引用:
原帖由 fatpat 於 2011-4-21 09:09 發表 
Hi C-Hings
Just 1 question about the HSIF
What's the risk to
Short HSIJ1 (Apr @24061)
Long HSIK1 (May @23920)
141pts spread and suppose to merge next Thursday?
HSIJ1 will be cleared at month end - 1 trading day of April, using that days 5 min HSI average..
You can't squeeze the profit (141 pt) using this method.
May's future (HSIK1) has taken into account HSI component exdividend effect, which happen after April month end and before May month-end. They are 2 different products in the market
.
