- This topic has 3 replies, 2 voices, and was last updated 6 years ago by
.
Viewing 4 posts - 1 through 4 (of 4 total)
- Posts
Hi sir,
Why was the March futures quote used and not the June if the contract is expiring in June.The deposit starts in February and therefore the will use March futures – they mature at the end of March and this is the first future ending after the date on which the deposit starts.
I do suggest that you watch my free lectures on interest rate futures.
Viewing 4 posts - 1 through 4 (of 4 total)
- You must be logged in to reply to this topic.