Transcription of 外匯操作與避險實務 - fcec.org.tw
1 ( ) ( ) ( ) 1. 2. 3. 4. 5. ( ) ( ) 1. 2. 3. 24H ( ) 3 5 EUR/USD 04/08 / Bid/offer 1 =? USD/JPY=? 1 =? EUR/USD=? EUR/GBP=? 1 EUR/USD 04/08 (EUR) (USD) ( 5%) 1. 2. 3. 1. (20 ) 2. ( USD3,000 ) 3. 5% 10% 15%( USD1,000 ) 4. ( ) ( ) 5.
2 USD250,000 6. 7. 8. PAGE NYFC 9. 10. 2 ( ) 11. 12. (1) (2) (3) (4) (5) ? (DF) (FX SWAP) (Currency Option) (IRS) (CCS) Cross Currency Swap 3 (Structured Products) (STD) + 1. (PGN) Options PGN + =PGN 2. (ELN)(HYN) Options ELN + (NDF) Offshore Company Paper Company BVI ------ OBU 41.
3 2. 3. OBU 1. 2. 3. 4. 5. 6. NDF DF 2. (NDF) OBU USD100 ( USD ) PM5:00 3. NDO Option DF 2. 3. 5
