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The interbank forward price for 8/16 on the pound is GBP/USD = 1.851. At the same time, the price of a CME sterling futures specifying
The interbank forward price for 8/16 on the pound is GBP/USD = 1.851. At the same time, the price of a CME sterling futures specifying 62,500 pounds for delivery on 8/16 is GBP/USD = 1.872. How could we profit from this situation?
sell forward and buy futures | ||
buy both forward and futures | ||
sell both forward and futures | ||
buy forward and sell futures |
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