currency futures - interest rate differentials

Discussion in 'Financial Futures' started by wwx, Mar 11, 2006.

  1. wwx

    wwx

    Hi all

    When interest rate differentials are used to calculate Globex currency futures prices, what bid and offer interest rates are used? Are any (hidden) spreads (or premiums) ever added to, eg, the offer rate?

    Thanks!

    wwx