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?
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.
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
But it's thanks to our sponsors that access to Trade2Win remains free for all. By viewing our ads you help us pay our bills, so please support the site and disable your AdBlocker.