Today the price of september swiss franc sfr futures goes, Ask an Expert

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Today the price of September Swiss Franc (SFr) futures goes from 1.2650$/SFr to 1.2810$/SFr. Meanwhile, the price of a three month (T=91 days) forward contract goes from 1.2615$/SFr to 1.2805$/SFr. Assume the three-month euro-Swiss franc rate is 2.25%, the standardized size of the Swiss franc contract is SFr125,000, and the amount of the forward contract is SFr100,000. What is the change in the present value of the forward contract?

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Basic Finance, Finance

Category:- Basic Finance
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