IB-INDEX ARBITRAGE METER FOR NQ &ES FUTURES !?!

L

larrybf

IB has a new feature for futures traders called the index arbitrage meter. I don"t think it is working correctly.Please Def or someone else can you offer some insight . Thank you.
 
tell me what you think is wrong and I'll look into it.

The arb meters are simply designed to show the extent of a discount or premium relative between the cash and the front month future. Green -> premium; Red -> Discount.

Fair Value = cash index price + interest - dividends

prem/disc = future price - Cash index price - FV

 
thank you def. I had the green and red indicators reversed.

with your explanation it now makes sense. BY the way, I think the trading platform is terrific just as it is and your interface on this website helps tremendously. I hope management know the important role you play with us traders. Thanks again.











 
Yes, you should be able to access the Index Arbitrage
Meter even from a stock account.

Type in the symbol NDX, select Index from the menu.
You can do the same for SPX (are there others?).

Once you have a row containing the index, right click
and choose Show Arbitrage Meter.

-v
 
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