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If interbank forward bid for March 20 on Swiss francs is $ .9515 at the same time that the price of IMM Swiss franc future
If interbank forward bid for March 20 on Swiss francs is $ .9515 at the same time that the price of IMM Swiss franc future for delivery on March 20 is $.9625. How much of an arbitrage profit could a dealer earn per March Swiss franc future contract of CHF125,000.
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