Futures price – Unexpired basis

This topic has 2 replies, 2 voices, and was last updated 6 years ago by John Moffat.

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January 19, 2020 at 1:25 pm #559087
jaimemaher
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Hi there,

In the AFM past paper for September 2015, question 2(b), how do you calculate the 1/4 in the unexpired basis calculation. I would really appreciate some assistance.

Kind Regards

Jaime
January 19, 2020 at 2:04 pm #559090
jaimemaher
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Don’t worry, I worked it out 🙂
January 19, 2020 at 3:08 pm #559097
John Moffat
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I am pleased you have worked it out.

If you have not already watched them, then do watch my free lectures on foreign exchange and interest rate risk management.
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