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Monday, June 15, 2009

S&P Futures In Backwardation

Source: Barchart.com


More information:
Contango Vs. Normal Backwardation (Investopedia)
S&P 500 futures market and the normal backwardation hypothesis (JEF, PDF)
Contango, Backwardation, and The Futures Curve (InformedTrades Video)
Posted by Matt Dvolatility at 7:08 PM
Labels: Backwardation, SPX Futures





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