Forward

Treasury

Turkish: Forward (Vadeli Sözleşme)

Short definition

A forward is a commitment to buy or sell at a set rate or price on a future date. It is OTC, tailored on tenor and amount. It starts at zero value; at maturity the gap to spot becomes cash.

Detailed explanation

An FX forward is priced near interest parity; the gap between policy and market rates is carry, not a “cheap/expensive” FX view. An NDS settles the difference without exchanging principal.

Counterparty and CSA margin create credit risk. Fair-value moves hit P&L; without hedge accounting that noise is mistaken for operating profit.

Why it matters for the CFO

Locking the rate on imports, FX debt service and tendered sales protects budget DSCR. A forward also cuts upside.

How it is calculated

Forward ≈ Spot × (1 + r_fiyat) / (1 + r_baz) (faiz paritesi, yaklaşık)

Interest parity prices carry; liquidity, credit and expected-spot gaps add a margin. The formula is not a universal fair price.

Variables in the formula

  • Spot: spot rate
  • r: interest rate of each currency (matching day-count)

How to read it

The forward rate is not a forecast; it is carry. Whether spot is “fair” is a separate REER/PPP debate.

Related calculators

Güven Sayılgan’s writing on this topic

Read these first

What to learn next

  1. Futures
  2. Option
  3. Hedging
  4. FX Risk
  5. Interest Rate Swap (IRS)

Definitions are educational. They are not investment, credit or tax advice.