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To: dospesos who wrote (43908)9/7/2009 6:58:35 PM
From: MoneyFriend_2.0  Respond to of 208316
 
you mean like term structure between the front and back month contracts?? rf2 on trader's flock had some stuff to say about it a few months ago, how something about it proved that this was still a bear market rally, i did a little research and gave up, couldn't find any edge but maybe i didn't look hard enough, i feel like there aren't enough people trading the back month for it to somehow be reliable anyways....



To: dospesos who wrote (43908)9/8/2009 2:36:33 PM
From: nicewatch  Read Replies (1) | Respond to of 208316
 
Because the dividend yield of S&P500 stocks is higher than nominal short term interest rates hence the slight backwardation between futures and cash?