CFA Level 1 Exam: Understanding FF/$ Exchange Rate

The Implication of the One Month FF/$ Exchange Rate

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Question

If the one month FF/$ exchange rate is 8.0200-50 this implies:

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A. B. C. D. E.

B

In a forward, or futures, contract, a commitment is irrevocably made on the transaction date, but delivery takes place later, here a month later. The bid-ask quotation here implies that the bank is willing to commit itself today to buy dollars in one month for 8.0200 francs or to sell them for 8.0250 francs.