Uses of CNY NDFs

Peter G. Zhang
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Peter G. Zhang: Shanghai Futures Exchange, China

Chapter 19 in Chinese Yuan (Renminbi) Derivative Products, 2004, pp 267-281 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Trading CNY NDFsSpreading with CNY NDFsPremiums and DiscountsSpreading Strategies with CNY NDFsBull Spread with CNY NDFsBear Spread with CNY NDFsHedging with CNY NDFsArbitraging between CNY Forwards and NDFsSummary and Conclusions

Keywords: Chinese Yuan; CNY Revaluation; Non-Deliverable Forwards; CNY Forwards; CNY Non-Deliverable Options; CNY Non-Deliverable Swaps; CNY Structured Notes (search for similar items in EconPapers)
Date: 2004
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