Recent content by greenhog

My SB firm quoting 5447.5/5449.5 for rolling cash FTSE & 5431/5435 for the March future. These prices should converge as as time moves closer to expiry. If I short the cash and buy the future it looks like an arb opportunity. For example based on £10 per point, activley managing stop losses...

Thank you

exactley... thats why i said it must be too good to be true.... i'm looking for someone to explain why....

sorry, how do you mean costs?

and what will happen.....? I presume there is some obvious problem with this or you would all be at it......... not as clever as you mate........ trying to find out what the problem is before I try it

go on then clever clogs, whats the problem with it?

Can anyone tell me why this looks too good to be true? My SB firm quoting 5361/5367for rolling cash FTSE & 5295/3305 for the june future. These prices will converge as as time moves closer to expiry. If i short the cash and buy the future it looks like a very good arb oportunity. From what...