Today's Buy/Sell Premiums

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

  1. waggie945

    waggie945

    Assuming a 3-month LIBOR Rate:

    SPZ Fair Value: -.40

    Sell SPZ / Buy Cash: +.75

    Buy SPZ / Sell Cash: -1.55

    :)
     
    #1     Nov 25, 2003
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  2. Free Thinker

    Free Thinker

    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.
     
    #2     Nov 25, 2003
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  3. EMini-Player

    EMini-Player

    I think acrary uses it to figure out when Buy/Sell programs are gonna hit.

    -Fast
     
    #3     Nov 25, 2003
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