YM, Dow spread

Discussion in 'Index Futures' started by di0de, Jun 22, 2005.

  1. di0de

    di0de

    Not that it really affects trading, but can anyone tell me why when YM contracts rollover the new contract always has a large difference in price in comparison to the DJIA in contrast to the contract just expired? Thanks..
     
  2. Sashe

    Sashe

    YM futures price "carries" the future quarterly dividends that Dow 30 stocks pay.
     
  3. squeeze

    squeeze

  4. Lucrum

    Lucrum