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Why relationship of march Spot – june Future will not be equal to March Future price and june Future price ?
I don’t understand you – what you mean by “march spot – june future”. I presume you are referring to the basis risk – there is no reason at all why it should be the same for different futures and will almost certainly be different (even though it will of course fall to zero over the life of the future).
I cover both exchange rate futures and interest rate futures in great detail (with examples) in my free lectures on exchange rate risk management and interest rate risk management.
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