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What is the current price for a March 2021 futures contract on the S&P 500? What is the spot level of the index? (It is
What is the current price for a March 2021 futures contract on the S&P 500? What is the spot level of the index? (It is best to get these at exactly the same time. If possible, get values during trading hours. You can just google S&P 500 futures price) What is the storage cost and the convenience yield for the S&P 500 futures contract likely to be? If the S&P 500 dividend yield for the next few months is forecast to be 1.9%, what do your prices imply about the interest rate implied by prices? Does this seem close to reality? Note that the March S&P futures contract will expire on March 19th, the third Friday of March. What is the current price for a March 2021 futures contract on the S&P 500? What is the spot level of the index? (It is best to get these at exactly the same time. If possible, get values during trading hours. You can just google S&P 500 futures price) What is the storage cost and the convenience yield for the S&P 500 futures contract likely to be? If the S&P 500 dividend yield for the next few months is forecast to be 1.9%, what do your prices imply about the interest rate implied by prices? Does this seem close to reality? Note that the March S&P futures contract will expire on March 19th, the third Friday of March
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