Great video, just one caveat regarding the settlement for forward contracts. In general OTC forwards will have a daily MTM, but indeed in this scenario there was no daily MTM settlements. For example if Bank A and Bank B enter into a forward contract they will MTM daily governed by an ISDA contract.
Well, should the explanation be other way around. In backwardation, the price of a futures for a delivery in 3 months is NOW cheaper than the spot ... but the price will rise when time passed ( as it converges to spot)
Great video, just one caveat regarding the settlement for forward contracts. In general OTC forwards will have a daily MTM, but indeed in this scenario there was no daily MTM settlements. For example if Bank A and Bank B enter into a forward contract they will MTM daily governed by an ISDA contract.
CLearly explained, i was confused about their strategies, but now im full clear.
thanks again
Glad it helped!
Very well explained….thanks for the video
Thanks for Appreciation Vaishali !!
very elaborate on the Case.
Thanks for Appreciation 👍👍
such a great case study, simply beautifull.
Thanks for Appreciation Preeti !!!
Best Explanation.
i was so confused about their Strategies, but you made all doubts cleared. really taught well
thank you sir
Thanks for Appreciation Rachita !
Watch our other videos as well.
Thanks for sharing this insightful
Thank you so much for Appreciation Narendra!!
thanks. beautifully explaned
Thanks for Appreciation Shasha !!
great video
Thank You for Appreciation!!
You explained it so well sir, thankyou my doubts are now cleared🤗
Thanks for Appreciation Aryan!
Good Luck for the Exam
Well, should the explanation be other way around. In backwardation, the price of a futures for a delivery in 3 months is NOW cheaper than the spot ... but the price will rise when time passed ( as it converges to spot)
So good !!
Thank You So Much For Appreciation!!
Can you give a recommendation for MG in this case?