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.
- Access Global Configuration from the Mosaic File menu of the Classic Edit menu.
- In the left pane, select Features and then select Market Data Tools.
- Check or uncheck Arbitrage Meter.
To display the Arbitrage Meter for an index
- Right click the index and select Analytical Tools and then select Arbitrage Meter.