Dear
All ,
Please find the Below Price
Gap , All Currency Pairs
USD
|
GBP
|
|||||||||
OTC (FORWARD)
|
MCX-SX (FUTURES)
|
Diff OF
|
OTC (FORWARD)
|
MCX-SX
(FUTURES)
|
Diff
OF OTC & SX
|
|||||
OTC & SX
|
||||||||||
28-May
|
60.27
|
60.18
|
0.09
|
28-May
|
102.15
|
102.02
|
0.13
|
|||
26-Jun
|
60.68
|
60.51
|
0.17
|
26-Jun
|
102.81
|
102.58
|
0.23
|
|||
29-Jul
|
61.07
|
60.86
|
0.21
|
29-Jul
|
-
|
-
|
-
|
|||
EUR
|
JPY
|
|||||||||
OTC (FORWARD)
|
MCX-SX (FUTURES)
|
Diff
OF OTC & SX
|
OTC (FORWARD)
|
MCX-SX (FUTURES)
|
Diff OF
OTC & SX
|
|||||
28-May
|
83.86
|
83.76
|
0.1
|
28-May
|
59.16
|
59.11
|
0.05
|
|||
26-Jun
|
84.41
|
84.2
|
0.21
|
26-Jun
|
59.58
|
59.45
|
0.13
|
|||
29-Jul
|
-
|
-
|
-
|
29-Jul
|
-
|
-
|
-
|
|||
| USD | |||
| OTC (FORWARD) | MCX-SX (FUTURES) | Diff OF | |
| OTC & SX | |||
| 28-May | 60.27 | 60.18 | 0.09 |
| 26-Jun | 60.68 | 60.51 | 0.17 |
| 29-Jul | 61.07 | 60.86 | 0.21 |
| EUR | |||
| OTC (FORWARD) | MCX-SX (FUTURES) | Diff OF OTC & SX | |
| 28-May | 83.86 | 83.76 | 0.1 |
| 26-Jun | 84.41 | 84.2 | 0.21 |
| 29-Jul | - | - | - |
| GBP | |||
| OTC (FORWARD) | MCX-SX (FUTURES) | Diff OF OTC & SX | |
| 28-May | 102.15 | 102.02 | 0.13 |
| 26-Jun | 102.81 | 102.58 | 0.23 |
| 29-Jul | - | - | - |
| JPY | |||
| OTC (FORWARD) | MCX-SX (FUTURES) | Diff OF OTC & SX | |
| 28-May | 59.16 | 59.11 | 0.05 |
| 26-Jun | 59.58 | 59.45 | 0.13 |
| 29-Jul | - | - | - |
Definition of 'Currency Arbitrage'
A forex strategy in which a currency trader takes advantage of different spreads offered by brokers for a particular currency pair by making trades. Different spreads for a currency pair imply disparities between the bid and ask prices. Currency arbitrage involves buying and selling currency pairs from different brokers to take advantage of this disparity.
For example, two different banks (Bank A and Bank B) offer quotes for the US/EUR currency pair. Bank A sets the rate at 3/2 dollars per euro, and Bank B sets its rate at 4/3 dollars per euro. In currency arbitrage, the trader would take one euro, convert that into dollars with Bank A and then back into euros with Bank B. The end result is that the trader who started with one euro now has 9/8 euro. The trader has made a 1/8 euro profit if trading fees are not taken into account.
For example, two different banks (Bank A and Bank B) offer quotes for the US/EUR currency pair. Bank A sets the rate at 3/2 dollars per euro, and Bank B sets its rate at 4/3 dollars per euro. In currency arbitrage, the trader would take one euro, convert that into dollars with Bank A and then back into euros with Bank B. The end result is that the trader who started with one euro now has 9/8 euro. The trader has made a 1/8 euro profit if trading fees are not taken into account.
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