What's up with the futures basis?
Anyone know what's up with the futures basis? It's spiked since the beginning of 2018 along with the spike in the VIX. Is this due to negative carry?
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Which futures? :D
yeah which
i'm guessing this guy is looking at ES vs SPX....or VX futures vs the VIX...but when i refer to "the basis" i'm referring to the "treasury bond basis"...which is ZB vs its CTD.
To the OP...Every futures contract has a basis (a spread) vs its underlying...so you need to specify what futures contract you talking about.
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