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er... i mean... in your example, arbs would be buying the spread (buying futures, selling spot) 7 over and selling it 13 over.

yes, for the most part, it will go up 20. it may change slightly, but it'll be bound tightly by arbs buying the spread 17 over and selling it 23 over.

The difference is due to the different interest rates. If you buy the euro spot, you will earn euro interest. The spot/future will converge at expiration.

Any one know of a net worth requirement to lease a seat at the CME? I have little capital (100K) but would be scalping with enough volume to justify leasing a seat rather than paying retail commissions. Thanks.