Buenos Aires Argentina
Experience: Advanced
Platform: NT, MT4, Sierra
Trading: S&P, Bonds, Crude, FX
Posts: 250 since Sep 2014
Thanks Given: 37
Thanks Received: 256
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Arbitrage robots will enforce the price difference as suggested by your #3. Usually a good assumption that they are doing their jobs correctly unless you are talking about the exotic crosses spot market.
Spot market does not necessarily lead. Usually someone looking to put on size will take the position in all markets, spot, options of spot, futures, and options of futures.
If price minus carry difference is wide enough until delivery date, the arb bot will buy the overpriced and sell the under priced.
Limit orders on spot market will not appear on your futures DOM.
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