Today's FV at programmingtrading.com may be wrong

I think today's fv(-4.02) at programing trading is wrong because selling program kick in when prem<=-4.02.

 

Can any trader tell me today's fv?

 

FV depends on the interest rate you use.

indexarb.com says -3.80.

 

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.

 

http://www.stocktrading.com/Tradinginfo.htm

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


Don