[Carlyn]

@kashafhamid said:
I calculated basis using spot rate – opening future rate then adjusted with /6 months x 1 month adjusted =it was – 0.86 something
Then Lock in rate as opening future – remaining basis.

Thanks

[Carlyn]

@carlynb said:
How was the spot or futures rate determined for question 2?

At the transaction date

[Carlyn]

How was the spot or futures rate determined for question 2?

[Author]

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