Index Arbitrage | Forex Factory

Index Arbitrage

#1
First Post: Nov 21, 2009 6:21am Nov 21, 2009 6:21am

pambeesley
| Joined May 2009 | Status: Trader | 20 Posts

Was just wondering if anyone knows how much of the volume done on the S&P Eminis and Dow Futures contracts are the result of index arbitrage.

#2
Last Post: Nov 30, 2009 10:29pm Nov 30, 2009 10:29pm

deanz
Joined Nov 2005 | Status: Trader | 113 Posts

google Index Arbitrage Fair Value and you can find out what the changes of Arbitrage trades happening.

perception is reality

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