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bjscord

Cost of Carry on R2000

By bjscord, in Beginners Forum

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bjscord    10

bjscord
Posted

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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torero    10

torero
Posted

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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