问题如下:
A BRL/MXN spot rate is listed by a dealer at 0.1378. The 6-month forward rate is 0.14193. The 6-month forward points are closest to:
选项:
A. –41.3.
B. +41.3.
C. +299.7.
解释:
B is correct.
The number of forward points equals the forward rate minus the spot rate, or 0.14193 – 0.1378 = 0.00413, multiplied by 10,000: 10,000 × 0.00413= 41.3 points. By convention, forward points are scaled so that ±1 forward point corresponds to a change of ±1 in the last decimal place of the spot exchange rate.
考点: forward point
解析: 0.14193 – 0.1378 = 0.00413,
10,000 × 0.00413= 41.3 points.
注意到,最后一步可以乘以100(小数点位数较少时)也可以乘以10,000(小数点位数较多时)
forward points和F-S/S的公式代表的含义有什么不同啊