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Weekly reset forward

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Weekly reset forward
A weekly reset Forward is a Synthetic forward where a portion of the contract is locked in each week, provided that the Spot rate that week meets a predetermined fixing criterion. Hence the purchaser can deal at a rate better than the Forward outright, but only in an amount corresponding to the frequency with which the criterion has been met. If the criterion is met in none of the weeks during the life of the contract, then the contract is not activated at all; if it is met every week, the overall rate is favourable compared with the initial prevailing market rate. The weekly reset Forward is used for those with Cash-flows spread over time or to Hedge balance sheets.
Posted by  Privatebanking.com
 
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