为什么sp futures 和 spx 总差几个点？

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为什么sp futures 和 spx 总差几个点？


Interest rate difference

For non-commodity futures, Equity/Fixed Income: Long Underlying = Long Futures + Long Cash, normally there is an interest rate difference. When futures contract approaches to the expiration day, e.g., ESU3 on 9/20/2013, you will see futures pricie converges to the underlying price.

However, for commodity, futures prices either higher or lower than spot sprices due to carry cost or convenience yield, lease rate or called Contango/Backwardation.

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