Today's FV at may be wrong

Discussion in 'Trading' started by investor50, Jul 8, 2009.

  1. I think today's fv(-4.02) at programing trading is wrong because selling program kick in when prem<=-4.02.
  2. Can any trader tell me today's fv?
  3. FV depends on the interest rate you use. says -3.80.
  4. Besides interest rates, you need borrowing costs, transaction costs, convenience yield, dividend schedule....

    You also need two numbers, one for buying and one for selling.

    I have -4.50/-2.90 basis the ES.

    We use an estimate between "long money" and "short money" interest rates for our calc's. As a back up if you like.