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Currency futures

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EkisDoep
Frequent Contributor

‎31-07-2012 12:48 PM

Currency futures

Can anybody tell me how the MTM price is calculated? The $/R future on Fri had a low of 8.2500, a hi of 8.3275 and closing of 8.2500 and the MTM was 8.2462. Yesterday it was a low of 8.2250, a hi of 8.2800 and closing of 8.2610 and a MTM of 8.2618. Why would yesterday's MTM be higher than Friday's?
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1 REPLY 1
SimonPB
Valued Contributor

‎31-07-2012 02:02 PM

Re:Currency futures

random price snap shoot, probably from around 5pm
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