带来的是损失

NO.PZ2021061002000064 问题如下 A client hentereinto a long six-month AUUSX forwarcontrato long US If the AUrate were to cline 50 bpsimmeately after the contrais agree Whiof the following statements iscorrect? A.The lower interest rate fferentialbetween AUanUSwill cause the client to realize MTM loss on the AUUSorwarcontract. B.The client will realize MTM gain on theFX forwarcontrae to the cline in the AUversus USinterest ratefferential. C.The lower interest rate fferentibetweenAUanUSwill cause the AUUScontraforwarrate to austeownwar 中文解析方法一本题考察的是外汇远期的估值公式外汇远期合约标的是汇率，在本题中就是AUUS汇率。所以远期合约可以锁定将来汇率，即forwarrate，并且在整个合约期间是不会发生变化的。所以C不对。根据题意可知两国的利差会降低，根据上式可以看到利差缩小会使得value下降，即有一个MTM value loss，因此A对，B错。 AUrate were to cline 50 bps不是澳币贬值的意思？怎么看都是澳币贬值呀

NO.PZ2021061002000064问题如下 A client hentereinto a long six-month AUUSX forwarcontrato long US If the AUrate were to cline 50 bpsimmeately after the contrais agree Whiof the following statements iscorrect? A.The lower interest rate fferentialbetween AUanUSwill cause the client to realize MTM loss on the AUUSorwarcontract.B.The client will realize MTM gain on theFX forwarcontrae to the cline in the AUversus USinterest ratefferential.C.The lower interest rate fferentibetweenAUanUSwill cause the AUUScontraforwarrate to austeownwar 中文解析方法一本题考察的是外汇远期的估值公式外汇远期合约标的是汇率，在本题中就是AUUS汇率。所以远期合约可以锁定将来汇率，即forwarrate，并且在整个合约期间是不会发生变化的。所以C不对。根据题意可知两国的利差会降低，根据上式可以看到利差缩小会使得value下降，即有一个MTM value loss，因此A对，B错。 看不明白ABC三个答案说的意思

NO.PZ2021061002000064 问题如下 A client hentereinto a long six-month AUUSX forwarcontrato long US If the AUrate were to cline 50 bpsimmeately after the contrais agree Whiof the following statements iscorrect? A.The lower interest rate fferentialbetween AUanUSwill cause the client to realize MTM loss on the AUUSorwarcontract. B.The client will realize MTM gain on theFX forwarcontrae to the cline in the AUversus USinterest ratefferential. C.The lower interest rate fferentibetweenAUanUSwill cause the AUUScontraforwarrate to austeownwar 中文解析方法一本题考察的是外汇远期的估值公式外汇远期合约标的是汇率，在本题中就是AUUS汇率。所以远期合约可以锁定将来汇率，即forwarrate，并且在整个合约期间是不会发生变化的。所以C不对。根据题意可知两国的利差会降低，根据上式可以看到利差缩小会使得value下降，即有一个MTM value loss，因此A对，B错。 老师好，请问这题除了从公式角度出发外，可否这样思考。先考虑头寸为long, 即买，AUUS用AUUS那么，AU利率下降，二者利差减少，同时意味着能兑换的US少，则 造成损失？

NO.PZ2021061002000064 问题如下 A client hentereinto a long six-month AUUSX forwarcontrato long US If the AUrate were to cline 50 bpsimmeately after the contrais agree Whiof the following statements iscorrect? A.The lower interest rate fferentialbetween AUanUSwill cause the client to realize MTM loss on the AUUSorwarcontract. B.The client will realize MTM gain on theFX forwarcontrae to the cline in the AUversus USinterest ratefferential. C.The lower interest rate fferentibetweenAUanUSwill cause the AUUScontraforwarrate to austeownwar 中文解析方法一本题考察的是外汇远期的估值公式外汇远期合约标的是汇率，在本题中就是AUUS汇率。所以远期合约可以锁定将来汇率，即forwarrate，并且在整个合约期间是不会发生变化的。所以C不对。根据题意可知两国的利差会降低，根据上式可以看到利差缩小会使得value下降，即有一个MTM value loss，因此A对，B错。 还是有点不太懂FX rivative这里，客户进入了一份6个月AUUS汇远期合约的多头头寸，那么就是在未来要买入US卖出AU所以锁定了一个rate来用这个固定的rate来买入US公式来我明白rf-r小，被减项变大，则value变小，即产生loss。但是从定义forwar就锁定了一个汇率去买美元，现在AU降了，就等于US升了，我们现在约定以一个固定的rate来在未来买入US那不是应该是gain吗？