[rishikajalhan]

okay sir, thank you so much again.

[rishikajalhan]

okay sir, thank you so much.

[rishikajalhan]

Hello Sir, Apologies, next time I will start a new thread.

thank you so much for the above response. The lock in rate would be the calculation using 2 month future and 5 month futures price right?

Yes sir, I have studied from the lectures only, they’re a blessing, thank you again.

[rishikajalhan]

Hello sir, I have a doubt on the Casasophia question. For the futures hedge the s1 and F1 both haven’t been provided. The solution provided in BPP for the futures, they have used the 5 months future rate on today’s date as their spot (S1) after 4 months. This looks a little confusing.
My assumption was to use the 4 months forward rate (provided by bank) as the futures price. Would that be incorrect?

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