Quick question on calculating implied values of ETF and futures
Given the closing price of the dow jones index, how would you calculate the implied theoretical value of the DIA etf and the june 2013 dow jones futures contract?
Given the closing price of the dow jones index, how would you calculate the implied theoretical value of the DIA etf and the june 2013 dow jones futures contract?
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No idea on ETF. On the futures, it's like with bonds, fut = cash + div - interest cost. If you got access to BBG, FVD is one way to go about this.
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