eurostoxx spread

Discussion in 'Financial Futures' started by ksm, Jun 7, 2004.

  1. ksm

    ksm

    i am trying to understand the 1-2 point spread in jun/sep.
    between the 2% interest rate and a relatively high dividend yield it doesn't seem to make sense.
    Any help or references will be greatly appreciated.
    Alex
     
  2. BKuerbs

    BKuerbs

    Dividend yield is not included in the Eurostoxx 50 Index.

    Regards

    Bernd Kuerbs
     
  3. ksm

    ksm

    hi Bernd.
    Unless i am missing something the long future should be traded at discount since there are dividends to be paid in the related period...
    Please explain what did u mean by " the div yield is not included".
    thanx
    Alex