Dax futures vs DAX cash (spread bet)

bullboy8

Active member
Hi

Does anything know why the mar 22 dax futures price is lower than DAX cash? I thought there was an in-built interest rate applied to futures so making it higher than the cash price?
 

bullboy8

Active member
THank you, does that have anything to do with negative interest rates? I'm trying to ascertain the cost of carry. I know dividends don't apply to the DAX as it is a total return index so there are no adjustments made to the futures price in this respect.
 

ffsear

Senior member
I might be wrong but interest and cost of carry I think are added to calculate the spot price. The futures price is just the price.
 

bullboy8

Active member
I think you are right in that the spot is derived from the futures price with some adjustment. Can you explain what adjustments apply to the DAX, i.e. what you mean by cost of carry? thank you
 
 
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