SSFs & Dividends

Discussion in 'Financial Futures' started by garbo, Apr 5, 2003.

  1. Koppanyi

    Koppanyi

    Nowadays the price of a divident-paying stock is higher than SSF price, because of poor interest rate.

    Theoretically, if you are long SSF and short the stock on the day before ex-div day, you will be able to earn profit on ex-div day when the the price of the stock and SSF approx. equal, so you close your positions.
     
    #11     Jun 5, 2009