为1.60-0.50 请问是这样吗?
2.而现在这里是0.50-0.45 cents,大的在前面,小的在后面,这类型的题目怎么算呢?怎么得出银行的买入价和卖出价呢?
请教一道汇率题The spot rate of United States dollars is 1.59-1.60; the three-month premium is 0.50-0.45 cents.An UK bank would buy dollars at------ under a three-month fixed forward contract.A.1.5945 B.1.5955 C.1.6045 D.1.6050题目大概意
远期点数(或差价)表达远期汇率,前大后小(左大右小)为远期贴水;前小后大为远期升水.
(1)表述为0.45-0.50 cents ,那应该是远期升水,远期=即期+点数(或差价)
根据题意,该题中:美元的即期价格为1.59-1.60,应该是1英镑=1.59-1.60美元
远期:1英镑=(1.59+0.0045)-(1.60+0.0050)=1.5945/1.6050美元
,即远期(英镑)买入价1.5945,远期英镑卖出价1.6050
(2)0.50-0.45 cents, 大的在前面,小的在后面,远期贴水,远期=即期-点数(或差价)
远期:1英镑=(1.59-0.0050)-(1.60-0.0045)=1.5850/1.5955美元
即远期(英镑)买入价1.5850,远期英镑卖出价1.5955
上题答案:英国银行买入美元(即卖出英镑),即用英镑卖出价1.5955,即为B