W wwx Mar 11, 2006 #1 Hi all When interest rate differentials are used to calculate Globex currency futures prices, what bid and offer interest rates are used? Are any (hidden) spreads (or premiums) ever added to, eg, the offer rate? Thanks! wwx
Hi all When interest rate differentials are used to calculate Globex currency futures prices, what bid and offer interest rates are used? Are any (hidden) spreads (or premiums) ever added to, eg, the offer rate? Thanks! wwx
