Tag Archives: arb

Storing arb for VIX and SPX futures

Storing arb for VIX and SPX futures

From the NYC Contact but he asks about this:

Is the Virtual storage cost for VIX and SPX Futures contracts is the total opportunity cost which includes the risk free interest rate + dividend of the underlying?


Join my FREE newsletter to newsletter to learn about these sort of strategies 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!