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Forum: Emini and Emicro Index May 6th, 2023, 12:14 PM
Replies: 12
Views: 1,715
Posted By SMCJB
Equity Futures rolls are a function of cost of...

Equity Futures rolls are a function of cost of carry to hold the position minus dividends received while holding the position. If the spread deviates from this value people will arbitrage it and take...
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