Index Arbitrage Meter
Instructions
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.
To Display the Arbitrage Meter for an Index
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Right click the index and select Analytical Tools and then select Arbitrage Meter.
When you log in, the Arbitrage Meter is displayed by default for all index instruments.
To Show or Hide the Arbitrage Meter on Login
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Access Global Configuration from the Mosaic File menu or the Classic TWS Edit menu.
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In the left pane, select Features and then select Market Data Tools.
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Check or uncheck Arbitrage Meter.