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03-20-2007, 05:30 PM
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Cost of Carry on R2000
I am new to trading futures but I have noticed that Russell 2000 Index futures trade with a financing rate through Libor (currently 4.7%). S&P 500 futures appear to be trading close to flat with Libor. Does anyone know why this would be the case?
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03-20-2007, 05:40 PM
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Re: Cost of Carry on R2000
I assume you have a foreign account? What brokerage? Have you tried Interactive Brokers? No one from them seems to complain about this (or at least no even knows). Any ideas guys?
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"It's against human nature to succeed in the markets"-- Newbie Trader Lounge
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