basis

This topic has 1 reply, 2 voices, and was last updated 2 years ago by John Moffat.

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January 2, 2024 at 8:18 pm #697615
CIWWI
Participant
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In CMC co question while calculating future contact ,they have unexpired basis on transaction date in to account but in kenduri co question they havenot taken it ,why?

is there any particular reason or rule when to consider unexpired basis?

thank you 🙂
January 3, 2024 at 7:41 am #697636
John Moffat
Keymaster
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The basis is only relevant when using futures. There are no futures in the question Kenduri (only forward rates and options).

Have you watched my free lectures on the management of exchange rate risk?
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