Explain why the Sep./Dec. spread for ES and NQ is different

Discussion in 'Index Futures' started by stock777, Sep 11, 2002.

  1. Looking for the explanation for this. The Sep ES (E-mini) is trading right at parity with the Dec ES. The Sep NQ is appox 4 points lower then the Dec NQ.

    What's going on here??
  2. Quah


    How is it supposed to be?
  3. :) If I knew that , I'd answer my own question.
  4. Quah


    My point is that unless it is "supposed" to be a certain way, there would be no way to answer your question. :)

    As far as I know, there are no rules saying that it is supposed to be a certain way. It just is what it is.
  5. We have a fatalist amongst us.
  6. The ES traders are dumber than the NQ traders ...
  7. def

    def Interactive Brokers

  8. Hmmmmm. I've seen answers to questions posted here that bordered on Phd. thesis, and what do I get?

    Wisecracks and one word explanations.


    Uh, how does that explain the difference , since there are dividends involved with BOTH the ES and NQ?
  9. tntneo

    tntneo Moderator

    well not much divs on NQ...
  10. def

    def Interactive Brokers

    The answer wasn't intended to be a wise crack - just a simple and straight forward answer.

    Future = Cash + interest -dividends

    Do Microsoft, Intel, and the other major components of Nasdaq pay dividends? What about IBM, GE, WMT?

    Would asking for an apology be a wisecrack?
    #10     Sep 11, 2002