Examples of foreign exchange arbitrage opportunities

The three-month forward point is 130- 1 15,130 > 1 15, so the three-month forward exchange rate of USD against CHF is 1.9870- 1.9920, and the quoted USD is100/1.9870 = USD 50.33.

2. You have two choices:

A suppose you exchange this 6,543.8+0,000 euros for dollars in new york market, then you can exchange it for 6,543.8+0.006 million dollars, then exchange these dollars for 654.38+0.8718 = 5,374,500 pounds in London market, and then take these pounds.

B Then suppose you go to Frankfurt market with 1 10,000 euros, and you can change it into100/1.8838 = 53.084 pounds, then you can change it into 53.084x 1.8698=99.257 dollars, and then you can change it into $99.257.

So there is an arbitrage opportunity: according to the method in A, you can make a profit of 1.08 euros.

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