Dax vs Eurostoxx spread

Discussion in 'Index Futures' started by hermit_trader, Mar 5, 2009.

  1. Does anybody know both the trading ratio and the charting ratio for

    the Dax vs Eurostoxx spread?

  2. cvds16


    can't be too difficult, try to calculate same nominal values and you will have the multipliers.
  3. LVMises


  4. 1dax / 5stoxx hedge

    dax - 2*stoxx on the chart

    Trades worse than either 2 outright contracts
  5. Ahh Ye Olde! We all know a spread is just two questionable outrights :p
  6. Ye Old, could you explain the reasoning behind the ratio and the chart calculation? I would have thought it would be 2 dax to 5 Stoxx To balanace out the point value.