Futures Arbitrage      
First currency
 
Second currency
   
 
 
Contracts to trade  
Contract size    
Delivery   
   
   
Interest rate spread  
 
Fair value  
Anomaly  
     
     
   
   
 
   
       
     
 
 
 
 
 
Cross currency arbitrage      
Trade size
   
First currency  
 
Second currency  
 
Third currency  
 
Broker A Bid   Ask  
   
   
   
Broker B