Imm Swap Points

[tonyxc]

hi all,

does anybody know where i can get this information??
for currency futures

I want to convert futures prices to spot prices...eg dec imm points

thx

 

[tonyxc]

hi GJ,

Yep, found the CME site last night, indeed very useful.....

thanks for replying,

 

[superdoug3]

I am trying do the reverse. i.e. I educated myself in Forex but find I can not find a Forex broker in Canada so am converting my data to Currency Futures. I am setting up my Symbol definition in Forex Tester (to optimize my strategy) and from this thread, am I to understand that there is not overnight swap charge for Currency Futures ? At the CME site, no mention of Swap rates.

 

[Martinghoul]

A currency futures contract is an exchange-traded equivalent of a fwd. Hence, there's no "overnight swap charge", as your price is already taking all this into account.