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ashycal

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tT
发表于 2011-7-11 18:42 | 只看该作者

FRA 2 x 8

periods, months, someone
2 months to expiration over a total of 8 periods? can someone elaborate thx

 

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burnsy562000

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发表于 2011-7-11 18:42 | 只看该作者
2 X 8 FRA = 180 day(6 month) LIBOR, 60 days (2 months) from now

and the 8 stands for 8 months until the end of the interest rate period (2 + 6 = 8)

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