S stevenw Mar 18, 2008 #1 but for es, nq, ym Jun is higher, ususlly later month has more time value so it is higher,why March er2 is higher?
but for es, nq, ym Jun is higher, ususlly later month has more time value so it is higher,why March er2 is higher?
B buzzy2 Mar 18, 2008 #2 Negative premium. Backwardation. http://en.wikipedia.org/wiki/Backwardation ES was in backwardation Sunday night.
Negative premium. Backwardation. http://en.wikipedia.org/wiki/Backwardation ES was in backwardation Sunday night.
