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Premium is a function of interest rates so keep in mind that tbill rates are
at extreme low and reduces the size of the premium.
Earl
----- Original Message -----
From: "Roger L. Shepherd" <mailrs@xxxxxxxxxx>
To: "Realtraders" <realtraders@xxxxxxxxxxxxxxx>
Sent: Friday, December 14, 2001 11:35 AM
Subject: [RT] Small Premium on the S&P?
> Hello Realtraders,
>
> Am I missing something or are the market expectations really this
> weak? Usually when the quarterly S&P rolls over to the new
> contract, the premium jumps from 1 point to around 10 points or so.
>
> This rollover it hardly changed at all. The Dec. Mar. and Spot are
> staying within 1 to 2 points of each other.
>
> I realize that with interest rates low and dividends shrinking the
> number should be smaller than it has been in the recent past but
> that wouldn't make this much difference.
>
> Anybody have an answer?
>
> --
> Best regards,
> Roger mailto:mailrs@xxxxxxxxxx
>
>
>
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>
>
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