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Capturing carry
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rnewhouse57
Posted 10/7/2021 06:22 (#9256720 - in reply to #9256431)
Subject: RE: Capturing carry


Are you saying you like the July basis at the elevator vs cash basis and you want to lock that in but stay long futures? If so… sell July cash … and simultaneously get long July futures in hedge acct.

Or just ask merchant to lock in July basis.

Edited by rnewhouse57 10/7/2021 06:25
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