Forums  > Trading  > Currency Forward Quotes  
     
Page 1 of 1
Display using:  

asd


Total Posts: 461
Joined: May 2004
 
Posted: 2005-12-13 23:10

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

 


Kitno


Total Posts: 351
Joined: Mar 2005
 
Posted: 2005-12-14 06:58

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).


Salut toi, je vais au Social Club avec des amis ce soir, c'est au 142 rue Montmartre. J'ai mis ta robe préférée. Viens me trouver.

MoreLiver


Total Posts: 481
Joined: Dec 2004
 
Posted: 2005-12-14 08:20
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.

Hard for many to understand inflation, but not for me.

FDAXHunter
Founding Member

Total Posts: 8370
Joined: Mar 2004
 
Posted: 2005-12-14 08:25

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.


The Figs Protocol.

NIP247


Total Posts: 544
Joined: Feb 2005
 
Posted: 2005-12-14 09:26

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

 


On your straddle, done on the puts, working the calls...

MoreLiver


Total Posts: 481
Joined: Dec 2004
 
Posted: 2005-12-14 09:50
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






Hard for many to understand inflation, but not for me.

NIP247


Total Posts: 544
Joined: Feb 2005
 
Posted: 2005-12-14 10:05

Disregard NIP's advice.

How sweet of you.


On your straddle, done on the puts, working the calls...

AndyM


Total Posts: 2330
Joined: Mar 2004
 
Posted: 2005-12-14 10:41
 >>Disregard NIP's advice.

>>How sweet of you

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


My karma will run over your dogma.

MoreLiver


Total Posts: 481
Joined: Dec 2004
 
Posted: 2005-12-14 10:58
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

Hard for many to understand inflation, but not for me.

NIP247


Total Posts: 544
Joined: Feb 2005
 
Posted: 2005-12-14 11:32
No harm done

On your straddle, done on the puts, working the calls...

vqwerty


Total Posts: 12
Joined: Feb 2014
 
Posted: 2018-10-09 01:25
Is there really implied vol quotes on the bank of England web page or on bba?
I'd appreciate if you could provide a link.
Previous Thread :: Next Thread 
Page 1 of 1