swap arbitrage 中文意思是什麼
swap arbitrage
解釋
換匯套利-
The fact that the three - month swap price has instead been down to a discount of about up to 50 pips in recent weeks is perhaps an indication of some inflow. however, too large a premium or discount should create arbitrage activities that limit further deviation
但近星期來的實際情況是3個月掉期價不但沒有升水,反而曾經貼水多達50點子左右,這正可能顯示有些資金流入港元。
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