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Costs for Automatic Rollover of Forwards


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Posted (edited)

At the expire date IG sell/buy price is 93.8/94.95 and Bloomberg price is 92.12

Assume I bought at 100.0

If I close the trade myself I lose (100-93.8) = 6.2

If the trade expires I lose (94.95-93.8) + (100-92.12) = 1.15 + 7.8 = 9.03

Is that right?
 

 

Edited by Toothless
spelling mistake.

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