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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?


To: fut_trade who wrote (6823)9/17/2001 6:39:44 PM
From: Patrick Slevin  Read Replies (1) | Respond to of 7434
 
Yeah, that was the cost of money part of the equation.
programtrading.com

I don't think dividends are much lower, if lower at all.

What is especially puzzling, if that the correct presumption is the cost of money, is the March contract. That has....never mind. Looking at the ES H2 there is over 40 points of Premium but the SP H2 has only 14 points.

So it's a logical assumption, I guess, that the cost of money (or yield on bonds, same logic) has driven down the Premium.