Cac futures discount to cash!!!

Discussion in 'Index Futures' started by Ubertrader, May 12, 2006.

  1. Could anyone explain why the May Cac (and other months)has been (and still is) trading at such a huge discount to the cash Cac40....March was at a premium and most others I remember have also started at approx a 20pt premium to the cash....
    Has there been a change in the underlying index, or am i just a little slow???

  2. cvds16