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bleach

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tT
发表于 2013-4-7 03:08 | 只看该作者

Currency Forward question

question, currency, domestic, forward
Just want to check my understanding:
For a currency forward, if E(S)  FP, then the forward market for domestic currency is in contangio, right? Assume E(S) and FP denominated in DC/FC.
Thanks…
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lunarfollies

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发表于 2013-4-7 03:14 | 只看该作者
thanks. this makes sense.

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Swanand

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发表于 2013-4-7 03:13 | 只看该作者
thanks. this makes.

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RealEstate_CFA

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发表于 2013-4-7 03:10 | 只看该作者
Thanks. You are right about the futures vs forward reference. However, I have seen a reference to contango and backwardation with respect to currency futures e.g. CFAI EOC question 14 Reading 59.
My original question should read:
Just want to check my understanding:
For a currency future, if E(S)  FP, then the futre market for domestic currency is in contango, right? Assume E(S) and FP denominated in DC/FC.
Thanks…

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