Arbitrage in futures

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The basic arbitrage relationship can be derived fairly easily for futures contracts on any asset, by estimating the cashflows on two strategies that deliver the. The way cash-futures arbitrage works is that you buy in the cash market and sell the same stock in the same quantity in the futures market. Since futures trade. Cash-and-carry arbitrage seeks to exploit pricing inefficiencies between spot and futures markets for an asset by going long in the spot market and opening a.

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An index future entitles the buyer to any appreciation in the index over and above the index futures price and the seller to any depreciation in the index from the same benchmark. The lower-priced assets are bid up, while the higher-priced assets are sold off. Lend money at riskfree rate -S Till t: 1. Correction�April 9, A previous version of this article had miscalculated the complicated arbitrage example. Trending Videos.