i am trying to understand the 1-2 point spread in jun/sep.
between the 2% interest rate and a relatively high dividend yield it doesn't seem to make sense.
Any help or references will be greatly appreciated.
Alex
i am trying to understand the 1-2 point spread in jun/sep.
between the 2% interest rate and a relatively high dividend yield it doesn't seem to make sense.
Any help or references will be greatly appreciated.
Alex
hi Bernd.
Unless i am missing something the long future should be traded at discount since there are dividends to be paid in the related period...
Please explain what did u mean by " the div yield is not included".
thanx
Alex
