CHNG 2

TH TRNG HI OI

Cu 1
USD/GBP = (1.8020 1.8025)
a)
Ngn hng mua USD (bn GBP) theo t gi 1USD = = 0.5547
b)

Ngn hng bn GBP tai t gi 1GBP = 1.8025 USD

c)

Khch hng c th bn USD ti t gi 1USD = = 0.5547

Cu 2:
Ngn hng B yt gi DEM/USD = (1,7640 1,7650)
Ngn hng A c th bn DEM ti t gi 1USD = 1,7640DEM
Cu 3
T gi mua, t gi bn v spread.
ESP/NOK = ( 1.1935 1.1945 )
1/ mua c 1000000 NOK th s ESP khch hng phi thanh tn l:
1.1945 * 1000000 =1194500 ESP
2/ Nu bn 1000000 NOK th s ESP khch hng nhn c l:
1.1935 * 1000000 =1193500 ESP
3/ Nu khch hng mua 1000000 ESP th chi ph bng NOK l:
1000000 : 1.1945 = 837170.4 NOK
4/ Nu khch hng bn 1000000 ESP th th s NOK nhn c l:
1000000 : 1.1935 = 837871.8 NOK
Cu 4:
Nh mi gii gii thiu gi cho mua cao nht v gi cho bn thp nht , trn c s thit lp c ch yt
gi hai chiu tt nht cho ngn hng hi gi . Do vy t gi ca nh mi gii s l:
JPY/USD = (125.60 125.68)
Cu 6:
a) C hi giao dch Arbitrage xy ra khi 2 ngn hng cng nim yt t gi m t gi mua ca ngn hng
ny ln hn t gi bn ra ca ngn hng kia.
Do vy trong trng hp ny c hi giao dch Arbitrage xy ra v gi mua USD ca ngn hng B ln hn t
gi bn USD ca ngn hng A.
b) Li nghip v khi giao dch 10,000,000AUD
Mua USD ca ngn hng A:
10,000,000 : 0.8525 = 11,730,205.28 USD
Bn USD ngn hng B:
1,173,0205.28 * 0.8526 = 10,001,173.02 AUD
Li nghip v thu c:
10,001,173.02 10,000,000 = 1,173.02 AUD
Cu 7

SGD/USD

=(2.1050 2.1060)

USD/SGD =( - )
USD/FRF

=(0.1240 0.1250)

SGD/FRF =( - )

= (0.26102 0.26325)

Cu 8
USD/JPY

JPY/USD
=( - )

DEM/USD

=(1.7660 1.7670)

=(134.50 134.60)

USD/DEM =( - )
JPY/DEM =( - )
Cu 9
USD/GBP

=(76.118 76.217)

MLR/USD =(2.2810 2.2830)

=(1.5070 - 1.5090)

MLR/GBP =( - )

=(3.4375 3.4450) (t gi th trng)

c th to ra 10 im spread v hai pha so vi t gi ho vn th t gi cho cng b phi l

(3.4375+10 3.4450-10) = (3.4385 3.4440)
Cu 10
HKD/USD =(6.8560 6.8580)
USD/AUD =(1.0130 1.0510)
T gi th trng AUD/HKD =( - ) = (0.1387 0.1440)
to ra 1 im spread th ngn hng phi yt gi (0.1388 0.1439)
Cu 12
DEM/USD
JPY/USD

VND/USD
=(13995 14007)
=(1.7647 1.7653)
=(121.12 121.34)

VND/DEM =( - )
VND/JPY

= (7927.83 7937.33)

=( - ) = (115.34 115.65)

JPY/DEM =( - ) = (68.612 68.760)

Cc phng n thu nhp ca cng ty bng VND:
v Nhn c 140 triu JPY, cng ty em bn cho ngn hng thu c s tin VND l: 140000000*115.34 =
161476*1010 (vnd)
v Khi cn tr tin cho nh xut khu c ngn hng em VND mua DEM. S tin m cng ty phi tr:
1600000*7937.33 = 1.27*1010