Open topic with navigation

Index Arbitrage Meter

Introduction

The Index Arbitrage Meter illustrates the extent of the premium (or discount) of the lead month futures price above (or below) its fair future value with respect to the index price. A green bar indicates that the lead month futures price is at a premium to (i.e. greater than) its fair future value. A red bar indicates that the lead month futures price is at a discount to its fair future value. This tool is available for Index instrument types.

arbmeter.gif

 

To show or hide the Arbitrage Meter on Login

When you log in, the Arbitrage Meter is displayed by default for all index instruments. To hide the arbitrage meter on login:

  1. On the Edit menu, select Global Configure, then select Display in the left pane.
  2. Check or uncheck Show Arbitrage Meter.

To display the Arbitrage Meter for an index

  1. Click on the desired market data line to select the index.
  2. Right click and select Tools and then select Arbitrage Meter.