Identity and Calculate Triangular Arbitrage :
1) GBP / SUD 1.9658
USD / AUD 1.1676
GBP / AUD 2.065
2) EUR / USD 1.3298
USD / CHF 1.3396
CHF / EUR 0.6696
3) USD / SEK 6.9936
GBP / SEK 9.8836
GBP / USD 1.4636
4) EUR / SGD 1.2878
EUR / CHF 1.6679
CHF / SGD 1.6679
CHF / SGD 1.1979
5) USD / JPY 91.4251
USD / INR 48.4251
100 JPY / INR 50.4251
6) A bank in London quotes :
GBP / SGD 2.7684 – 96 AND
A Bank in Signapore quotes
USD / SGD 1.3619 – 30
Then what should be the derived GBP / USD quote?
If a bank in New York quotes GBP / USD 1.8969 – 79
Then establish arbitrage, if GBP 1 million.
7) Trader ‘A’ in Zurich quotes
CHF 1.3396 – 09, per
USD and trader ‘B’ in Frankfurut
quotes : CHF
1.6590 – 01 per EUR what
should be the derived value
of USD per EUR? If the trader ‘C’ in London quotes
USD 1.3481 – 90 per EUR
then calculate the triangular arbritage,
if any, on assumed
capital of EUR 1 millim.
8) CAD 1.9089 – 11 / GBP
CAD 1.1445 – 58 / USD
GBP 0.5940 – 38 / USD
9) 100 INR / USD 3.1697 – 02
USD / JPY 91.8501 – 02
100 INR / USD 50.7925 – 76
11) EUR / AUD 1.5093 – 04
EUR / SUD 1.3290 – 00
USD / AUD 1.2090 – 00
12) SEK 8.0060 – 00 – 1EUR
SGD 1.2830 – 42 – 1 EUR
SEK 4.7575 – 30 01 SGD
13) 1 SUD = CAD 1.1385 – 96
1 USD = AUD 1.2328 – 38
1 AUD – CAD 0.9605 – 16
14) 100 INR / USD 2.2650 – 92
100 JPY / USD 1.1660 – 01
100 INR / JPY 192.3265 – 78
15) EUR / CHF 16298 – 08
EUR / SGD 19398 – 08
SGD / CHF 0.8998 – 08
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