NO.PZ2023061903000023
问题如下:
Q. A BRL/MXN spot rate is listed by a dealer at 0.1378. The six-month forward rate is 0.14193. The six-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.
B正确。远期点数等于远期汇率减去即期汇率,即0.14193 - 0.1378 = 0.00413,再乘以10000:10000 × 0.00413= 41.3个点数。
老师好,在其他提问里我们学到:汇率标价法有几位小数,forward points就加几个零。
这里的 six-month forward rate 0.14193 有5个零,请问我们算forward points为什么不是乘以100,000啊?
以及请问判断forward points该加几个零,是看spot exchange rate有几位小数还是看forward exchange rate有几位小数呢?
谢谢。