samedi 21 février 2015
How is difference in price of futures with different delivery?
Posted on 10:38 by nice news
I know that the price of a future is slightly higher than its SPOT price, and it reaches the SPOT price at delivery date. This difference covers the swap rate too.
I do not understand why the future price of some commodities is increased by delivery date, and some decreased.
For example;
Corn (H15) 385
Corn (K15) 393
Wheat (H15) 510
Wheat (K15) 507
I do not understand why the future price of some commodities is increased by delivery date, and some decreased.
For example;
Corn (H15) 385
Corn (K15) 393
Wheat (H15) 510
Wheat (K15) 507
How is difference in price of futures with different delivery?
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