Currency Forward Quotes

asd · Post by **asd** » Tue Dec 13, 2005 11:10 pm

Can someone please tell where can I find free price quotes for forward/futures on currency pairs ?

Kitno · Post by **Kitno** » Wed Dec 14, 2005 6:58 am

Your IR/FX Forwards desk...

Or is this for your PA? If so there are a kew of brokers with demo accounts showing their tradeable prices (on futures at least).

MoreLiver · Post by **MoreLiver** » Wed Dec 14, 2005 8:20 am

Easy solution -

1. check www.oanda.com, open up a demo trading account, now you have spot rates for all major ccy pairs.

2. Go to any finance newspaper site - get the LIBOR yield curves for major currencies.

3. Construct forward prices in Excel.

Depending on the accuracy needed, you really don't need to update the interest rates constantly.

FDAXHunter · Post by **FDAXHunter** » Wed Dec 14, 2005 8:25 am

Concur with MoreLiver, that's the easiest and quickest solution, because no one will give you real-time futures quotes for free. However, spot F/X quotes can usually be had in real-time and for free.

F/X swaps (the forward margin or forward points) do not vary that much. Your main concern should be with the spot rate. Everything else then becomes rather easy.

NIP247 · Post by **NIP247** » Wed Dec 14, 2005 9:26 am

Eurex US provides free orderbook info on their new FX futures product. See links on the right side [i]( Access the orderbook[/i] )

MoreLiver · Post by **MoreLiver** » Wed Dec 14, 2005 9:50 am

Disregard NIP's advice. As FDAX has sometimes laughed at Eurex's innovations (New and Improved! FX futures!), the site doesn't even have price for GBP/USD at the moment. It is really not a good solution. Check any free spot price provider (www.fxstreet.com is also nice, and has good chart tools) and you're done.

Should you need high- or low frequency data, post here and I'll dig up. If you need implied volatilities / risk reversals /strangles, check British Banker's Association - they have a ,long daily history for practically all tradable pairs. They also have historical LIBOR rates and spot rates, so you can easily construct any kind of historical data off these. http://www.bba.org.uk

NIP247 · Post by **NIP247** » Wed Dec 14, 2005 10:05 am

[i]Disregard NIP's advice.[/i]

How sweet of you.

AndyM · Post by **AndyM** » Wed Dec 14, 2005 10:41 am

>>[i]Disregard NIP's advice.[/i]

[i]>>How sweet of you[/i]

OK, modify NIP's advice, then. Go to the CME site; they have a free app you can download here.

MoreLiver · Post by **MoreLiver** » Wed Dec 14, 2005 10:58 am

Ummm.. to be on the safe side I hope I did not insult anyone etc., because that was not the idea. I was just in the middle of something and wrote a quick response. Disregarding an individual post from a member is not a recommendation to buy or sell the individual post. Person reading this statement should always contact their Certified Post Advisor before disregarding any posts. Santa Claus

NIP247 · Post by **NIP247** » Wed Dec 14, 2005 11:32 am

No harm done