Hello, anyone trades TW futures here? And has any idea why the Aug11 futures (near month) versus Sep11 futures (far month), has a spread of abt -1.3? My own theoretical calculations puts the spread at a meager -0.12. I am guessing that I am wrong with my dividend impact calculations.. even thou I got the data from bloomberg. Theoretically, the MSCI Taiwan Index Cash price - div impact + interest rate impact = futures value. But somehow my dividend data is whacked.. how do you guys calculate the spread?