已知即期汇率跟汇水 求远期汇率

2025-03-24 17:32:23
推荐回答(1个)
回答1:

一般情况下,远期汇率的标价方法是仅标出远期的升水数或贴水数。在直接标价法的情况下 ,远期汇率如果是升水,就在即期汇率的基础上,加上升水数,即为远期汇率;如果是远期贴 水,就在即期汇率的基础上减去贴水数,即为远期汇率。在间接标价法的情况下,正好相反, 远期汇率如果是升水,就要在即期汇率的基础上减去升水数,即为远期汇率;如果是远期贴水,就要在即期汇率的基础上加上贴水数,即为远期汇率。

远期汇率也有买入价和卖出价,所以远期汇率的升水数或贴水数,也都有大小两个数。在直 接标价法的情况下,远期汇率如果是升水,则把升水数的小数加入即期汇率的买入价,把升水 数的大数加入即期汇率的卖出价。在间接标价法下,如果远期升水,则从即期汇率的卖出价减去升水数的大数,从即期汇率的卖入价减去升水数的小数。在间接标价法的情况下,如果远期升贴水数是大数在前,小数在后,即说明是远期升水;如是小数在 前,大数在后,即说明是远期贴水。

比如USD/JPY即期汇率是100.24,一个月期升水20点,USD/JPY是直接标价货币,一个月远期汇率就是即期汇率+升水:100.24+20=100.44

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