1. 

   stevenw

   • 35
     Posts
   • 0
     Likes

   but for es, nq, ym Jun is higher, ususlly later month has more time value so it is higher,why March er2 is higher?

    

   #1     Mar 18, 2008

   Share
2. 

   buzzy2

   • 1,510
     Posts
   • 4
     Likes

   Negative premium.
   Backwardation.
   http://en.wikipedia.org/wiki/Backwardation
   
   ES was in backwardation Sunday night.

    

   #2     Mar 18, 2008

   Share

Your name or email address:

Do you already have an account?

• No, create an account now.
• Yes, my password is:
• Forgot your password?