March 10, 200620 yr I'm working on a project and I need to find the 3 month forward rate for the Japanese Yen (Yen/$) or ($/Yen). I've been able to find what it is today, however I need to find what it was on January 15th cause I'm using it as one of my ways to predict what the Taiwan Dollar's rate will be on April 15th (and the Taiwan dollar has no forwards, but there currency is highly correlated to that of the Japanese Yen so I can use that as a predictor). Does anyone have any clue where I can find it. I've had no luck finded a record of past 3 month forwards, only how much the forward is today.
March 10, 200620 yr www.cme.com I am fairly sure that there is an equation there based off of the Eurodollar that will let you predict up to 8 years. Edited March 10, 200620 yr by BDavisFutureHOF
March 10, 200620 yr Are you looking for just futures closes or actual spot 3 month from today rates? If you are looking for the basic closes you can find those at the CME link, the specialized forward are much, much harder to find as there is no set marketplace.
March 10, 200620 yr Author QUOTE(southsider2k5 @ Mar 10, 2006 -> 11:10 AM) Are you looking for just futures closes or actual spot 3 month from today rates? If you are looking for the basic closes you can find those at the CME link, the specialized forward are much, much harder to find as there is no set marketplace. Ya I was looking for the forwards. Gonna check out that CME spot and see if they have anything though. I know with Forwards they aren't institutionalized so its definately harder to find, but I figured somewhere there would be the data.
March 11, 200620 yr QUOTE(Chisoxfn @ Mar 10, 2006 -> 06:32 PM) Ya I was looking for the forwards. Gonna check out that CME spot and see if they have anything though. I know with Forwards they aren't institutionalized so its definately harder to find, but I figured somewhere there would be the data. Without having an account somewhere, you aren't really going to be able to find them. That's all done on bulletin boards (computers really) and it isn't published or recorded. Your best bet is to track the futures, but they have set expiration dates.
March 11, 200620 yr QUOTE(Chisoxfn @ Mar 10, 2006 -> 11:10 AM) Does anyone have any clue where I can find it. I've had no luck finded a record of past 3 month forwards, only how much the forward is today. Make sure to include words like that in your description.
Join the conversation
You can post now and register later. If you have an account, sign in now to post with your account.