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Depreciation of futures contracts
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The empirical rules of cross-currency arbitrage are as follows: (1) If currency A is expected to depreciate against the US dollar and currency B is expected to appreciate against the US dollar, sell the futures contract of currency A and buy the futures contract of currency B; ② If currency A is expected to appreciate against the US dollar and currency 8 is expected to depreciate against the US dollar, then buy currency A futures contract and sell currency B futures contract.