Where to get fair value of stock index futures?

One example, on Hang Seng futures... currently the Aug future is about 27090 with the spot at 27160... so -70 for the EFP, while earlier it was about -50...

Can you trade on that? Perhaps, but you can't really hedge it that quickly, not me and you.... so why bother?

20 points is almost 0.10%... that's a pretty decent gap... in ES that would be more than 2 points... there are some people on here that know for sure they make 2 points every day with $500 margin in ES... apparently that's 20% /day and 5000% /year (not compounded)...

It's now -80 in HSI... so what do you do?

meh....
 
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