Midpoint的意义在哪里？

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NO.PZ202106160100000101

问题如下：

Using the quotes in Exhibit 1, the amount received by Goldsworthy from converting JPY 225,000,000 will be closest to:

选项：

GBP 1,734,906

GBP 1,735,174

GBP 1,735,442

解释：

A is correct.

Goldsworthy has been given a bid–offer spread. Because she is buying the base currency—in this case, GBP—she must pay the offer price of JPY 129.69 per GBP.

$\frac{JPY225,000.000}{129.69\;JPY/GBP}=GBP1,734,906$

考点: Spot rates and forward rates以及bid-offer spread

解析: 题目中说投资者要买GBP，那么就应该使用DEALER关于GBP的卖价做加交易。所以可得

$\frac{JPY225,000.000}{129.69\;JPY/GBP}=GBP1,734,906$

什么条件下求解才需要使用Midpoint？

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笛子_品职助教 · 2023年11月28日

嗨，从没放弃的小努力你好：

什么条件下求解才需要使用Midpoint？

一般来说，在外汇市场中进行买卖交易，使用ask或者bid。

但如果是外汇衍生品合约到期结算，此时并不涉及到在外汇市场中进行买卖，这个时候使用midpoints.

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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NO.PZ202106160100000101 问题如下 Using the quotes in Exhibit 1, the amount receiveGolworthy from converting JPY 225,000,000 will closest to: A.G1,734,906 B.G1,735,174 C.G1,735,442 A is correct.Golworthy hbeen given a bioffer sprea Because she is buying the base currency—in this case, GBP—she must pthe offer priof JPY 129.69 per GBP.JPY225,000.000129.69 JPY/GBP=GBP1,734,906\frac{JPY225,000.000}{129.69\;JPY/GBP}=GBP1,734,906129.69JPY/GBPJPY225,000.000=GBP1,734,906考点: Spot rates anforwarrates以及bioffer sprea析: 题目中说投资者要买GBP，那么就应该使用ALER关于GBP的卖价做加交易。所以可得JPY225,000.000129.69 JPY/GBP=GBP1,734,906\frac{JPY225,000.000}{129.69\;JPY/GBP}=GBP1,734,906129.69JPY/GBPJPY225,000.000=GBP1,734,906 题目原话“Golworthy is expecting to receive a customer payment of JPY 225,000,000 (Japanese yen) thshe wants to convert to poun sterling (GBP). ”

2022-10-05 01:50 1 · 回答

Midpoint的意义在哪里？

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