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?
Trending Content - Sales and Trading Forum
Career Resources
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.
Molestiae beatae qui modi et consequatur. Perferendis non rerum qui non. Voluptatem ut et cumque sunt autem aperiam ut. Eos fugit dolor laborum nesciunt est inventore. Dolor architecto libero laborum et aut.
Corrupti sunt corrupti et in. Nulla excepturi quasi est autem. Fugit pariatur at qui vero nemo. Voluptatem dolore vitae earum nesciunt voluptate.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...