Basis Risk for Futures

This topic has 1 reply, 2 voices, and was last updated 7 years ago by John Moffat.

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October 28, 2018 at 3:09 pm #480061
aamir11
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Hi All,

I would like know how to calculate the closing price of a futures contract using basis risk.
I have not been able to understand how to calculate the closing futures price ( if not given in question) to figure out the profit or loss on the futures hedge.
Would appreciate any help on this matter.

Thanks!
October 28, 2018 at 3:32 pm #480069
John Moffat
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This is all explained in detail, with examples, in my free lectures on foreign exchange risk management and on interest rate risk management.

You cannot expect me to type out all my lectures here 🙂
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