Explain why the Sep./Dec. spread for ES and NQ is different

stock777

stock777

Looking for the explanation for this. The Sep ES (E-mini) is trading right at parity with the Dec ES. The Sep NQ is appox 4 points lower then the Dec NQ.

What's going on here??
 
Originally posted by stock777
Looking for the explanation for this. The Sep ES (E-mini) is trading right at parity with the Dec ES. The Sep NQ is appox 4 points lower then the Dec NQ.

What's going on here??
More...

How is it supposed to be?
 
Originally posted by stock777
:) If I knew that , I'd answer my own question.
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My point is that unless it is "supposed" to be a certain way, there would be no way to answer your question. :)

As far as I know, there are no rules saying that it is supposed to be a certain way. It just is what it is.
 
Originally posted by stock777
Looking for the explanation for this. The Sep ES (E-mini) is trading right at parity with the Dec ES. The Sep NQ is appox 4 points lower then the Dec NQ.

What's going on here??
More...

The ES traders are dumber than the NQ traders ...
 
Hmmmmm. I've seen answers to questions posted here that bordered on Phd. thesis, and what do I get?

Wisecracks and one word explanations.


Dividends.


Uh, how does that explain the difference , since there are dividends involved with BOTH the ES and NQ?
 
Originally posted by stock777
Hmmmmm. I've seen answers to questions posted here that bordered on Phd. thesis, and what do I get?

Wisecracks and one word explanations.


Dividends.


Uh, how does that explain the difference , since there are dividends involved with BOTH the ES and NQ?
More...

The answer wasn't intended to be a wise crack - just a simple and straight forward answer.

Future = Cash + interest -dividends

Do Microsoft, Intel, and the other major components of Nasdaq pay dividends? What about IBM, GE, WMT?


Would asking for an apology be a wisecrack?
 
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