P PohPoh Nov 19, 2008 #1 Simple question prolly.. Why are the YMZ and the Cash Dow so far off during the day.. I don't trade them, but I've noticed it of late...is this a new phenomenon?
Simple question prolly.. Why are the YMZ and the Cash Dow so far off during the day.. I don't trade them, but I've noticed it of late...is this a new phenomenon?
J jeb9999 Nov 19, 2008 #2 I don't see any major difference between YMZ and cash Dow. www.indexarb.com shows YMZ futures at discount of 12.17 to cash Dow. Most of the day YMZ futures were trading 10 to 16 points under the cash.
I don't see any major difference between YMZ and cash Dow. www.indexarb.com shows YMZ futures at discount of 12.17 to cash Dow. Most of the day YMZ futures were trading 10 to 16 points under the cash.
P PohPoh Nov 19, 2008 #3 Ahhhh...prices are the same...it's the delta that's throwing me off.. -499 on the YMZ -427 on the $INDU Is that not still weird...??
Ahhhh...prices are the same...it's the delta that's throwing me off.. -499 on the YMZ -427 on the $INDU Is that not still weird...??
J jeb9999 Nov 19, 2008 #5 Cash close is 16:00 EST, futures close is 16:15 EST. These days a lot can happen in 5 minutes, let alone 15 minutes. The futures had a big run up after 16:00 on Tuesday.
Cash close is 16:00 EST, futures close is 16:15 EST. These days a lot can happen in 5 minutes, let alone 15 minutes. The futures had a big run up after 16:00 on Tuesday.
