Basis Convergence
The process whereby the basis tends towards zero as the contract expiry approaches
Back to List »
|
|
Live Rates
| EUR/USD | 0.0042 | 1.326 | 1.3203 |
|---|
| AUD/USD | 0.0047 | 1.0739 | 1.0684 |
|---|
| EUR/GBP | 0.0017 | 0.8391 | 0.8375 |
|---|
| EUR/JPY | 0.25 | 102.92 | 102.48 |
|---|
| GBP/USD | 0.0017 | 1.5798 | 1.5761 |
|---|
| USD/CAD | -0.0015 | 1.0015 | 0.9993 |
|---|
| USD/CHF | -0.0023 | 0.9159 | 0.9123 |
|---|
| USD/JPY | -0.02 | 77.77 | 77.59 |
|