C comintel Jan 30, 2012 #21 Quote from luisHK: .... Besides am I right that the discount between the futures and the spot rate is a compensation for the positive carry on EURUSD ? .... [/B] More... Yes that is known as "interest rate parity" and always holds.
Quote from luisHK: .... Besides am I right that the discount between the futures and the spot rate is a compensation for the positive carry on EURUSD ? .... [/B] More... Yes that is known as "interest rate parity" and always holds.
L luisHK Jan 30, 2012 #22 Thanks, I'd failed to understand the "fair value" issue of futures quite miserably until recently, but this part getting clearer, futures become much more interesting for longer term holds.
Thanks, I'd failed to understand the "fair value" issue of futures quite miserably until recently, but this part getting clearer, futures become much more interesting for longer term holds.
B blackstormcap Jan 31, 2012 #23 yes, the interest charge at IB makes it hard to hold a position for long..
