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Hi John,
Can I ask you when do we know whether to use lock in rate or calculate closing spot rate to find closing future rate?
I understand that lock in rate = opening future rate – remaining basis.
Is it if closing spot rate not given, we assume opening future rate same as closing spot rate?
2. To find closing future rate interest % – Do we always add the Libor plus remaining basis? Or add because spot > opening future? And less if spot < opening future
Thank you.
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