You have taken a deposit from one customer for 6 months and lent to another for 3
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You have taken a deposit from one customer for 6 months and lent to another for 3 months. Assuming all the dates match, what is the best hedge for the mismatched position, given the following prices available to you?
3v6 FRA: 6.51/6.56%
futures 93.50/93.51
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Related Book For
Foreign Exchange And Money Markets Theory Practice And Risk Management
ISBN: 9780750650250
1st Edition
Authors: Bob Steiner
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