Today's Buy/Sell Premiums

Discussion in 'Index Futures' started by waggie945, Nov 25, 2003.

  1. Assuming a 3-month LIBOR Rate:

    SPZ Fair Value: -.40

    Sell SPZ / Buy Cash: +.75

    Buy SPZ / Sell Cash: -1.55

  2. maybe im missing something but i dont see any way to use the prem to trade. it jumps around so much and so fast that i cant see an edge there. do you have a method that makes the prem helpful? if so i would like to hear it.
  3. I think acrary uses it to figure out when Buy/Sell programs are gonna hit.